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We study the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) with heavy-tailed data. Specifically, we focus on the $\ell_1$-norm linear regression in the $\epsilon$-DP model. While most of the previous work focuses…

Machine Learning · Computer Science 2022-01-11 Di Wang , Jinhui Xu

We study mean estimation for Gaussian distributions under \textit{personalized differential privacy} (PDP), where each record has its own privacy budget. PDP is commonly considered in two variants: \textit{bounded} and \textit{unbounded}…

Data Structures and Algorithms · Computer Science 2026-01-23 Wei Dong , Li Ge

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…

Statistics Theory · Mathematics 2024-10-10 Gautam Kamath , Argyris Mouzakis , Matthew Regehr , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

Differential privacy guarantees allow the results of a statistical analysis involving sensitive data to be released without compromising the privacy of any individual taking part. Achieving such guarantees generally requires the injection…

Machine Learning · Statistics 2023-10-31 Jack Jewson , Sahra Ghalebikesabi , Chris Holmes

The paper suggests a simple method of deriving minimax lower bounds to the accuracy of statistical inference on heavy tails. A well-known result by Hall and Welsh (Ann. Statist. 12 (1984) 1079-1084) states that if $\hat{\alpha}_n$ is an…

Statistics Theory · Mathematics 2014-03-14 S. Y. Novak

Privacy-preserving data analysis is a rising challenge in contemporary statistics, as the privacy guarantees of statistical methods are often achieved at the expense of accuracy. In this paper, we investigate the tradeoff between…

Machine Learning · Statistics 2020-11-11 T. Tony Cai , Yichen Wang , Linjun Zhang

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case…

Machine Learning · Computer Science 2023-10-12 Liyang Zhu , Meng Ding , Vaneet Aggarwal , Jinhui Xu , Di Wang

We give the first polynomial time and sample $(\epsilon, \delta)$-differentially private (DP) algorithm to estimate the mean, covariance and higher moments in the presence of a constant fraction of adversarial outliers. Our algorithm…

Machine Learning · Statistics 2021-12-08 Pravesh K. Kothari , Pasin Manurangsi , Ameya Velingker

Given $n$ i.i.d. random matrices $A_i \in \mathbb{R}^{d \times d}$ that share a common expectation $\Sigma$, the objective of Differentially Private Stochastic PCA is to identify a subspace of dimension $k$ that captures the largest…

Machine Learning · Statistics 2025-08-15 Johanna Düngler , Amartya Sanyal

Much of the literature on differential privacy focuses on item-level privacy, where loosely speaking, the goal is to provide privacy per item or training example. However, recently many practical applications such as federated learning…

Machine Learning · Computer Science 2021-01-13 Yuhan Liu , Ananda Theertha Suresh , Felix Yu , Sanjiv Kumar , Michael Riley

The Gaussian mechanism is an essential building block used in multitude of differentially private data analysis algorithms. In this paper we revisit the Gaussian mechanism and show that the original analysis has several important…

Machine Learning · Computer Science 2018-06-08 Borja Balle , Yu-Xiang Wang

In this paper we study the problem of estimating the unknown mean $\theta$ of a unit variance Gaussian distribution in a locally differentially private (LDP) way. In the high-privacy regime ($\epsilon\le 1$), we identify an optimal privacy…

Statistics Theory · Mathematics 2025-03-06 Nikita P. Kalinin , Lukas Steinberger

We present a method for producing unbiased parameter estimates and valid confidence intervals under the constraints of differential privacy, a formal framework for limiting individual information leakage from sensitive data. Prior work in…

Methodology · Statistics 2024-02-15 Christian Covington , Xi He , James Honaker , Gautam Kamath

We propose a numerical accountant for evaluating the tight $(\varepsilon,\delta)$-privacy loss for algorithms with discrete one dimensional output. The method is based on the privacy loss distribution formalism and it uses the recently…

Machine Learning · Statistics 2021-06-24 Antti Koskela , Joonas Jälkö , Lukas Prediger , Antti Honkela

A new line of work, started with Dwork et al., studies the task of answering statistical queries using a sample and relates the problem to the concept of differential privacy. By the Hoeffding bound, a sample of size $O(\log k/\alpha^2)$…

Machine Learning · Computer Science 2015-11-11 Kobbi Nissim , Uri Stemmer

We study the fundamental problems of identity testing (goodness of fit), and closeness testing (two sample test) of distributions over $k$ elements, under differential privacy. While the problems have a long history in statistics, finite…

Machine Learning · Computer Science 2017-11-01 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

We study the statistical complexity of private linear regression under an unknown, potentially ill-conditioned covariate distribution. Somewhat surprisingly, under privacy constraints the intrinsic complexity is \emph{not} captured by the…

Machine Learning · Computer Science 2025-11-06 Fan Chen , Jiachun Li , Alexander Rakhlin , David Simchi-Levi

The standard closed form lower bound on $\sigma$ for providing $(\epsilon, \delta)$-differential privacy by adding zero mean Gaussian noise with variance $\sigma^2$ is $\sigma > \Delta\sqrt {2}(\epsilon^{-1}) \sqrt {\log \left(…

Cryptography and Security · Computer Science 2021-01-22 Staal A. Vinterbo

We consider the problem of approximating a $d \times d$ covariance matrix $M$ with a rank-$k$ matrix under $(\varepsilon,\delta)$-differential privacy. We present and analyze a complex variant of the Gaussian mechanism and show that the…

Data Structures and Algorithms · Computer Science 2023-06-30 Oren Mangoubi , Nisheeth K. Vishnoi