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We design an $(\varepsilon, \delta)$-differentially private algorithm to estimate the mean of a $d$-variate distribution, with unknown covariance $\Sigma$, that is adaptive to $\Sigma$. To within polylogarithmic factors, the estimator…

Machine Learning · Statistics 2023-01-18 John Duchi , Saminul Haque , Rohith Kuditipudi

A tail empirical process for heavy-tailed and right-censored data is introduced and its Gaussian approximation is established. In this context, a (weighted) new Hill-type estimator for positive extreme value index is proposed and its…

Statistics Theory · Mathematics 2018-02-06 Brahim Brahimi , Djamel Meraghni , Abdelhakim Necir , Louiza Soltane

We study the sample complexity of differentially private optimization of quasi-concave functions. For a fixed input domain $\mathcal{X}$, Cohen et al. (STOC 2023) proved that any generic private optimizer for low sensitive quasi-concave…

Cryptography and Security · Computer Science 2025-04-29 Kobbi Nissim , Eliad Tsfadia , Chao Yan

We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d.…

Quantum Physics · Physics 2021-11-16 Yassine Hamoudi

Le Cam's method, Fano's inequality, and Assouad's lemma are three widely used techniques to prove lower bounds for statistical estimation tasks. We propose their analogues under central differential privacy. Our results are simple, easy to…

Machine Learning · Computer Science 2020-11-03 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

We present a sample- and time-efficient differentially private algorithm for ordinary least squares, with error that depends linearly on the dimension and is independent of the condition number of $X^\top X$, where $X$ is the design matrix.…

Machine Learning · Computer Science 2024-04-25 Gavin Brown , Jonathan Hayase , Samuel Hopkins , Weihao Kong , Xiyang Liu , Sewoong Oh , Juan C. Perdomo , Adam Smith

We study the complexity of heavy-tailed sampling and present a separation result in terms of obtaining high-accuracy versus low-accuracy guarantees i.e., samplers that require only $O(\log(1/\varepsilon))$ versus…

Statistics Theory · Mathematics 2024-05-28 Ye He , Alireza Mousavi-Hosseini , Krishnakumar Balasubramanian , Murat A. Erdogdu

Fingerprinting arguments, first introduced by Bun, Ullman, and Vadhan (STOC 2014), are the most widely used method for establishing lower bounds on the sample complexity or error of approximately differentially private (DP) algorithms.…

Cryptography and Security · Computer Science 2024-07-08 Naty Peter , Eliad Tsfadia , Jonathan Ullman

The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…

Probability · Mathematics 2020-09-08 Anru R. Zhang , Yuchen Zhou

We study the problem of $(\epsilon,\delta)$-differentially private learning of linear predictors with convex losses. We provide results for two subclasses of loss functions. The first case is when the loss is smooth and non-negative but not…

Machine Learning · Computer Science 2024-03-07 Raman Arora , Raef Bassily , Cristóbal Guzmán , Michael Menart , Enayat Ullah

We consider a model for multivariate data with heavy-tailed marginal distributions and a Gaussian dependence structure. The different marginals in the model are allowed to have non-identical tail behavior in contrast to most popular…

Methodology · Statistics 2023-05-23 Bikramjit Das

In this work, we study trade-offs between accuracy and privacy in the context of linear queries over histograms. This is a rich class of queries that includes contingency tables and range queries, and has been a focus of a long line of…

Data Structures and Algorithms · Computer Science 2013-08-05 Aleksandar Nikolov , Kunal Talwar , Li Zhang

This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…

Statistics Theory · Mathematics 2014-04-10 Stéphan Clémençon , Antoine Dematteo

We present a differentially private mechanism to display statistics (e.g., the moving average) of a stream of real valued observations where the bound on each observation is either too conservative or unknown in advance. This is…

Cryptography and Security · Computer Science 2018-11-09 Victor Perrier , Hassan Jameel Asghar , Dali Kaafar

Bootstrap is a common tool for quantifying uncertainty in data analysis. However, besides additional computational costs in the application of the bootstrap on massive data, a challenging problem in bootstrap based inference under…

Machine Learning · Statistics 2025-05-05 Holger Dette , Carina Graw

We tackle estimating sparse coefficients in a linear regression when the covariates are sampled from an $L$-subexponential random vector. This vector belongs to a class of distributions that exhibit heavier tails than Gaussian random…

Statistics Theory · Mathematics 2024-02-07 Takeyuki Sasai

Fingerprinting codes are a crucial tool for proving lower bounds in differential privacy. They have been used to prove tight lower bounds for several fundamental questions, especially in the ``low accuracy'' regime. Unlike…

Data Structures and Algorithms · Computer Science 2024-12-20 Xin Lyu , Kunal Talwar

We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $\alpha$ and $\varepsilon$, the goal is to…

Data Structures and Algorithms · Computer Science 2018-03-02 Jayadev Acharya , Gautam Kamath , Ziteng Sun , Huanyu Zhang

We initiate the study of differentially private (DP) estimation with access to a small amount of public data. For private estimation of d-dimensional Gaussians, we assume that the public data comes from a Gaussian that may have vanishing…

Machine Learning · Computer Science 2023-04-07 Alex Bie , Gautam Kamath , Vikrant Singhal

Differential privacy is becoming a gold standard for privacy research; it offers a guaranteed bound on loss of privacy due to release of query results, even under worst-case assumptions. The theory of differential privacy is an active…

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