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In this article, we introduce the joint maximum a posteriori state path and parameter estimator (JME) for continuous-time systems described by stochastic differential equations (SDEs). This estimator can be applied to nonlinear systems with…

Statistics Theory · Mathematics 2017-04-07 Dimas Abreu Archanjo Dutra , Bruno Otávio Soares Teixeira , Luis Antonio Aguirre

A standing challenge in data privacy is the trade-off between the level of privacy and the efficiency of statistical inference. Here we conduct an in-depth study of this trade-off for parameter estimation in the $\beta$-model (Chatterjee,…

Statistics Theory · Mathematics 2024-06-05 Jinyuan Chang , Qiao Hu , Eric D. Kolaczyk , Qiwei Yao , Fengting Yi

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 study continual mean estimation, where data vectors arrive sequentially and the goal is to maintain accurate estimates of the running mean. We address this problem under user-level differential privacy, which protects each user's entire…

Machine Learning · Computer Science 2026-05-12 Nikita P. Kalinin , Ali Najar , Valentin Roth , Christoph H. Lampert

The iterative nature of the expectation maximization (EM) algorithm presents a challenge for privacy-preserving estimation, as each iteration increases the amount of noise needed. We propose a practical private EM algorithm that overcomes…

Machine Learning · Computer Science 2016-11-01 Mijung Park , Jimmy Foulds , Kamalika Chaudhuri , Max Welling

This work proposes an algorithmic method to verify differential privacy for estimation mechanisms with performance guarantees. Differential privacy makes it hard to distinguish outputs of a mechanism produced by adjacent inputs. While…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yunhai Han , Sonia Martínez

In statistical learning and analysis from shared data, which is increasingly widely adopted in platforms such as federated learning and meta-learning, there are two major concerns: privacy and robustness. Each participating individual…

Machine Learning · Computer Science 2021-11-25 Xiyang Liu , Weihao Kong , Sham Kakade , Sewoong Oh

We introduce three differentially-private algorithms that approximates the 2nd-moment matrix of the data. These algorithm, which in contrast to existing algorithms output positive-definite matrices, correspond to existing techniques in…

Data Structures and Algorithms · Computer Science 2015-11-26 Or Sheffet

Kaplan-Meier estimators are essential tools in survival analysis, capturing the survival behavior of a cohort. Their accuracy improves with large, diverse datasets, encouraging data holders to collaborate for more precise estimations.…

Cryptography and Security · Computer Science 2024-07-30 Shadi Rahimian , Raouf Kerkouche , Ina Kurth , Mario Fritz

It is difficult to continually update private machine learning models with new data while maintaining privacy. Data incur increasing privacy loss -- as measured by differential privacy -- when they are used in repeated computations. In this…

Machine Learning · Computer Science 2022-03-08 Lauren Watson , Abhirup Ghosh , Benedek Rozemberczki , Rik Sarkar

We consider the problem of continually releasing an estimate of the population mean of a stream of samples that is user-level differentially private (DP). At each time instant, a user contributes a sample, and the users can arrive in…

Machine Learning · Computer Science 2022-12-21 Anand Jerry George , Lekshmi Ramesh , Aditya Vikram Singh , Himanshu Tyagi

When applying differential privacy to sensitive data, we can often improve performance using external information such as other sensitive data, public data, or human priors. We propose to use the learning-augmented algorithms (or algorithms…

Cryptography and Security · Computer Science 2023-05-09 Mikhail Khodak , Kareem Amin , Travis Dick , Sergei Vassilvitskii

Generative machine learning models are being increasingly viewed as a way to share sensitive data between institutions. While there has been work on developing differentially private generative modeling approaches, these approaches…

Cryptography and Security · Computer Science 2022-10-13 Yixi Xu , Sumit Mukherjee , Xiyang Liu , Shruti Tople , Rahul Dodhia , Juan Lavista Ferres

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

This paper presents a differentially private approach to Kaplan-Meier estimation that achieves accurate survival probability estimates while safeguarding individual privacy. The Kaplan-Meier estimator is widely used in survival analysis to…

Cryptography and Security · Computer Science 2024-12-09 Narasimha Raghavan Veeraragavan , Sai Praneeth Karimireddy , Jan Franz Nygård

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

Traditional approaches to differential privacy assume a fixed privacy requirement $\epsilon$ for a computation, and attempt to maximize the accuracy of the computation subject to the privacy constraint. As differential privacy is…

Machine Learning · Computer Science 2017-06-01 Katrina Ligett , Seth Neel , Aaron Roth , Bo Waggoner , Z. Steven Wu

This paper considers the private release of statistics of disjoint subsets of a dataset, in the setting of data heterogeneity, where users could contribute more than one sample, with different users contributing potentially different…

Cryptography and Security · Computer Science 2025-03-26 V. Arvind Rameshwar , Anshoo Tandon

Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…

Computation · Statistics 2016-03-30 Dustin Tran , Minjae Kim , Finale Doshi-Velez

Estimating heterogeneous treatment effects in domains such as healthcare or social science often involves sensitive data where protecting privacy is important. We introduce a general meta-algorithm for estimating conditional average…

Machine Learning · Statistics 2022-02-23 Fengshi Niu , Harsha Nori , Brian Quistorff , Rich Caruana , Donald Ngwe , Aadharsh Kannan
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