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We introduce the Poisson Binomial mechanism (PBM), a discrete differential privacy mechanism for distributed mean estimation (DME) with applications to federated learning and analytics. We provide a tight analysis of its privacy guarantees,…

Cryptography and Security · Computer Science 2022-07-21 Wei-Ning Chen , Ayfer Özgür , Peter Kairouz

Local differential privacy is a differential privacy paradigm in which individuals first apply a privacy mechanism to their data (often by adding noise) before transmitting the result to a curator. The noise for privacy results in…

Methodology · Statistics 2023-10-17 Yuki Ohnishi , Jordan Awan

This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints. Unlike standard noise-additive algorithms, that act…

Cryptography and Security · Computer Science 2020-06-23 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Jalal Kazempour , Pierre Pinson

Cloud service providers typically provide different types of virtual machines (VMs) to cloud users with various requirements. Thanks to its effectiveness and fairness, auction has been widely applied in this heterogeneous resource…

Cryptography and Security · Computer Science 2020-01-06 Tianjiao Ni , Zhili Chen , Lin Chen , Hong Zhong , Shun Zhang , Yan Xu

As the modern world becomes increasingly digitized and interconnected, distributed signal processing has proven to be effective in processing its large volume of data. However, a main challenge limiting the broad use of distributed signal…

Signal Processing · Electrical Eng. & Systems 2020-10-23 Qiongxiu Li , Richard Heusdens , Mads Græsbøll Christensen

We study the price-setting problem of market makers under risk neutrality and perfect competition in continuous time. Thereby we follow the classic Glosten-Milgrom model that defines bid and ask prices as expectations of a true value of the…

Trading and Market Microstructure · Quantitative Finance 2012-10-16 Christoph Kühn , Matthias Riedel

In this paper, we propose a decentralized, privacy-friendly energy trading platform (PFET) based on game theoretical approach - specifically Stackelberg competition. Unlike existing trading schemes, PFET provides a competitive market in…

Computer Science and Game Theory · Computer Science 2022-05-31 Kamil Erdayandi , Amrit Paudel , Lucas Cordeiro , Mustafa A. Mustafa

Within this work we consider an axiomatic framework for Automated Market Makers (AMMs). AMMs are smart contracts that set prices for swaps on a pool of assets. By imposing reasonable axioms on the underlying utility function, we are able to…

Mathematical Finance · Quantitative Finance 2025-02-04 Maxim Bichuch , Zachary Feinstein

With the proliferation of training data, distributed machine learning (DML) is becoming more competent for large-scale learning tasks. However, privacy concerns have to be given priority in DML, since training data may contain sensitive…

Machine Learning · Computer Science 2020-08-26 Xin Wang , Hideaki Ishii , Linkang Du , Peng Cheng , Jiming Chen

Accurately learning from user data while ensuring quantifiable privacy guarantees provides an opportunity to build better Machine Learning (ML) models while maintaining user trust. Recent literature has demonstrated the applicability of a…

Machine Learning · Computer Science 2020-12-11 Oluwaseyi Feyisetan , Abhinav Aggarwal , Zekun Xu , Nathanael Teissier

We study fairness in the context of feature-based price discrimination in monopoly markets. We propose a new notion of individual fairness, namely, \alpha-fairness, which guarantees that individuals with similar features face similar…

Computer Science and Game Theory · Computer Science 2022-02-28 Shantanu Das , Swapnil Dhamal , Ganesh Ghalme , Shweta Jain , Sujit Gujar

We study how privacy technologies affect user and advertiser behavior in a simple economic model of targeted advertising. In our model, a consumer first decides whether or not to buy a good, and then an advertiser chooses an advertisement…

Computer Science and Game Theory · Computer Science 2015-08-14 Rachel Cummings , Katrina Ligett , Mallesh M. Pai , Aaron Roth

When multiple parties that deal with private data aim for a collaborative prediction task such as medical image classification, they are often constrained by data protection regulations and lack of trust among collaborating parties. If done…

Cryptography and Security · Computer Science 2021-02-22 Ismat Jarin , Birhanu Eshete

Differential privacy is a popular privacy model within the research community because of the strong privacy guarantee it offers, namely that the presence or absence of any individual in a data set does not significantly influence the…

Cryptography and Security · Computer Science 2017-02-09 Jordi Soria-Comas , Josep Domingo-Ferrer , David Sánchez , David Megías

Federated learning (FL) has been widely regarded as a promising paradigm for privacy preservation of raw data in machine learning. Although, the data privacy in FL is locally protected to some extent, it is still a desideratum to enhance…

Optimization and Control · Mathematics 2025-09-03 Yifan Wang , Xianghui Cao , Shi Jin , Mo-Yuen Chow

Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this…

Machine Learning · Statistics 2020-07-23 Brendan Avent , Javier Gonzalez , Tom Diethe , Andrei Paleyes , Borja Balle

The randomized power method has gained significant interest due to its simplicity and efficient handling of large-scale spectral analysis and recommendation tasks. However, its application to large datasets containing personal information…

Machine Learning · Computer Science 2025-06-13 Julien Nicolas , César Sabater , Mohamed Maouche , Sonia Ben Mokhtar , Mark Coates

In this paper, we investigate the differentially private estimation of data depth functions and their associated medians. We introduce several methods for privatizing depth values at a fixed point, and show that for some depth functions,…

Statistics Theory · Mathematics 2021-04-09 Kelly Ramsay , Shoja'eddin Chenouri

This paper proposes a differentially private energy trading mechanism for prosumers in peer-to-peer (P2P) markets, offering provable privacy guarantees while approaching the Nash equilibrium with nearly socially optimal efficiency. We first…

Computer Science and Game Theory · Computer Science 2024-10-22 Yuji Cao , Yue Chen

Automated market makers (AMMs) have emerged as the dominant market mechanism for trading on decentralized exchanges implemented on blockchains. This paper presents a single mechanism that targets two important unsolved problems for AMMs:…

Trading and Market Microstructure · Quantitative Finance 2025-02-13 Austin Adams , Ciamac C. Moallemi , Sara Reynolds , Dan Robinson