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Bayesian methods lie at the heart of modern data science and provide a powerful scaffolding for estimation in data-constrained settings and principled quantification and propagation of uncertainty. Yet in many real-world use cases where…

Data Structures and Algorithms · Computer Science 2026-03-20 Sitan Chen , Jingqiu Ding , Mahbod Majid , Walter McKelvie

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

Data Structures and Algorithms · Computer Science 2025-10-07 Beatrice Bertolotti , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu

We present novel, computationally efficient, and differentially private algorithms for two fundamental high-dimensional learning problems: learning a multivariate Gaussian and learning a product distribution over the Boolean hypercube in…

Data Structures and Algorithms · Computer Science 2019-05-31 Gautam Kamath , Jerry Li , Vikrant Singhal , Jonathan Ullman

We consider the popular $k$-means problem in $d$-dimensional Euclidean space. Recently Friggstad, Rezapour, Salavatipour [FOCS'16] and Cohen-Addad, Klein, Mathieu [FOCS'16] showed that the standard local search algorithm yields a…

Data Structures and Algorithms · Computer Science 2017-08-30 Vincent Cohen-Addad

This paper proposes a locally differentially private federated learning algorithm for strongly convex but possibly nonsmooth problems that protects the gradients of each worker against an honest but curious server. The proposed algorithm…

Machine Learning · Computer Science 2023-08-03 Jiaojiao Zhang , Dominik Fay , Mikael Johansson

We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian…

Quantum Physics · Physics 2022-07-20 Arjan Cornelissen , Yassine Hamoudi , Sofiene Jerbi

In this work, we study high-dimensional mean estimation under user-level differential privacy, and design an $(\varepsilon,\delta)$-differentially private mechanism using as few users as possible. In particular, we provide a nearly optimal…

Data Structures and Algorithms · Computer Science 2022-06-14 Hossein Esfandiari , Vahab Mirrokni , Shyam Narayanan

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

We study continual mean estimation, where data vectors arrive sequentially and the goal is to maintain accurate estimates of the running mean. We address this problem under user-level differential privacy, which protects each user's entire…

Machine Learning · Computer Science 2026-05-12 Nikita P. Kalinin , Ali Najar , Valentin Roth , Christoph H. Lampert

In this work, we propose a new algorithm ProjectiveGeometryResponse (PGR) for locally differentially private (LDP) frequency estimation. For a universe size of $k$ and with $n$ users, our $\varepsilon$-LDP algorithm has communication cost…

Cryptography and Security · Computer Science 2022-03-02 Vitaly Feldman , Jelani Nelson , Huy Lê Nguyen , Kunal Talwar

We give efficient protocols and matching accuracy lower bounds for frequency estimation in the local model for differential privacy. In this model, individual users randomize their data themselves, sending differentially private reports to…

Cryptography and Security · Computer Science 2015-04-21 Raef Bassily , Adam Smith

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

In this paper, we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weighted $\ell_1$ (OWL1) norm ball. In particular, an efficient semismooth Newton method is proposed for solving the…

Optimization and Control · Mathematics 2020-07-21 Qinzhen Li , Xudong Li

Smooth convex minimization over the unit trace-norm ball is an important optimization problem in machine learning, signal processing, statistics and other fields, that underlies many tasks in which one wishes to recover a low-rank matrix…

Optimization and Control · Mathematics 2020-12-01 Dan Garber

Two major challenges in distributed learning and estimation are 1) preserving the privacy of the local samples; and 2) communicating them efficiently to a central server, while achieving high accuracy for the end-to-end task. While there…

Machine Learning · Computer Science 2021-04-23 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

We consider the problem of privately estimating a parameter $\mathbb{E}[h(X_1,\dots,X_k)]$, where $X_1$, $X_2$, $\dots$, $X_k$ are i.i.d. data from some distribution and $h$ is a permutation-invariant function. Without privacy constraints,…

Statistics Theory · Mathematics 2024-07-09 Kamalika Chaudhuri , Po-Ling Loh , Shourya Pandey , Purnamrita Sarkar

We design new differentially private algorithms for the Euclidean k-means problem, both in the centralized model and in the local model of differential privacy. In both models, our algorithms achieve significantly improved error guarantees…

Data Structures and Algorithms · Computer Science 2018-07-17 Haim Kaplan , Uri Stemmer

Differentially private federated learning is crucial for maintaining privacy in distributed environments. This paper investigates the challenges of high-dimensional estimation and inference under the constraints of differential privacy.…

Machine Learning · Statistics 2024-04-26 Zhe Zhang , Ryumei Nakada , Linjun Zhang

This paper considers the problem of the private release of sample means of speed values from traffic datasets. Our key contribution is the development of user-level differentially private algorithms that incorporate carefully chosen…

Cryptography and Security · Computer Science 2024-04-26 V. Arvind Rameshwar , Anshoo Tandon , Prajjwal Gupta , Aditya Vikram Singh , Novoneel Chakraborty , Abhay Sharma