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In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

We present a fairly general framework for reducing $(\varepsilon, \delta)$ differentially private (DP) statistical estimation to its non-private counterpart. As the main application of this framework, we give a polynomial time and…

Machine Learning · Statistics 2022-06-23 Hassan Ashtiani , Christopher Liaw

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Data Structures and Algorithms · Computer Science 2022-07-26 Shyam Narayanan

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

Given a dataset of $n$ i.i.d. samples from an unknown distribution $P$, we consider the problem of generating a sample from a distribution that is close to $P$ in total variation distance, under the constraint of differential privacy (DP).…

Data Structures and Algorithms · Computer Science 2023-06-23 Badih Ghazi , Xiao Hu , Ravi Kumar , Pasin Manurangsi

We consider the problem of learning mixtures of Gaussians under the constraint of approximate differential privacy. We prove that $\widetilde{O}(k^2 d \log^{3/2}(1/\delta) / \alpha^2 \varepsilon)$ samples are sufficient to learn a mixture…

Machine Learning · Computer Science 2021-06-07 Ishaq Aden-Ali , Hassan Ashtiani , Christopher Liaw

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

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 consider the task of privately obtaining prediction error guarantees in ordinary least-squares regression problems with Gaussian covariates (with unknown covariance structure). We provide the first sample-optimal polynomial time…

Data Structures and Algorithms · Computer Science 2025-04-01 Prashanti Anderson , Ainesh Bakshi , Mahbod Majid , Stefan Tiegel

The Gaussian distribution is widely used in mechanism design for differential privacy (DP). Thanks to its sub-Gaussian tail, it significantly reduces the chance of outliers when responding to queries. However, it can only provide…

Cryptography and Security · Computer Science 2021-10-14 Parastoo Sadeghi , Mehdi Korki

The verification of differential privacy algorithms that employ Gaussian distributions is little understood. This paper tackles the challenge of verifying such programs by introducing a novel approach to approximating probability…

Cryptography and Security · Computer Science 2025-09-11 Bishnu Bhusal , Rohit Chadha , A. Prasad Sistla , Mahesh Viswanathan

Many algorithms have been developed to estimate probability distributions subject to differential privacy (DP): such an algorithm takes as input independent samples from a distribution and estimates the density function in a way that is…

Cryptography and Security · Computer Science 2024-12-17 Albert Cheu , Debanuj Nayak

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

The Gaussian mechanism is one differential privacy mechanism commonly used to protect numerical data. However, it may be ill-suited to some applications because it has unbounded support and thus can produce invalid numerical answers to…

Cryptography and Security · Computer Science 2022-12-01 Bo Chen , Matthew Hale

We show a new lower bound on the sample complexity of $(\varepsilon, \delta)$-differentially private algorithms that accurately answer statistical queries on high-dimensional databases. The novelty of our bound is that it depends optimally…

Data Structures and Algorithms · Computer Science 2015-01-27 Thomas Steinke , Jonathan Ullman

We show that Thompson Sampling with Gaussian Prior as detailed by Algorithm 2 in (Agrawal & Goyal, 2013) is already differentially private. Theorem 1 show that it enjoys a very competitive privacy loss of only $\mathcal{O}(\ln^2 T)$ after T…

Cryptography and Security · Computer Science 2018-06-26 Aristide C. Y. Tossou , Christos Dimitrakakis

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

Differential privacy provides a rigorous framework to quantify data privacy, and has received considerable interest recently. A randomized mechanism satisfying $(\epsilon, \delta)$-differential privacy (DP) roughly means that, except with a…

Cryptography and Security · Computer Science 2019-12-10 Jun Zhao , Teng Wang , Tao Bai , Kwok-Yan Lam , Zhiying Xu , Shuyu Shi , Xuebin Ren , Xinyu Yang , Yang Liu , Han Yu

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

The Sampled Gaussian Mechanism (SGM)---a composition of subsampling and the additive Gaussian noise---has been successfully used in a number of machine learning applications. The mechanism's unexpected power is derived from privacy…

Machine Learning · Computer Science 2019-08-29 Ilya Mironov , Kunal Talwar , Li Zhang
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