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We study the problem of differentially private second moment estimation and present a new algorithm that achieve strong privacy-utility trade-offs even for worst-case inputs under subsamplability assumptions on the data. We call an input…

Machine Learning · Computer Science 2025-05-21 Bar Mahpud , Or Sheffet

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

Differentially private (DP) mechanisms protect individual-level information by introducing randomness into the statistical analysis procedure. Despite the availability of numerous DP tools, there remains a lack of general techniques for…

Machine Learning · Statistics 2025-09-25 Zhanyu Wang , Guang Cheng , Jordan Awan

We present a simple perturbation mechanism for the release of $d$-dimensional covariance matrices $\Sigma$ under pure differential privacy. For large datasets with at least $n\geq d^2/\varepsilon$ elements, our mechanism recovers the…

Machine Learning · Computer Science 2026-02-03 Tommaso d'Orsi , Gleb Novikov

We study the problem of fitting the high dimensional sparse linear regression model with sub-Gaussian covariates and responses, where the data are provided by strategic or self-interested agents (individuals) who prioritize their privacy of…

Computer Science and Game Theory · Computer Science 2024-10-18 Liyang Zhu , Amina Manseur , Meng Ding , Jinyan Liu , Jinhui Xu , Di Wang

In this brief, we present an enhanced privacy-preserving distributed estimation algorithm, referred to as the ``Double-Private Algorithm," which combines the principles of both differential privacy (DP) and cryptography. The proposed…

Signal Processing · Electrical Eng. & Systems 2024-03-19 Mehdi Korki , Fatemehsadat Hosseiniamin , Hadi Zayyani , Mehdi Bekrani

We provide efficient algorithms for the problem of distribution learning from high-dimensional Gaussian data where in each sample, some of the variable values are missing. We suppose that the variables are missing not at random (MNAR). The…

Machine Learning · Computer Science 2025-04-29 Arnab Bhattacharyya , Constantinos Daskalakis , Themis Gouleakis , Yuhao Wang

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Information Theory · Computer Science 2025-10-10 Ritesh Kumar , Shashank Vatedka

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

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

We consider the problem of collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific distributions. In particular, we…

Machine Learning · Computer Science 2024-12-02 Yauhen Yakimenka , Chung-Wei Weng , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

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

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…

Statistics Theory · Mathematics 2018-10-12 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Estimating the quantiles of a large dataset is a fundamental problem in both the streaming algorithms literature and the differential privacy literature. However, all existing private mechanisms for distribution-independent quantile…

Data Structures and Algorithms · Computer Science 2022-01-11 Daniel Alabi , Omri Ben-Eliezer , Anamay Chaturvedi

The need to analyze sensitive data, such as medical records or financial data, has created a critical research challenge in recent years. In this paper, we adopt the framework of differential privacy, and explore mechanisms for generating…

Cryptography and Security · Computer Science 2024-05-09 Nikolija Bojkovic , Po-Ling Loh

We study the problem of estimating the common mean $\mu$ of $n$ independent symmetric random variables with different and unknown standard deviations $\sigma_1 \le \sigma_2 \le \cdots \le\sigma_n$. We show that, under some mild regularity…

Statistics Theory · Mathematics 2020-10-23 Luc Devroye , Silvio Lattanzi , Gabor Lugosi , Nikita Zhivotovskiy

Mean estimation under differential privacy is a fundamental problem, but worst-case optimal mechanisms do not offer meaningful utility guarantees in practice when the global sensitivity is very large. Instead, various heuristics have been…

Cryptography and Security · Computer Science 2021-11-02 Ziyue Huang , Yuting Liang , Ke Yi

The covariance matrix plays a fundamental role in the analysis of high-dimensional data. This paper studies minimax and adaptive estimation of high-dimensional bandable covariance matrices under differential privacy constraints. We propose…

Statistics Theory · Mathematics 2026-03-23 T. Tony Cai , Yicheng Li

We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…

Statistics Theory · Mathematics 2017-05-09 Taras Bodnar , Stepan Mazur , Edward Ngailo , Nestor Parolya

We present new differentially private algorithms for learning a large-margin halfspace. In contrast to previous algorithms, which are based on either differentially private simulations of the statistical query model or on private convex…

Machine Learning · Computer Science 2020-02-25 Huy L. Nguyen , Jonathan Ullman , Lydia Zakynthinou
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