English
Related papers

Related papers: Beyond Covariance Matrix: The Statistical Complexi…

200 papers

We study the problem of estimating a functional $\theta(\mathbb P)$ of an unknown probability distribution $\mathbb P \in\mathcal P$ in which the original iid sample $X_1,\dots, X_n$ is kept private even from the statistician via an…

Statistics Theory · Mathematics 2019-05-29 Angelika Rohde , Lukas Steinberger

We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

In this paper, we study the problem of regret minimization in reinforcement learning (RL) under differential privacy constraints. This work is motivated by the wide range of RL applications for providing personalized service, where privacy…

Machine Learning · Computer Science 2021-08-27 Sayak Ray Chowdhury , Xingyu Zhou , Ness Shroff

We develop a privatised stochastic variational inference method for Latent Dirichlet Allocation (LDA). The iterative nature of stochastic variational inference presents challenges: multiple iterations are required to obtain accurate…

Machine Learning · Statistics 2018-12-05 Mijung Park , James Foulds , Kamalika Chaudhuri , Max Welling

We consider the problem of model selection in a high-dimensional sparse linear regression model under privacy constraints. We propose a differentially private (DP) best subset selection method with strong statistical utility properties by…

Machine Learning · Statistics 2024-10-30 Saptarshi Roy , Zehua Wang , Ambuj Tewari

High dimensional sparse linear bandits serve as an efficient model for sequential decision-making problems (e.g. personalized medicine), where high dimensional features (e.g. genomic data) on the users are available, but only a small subset…

Machine Learning · Statistics 2024-10-30 Sunrit Chakraborty , Saptarshi Roy , Debabrota Basu

We give new upper and lower bounds on the minimax sample complexity of differentially private mean estimation of distributions with bounded $k$-th moments. Roughly speaking, in the univariate case, we show that $n =…

Data Structures and Algorithms · Computer Science 2021-02-17 Gautam Kamath , Vikrant Singhal , Jonathan Ullman

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

In this work, we study local minimax convergence estimation rates subject to $\epsilon$-differential privacy. Unlike worst-case rates, which may be conservative, algorithms that are locally minimax optimal must adapt to easy instances of…

Statistics Theory · Mathematics 2022-10-31 Audra McMillan , Adam Smith , Jon Ullman

In statistical disclosure control, the goal of data analysis is twofold: The released information must provide accurate and useful statistics about the underlying population of interest, while minimizing the potential for an individual…

Methodology · Statistics 2016-07-15 Jing Lei , Anne-Sophie Charest , Aleksandra Slavkovic , Adam Smith , Stephen Fienberg

We establish a simple connection between robust and differentially-private algorithms: private mechanisms which perform well with very high probability are automatically robust in the sense that they retain accuracy even if a constant…

Machine Learning · Statistics 2022-12-02 Kristian Georgiev , Samuel B. Hopkins

Ratio statistics--such as relative risk and odds ratios--play a central role in hypothesis testing, model evaluation, and decision-making across many areas of machine learning, including causal inference and fairness analysis. However,…

Machine Learning · Statistics 2025-05-28 Tomer Shoham , Katrina Ligettt

In survival analysis, regression models are used to understand the effects of explanatory variables (e.g., age, sex, weight, etc.) to the survival probability. However, for sensitive survival data such as medical data, there are serious…

Machine Learning · Computer Science 2017-08-28 Thông T. Nguyên , Siu Cheung Hui

We study statistical risk minimization problems under a privacy model in which the data is kept confidential even from the learner. In this local privacy framework, we establish sharp upper and lower bounds on the convergence rates of…

Machine Learning · Statistics 2013-10-11 John C. Duchi , Michael I. Jordan , Martin J. Wainwright

We propose a general statistical inference framework to capture the privacy threat incurred by a user that releases data to a passive but curious adversary, given utility constraints. We show that applying this general framework to the…

Information Theory · Computer Science 2012-10-09 Flavio du Pin Calmon , Nadia Fawaz

We present the first algorithms for generalized linear contextual bandits under shuffle differential privacy and joint differential privacy. While prior work on private contextual bandits has been restricted to linear reward models -- which…

Machine Learning · Statistics 2026-04-28 Sahasrajit Sarmasarkar

We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

Machine Learning · Computer Science 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu

We study the relationship between adversarial robustness and differential privacy in high-dimensional algorithmic statistics. We give the first black-box reduction from privacy to robustness which can produce private estimators with optimal…

Data Structures and Algorithms · Computer Science 2024-06-18 Samuel B. Hopkins , Gautam Kamath , Mahbod Majid , Shyam Narayanan

We develop a theory of asymptotic efficiency in regular parametric models when data confidentiality is ensured by local differential privacy (LDP). Even though efficient parameter estimation is a classical and well-studied problem in…

Statistics Theory · Mathematics 2024-03-08 Lukas Steinberger

In modern settings of data analysis, we may be running our algorithms on datasets that are sensitive in nature. However, classical machine learning and statistical algorithms were not designed with these risks in mind, and it has been…

Data Structures and Algorithms · Computer Science 2021-08-21 Huanyu Zhang