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We show a new lower bound on the sample complexity of $(\varepsilon, \delta)$-differentially private algorithms that accurately answer statistical queries on high-dimensional databases. The novelty of our bound is that it depends optimally…

Data Structures and Algorithms · Computer Science 2015-01-27 Thomas Steinke , Jonathan Ullman

In this paper, we study the problem of estimating the covariance matrix under differential privacy, where the underlying covariance matrix is assumed to be sparse and of high dimensions. We propose a new method, called DP-Thresholding, to…

Machine Learning · Computer Science 2019-04-17 Di Wang , Jinhui Xu

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Data Structures and Algorithms · Computer Science 2022-07-26 Shyam Narayanan

High-dimensional covariance estimation is notoriously sensitive to outliers. While statistically optimal estimators exist for general heavy-tailed distributions, they often rely on computationally expensive techniques like semidefinite…

Machine Learning · Statistics 2026-01-06 Even He

We provide sample complexity upper bounds for agnostically learning multivariate Gaussians under the constraint of approximate differential privacy. These are the first finite sample upper bounds for general Gaussians which do not impose…

Machine Learning · Statistics 2020-10-21 Ishaq Aden-Ali , Hassan Ashtiani , Gautam Kamath

We study the optimal sample complexity of a given workload of linear queries under the constraints of differential privacy. The sample complexity of a query answering mechanism under error parameter $\alpha$ is the smallest $n$ such that…

Data Structures and Algorithms · Computer Science 2016-12-12 Assimakis Kattis , Aleksandar Nikolov

We show new lower bounds on the sample complexity of $(\varepsilon, \delta)$-differentially private algorithms that accurately answer large sets of counting queries. A counting query on a database $D \in (\{0,1\}^d)^n$ has the form "What…

Cryptography and Security · Computer Science 2018-10-25 Mark Bun , Jonathan Ullman , Salil Vadhan

We provide computationally efficient, differentially private algorithms for the classical regression settings of Least Squares Fitting, Binary Regression and Linear Regression with unbounded covariates. Prior to our work, privacy…

Cryptography and Security · Computer Science 2022-02-24 Jason Milionis , Alkis Kalavasis , Dimitris Fotakis , Stratis Ioannidis

This paper aims to construct a valid and efficient confidence interval for the extrema of parameters under privacy protection. The usual statistical inference on the extrema of parameters often suffers from the selection bias issue, and the…

Methodology · Statistics 2023-03-07 Xiaowen Fu , Yang Xiang , Xinzhou Guo

A pervasive task in the differential privacy literature is to select the $k$ items of "highest quality" out of a set of $d$ items, where the quality of each item depends on a sensitive dataset that must be protected. Variants of this task…

Data Structures and Algorithms · Computer Science 2017-04-12 Thomas Steinke , Jonathan Ullman

We investigate unbiased high-dimensional mean estimators in differential privacy. We consider differentially private mechanisms whose expected output equals the mean of the input dataset, for every dataset drawn from a fixed bounded…

Statistics Theory · Mathematics 2023-12-22 Aleksandar Nikolov , Haohua Tang

We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…

Statistics Theory · Mathematics 2020-11-13 Christos Tzamos , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ilias Zadik

We investigate a problem of finding the minimum, in which each user has a real value and we want to estimate the minimum of these values under the local differential privacy constraint. We reveal that this problem is fundamentally…

Statistics Theory · Mathematics 2019-05-28 Kazuto Fukuchi , Chia-Mu Yu , Arashi Haishima , Jun Sakuma

We present simple differentially private estimators for the mean and covariance of multivariate sub-Gaussian data that are accurate at small sample sizes. We demonstrate the effectiveness of our algorithms both theoretically and empirically…

Machine Learning · Statistics 2026-02-10 Sourav Biswas , Yihe Dong , Gautam Kamath , Jonathan Ullman

We provide the first $\widetilde{\mathcal{O}}\left(d\right)$-sample algorithm for sampling from unbounded Gaussian distributions under the constraint of $\left(\varepsilon, \delta\right)$-differential privacy. This is a quadratic…

Data Structures and Algorithms · Computer Science 2025-03-04 Valentio Iverson , Gautam Kamath , Argyris Mouzakis

Differential privacy is the leading mathematical framework for privacy protection, providing a probabilistic guarantee that safeguards individuals' private information when publishing statistics from a dataset. This guarantee is achieved by…

Methodology · Statistics 2025-08-19 Yuki Ohnishi , Jordan Awan

Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…

Probability · Mathematics 2013-12-11 Roberto Imbuzeiro Oliveira

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used…

Machine Learning · Computer Science 2016-04-19 Daniel Hsu , Sivan Sabato

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

Statistics Theory · Mathematics 2023-01-09 Arun Kumar Kuchibhotla , Abhishek Chakrabortty

We introduce general tools for designing efficient private estimation algorithms, in the high-dimensional settings, whose statistical guarantees almost match those of the best known non-private algorithms. To illustrate our techniques, we…

Data Structures and Algorithms · Computer Science 2023-11-17 Hongjie Chen , Vincent Cohen-Addad , Tommaso d'Orsi , Alessandro Epasto , Jacob Imola , David Steurer , Stefan Tiegel