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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

Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine learning has led practitioners in diverse real-world settings to learn classifiers for…

Machine Learning · Statistics 2015-02-24 Matt J. Kusner , Jacob R. Gardner , Roman Garnett , Kilian Q. Weinberger

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

Linear regression is an important tool across many fields that work with sensitive human-sourced data. Significant prior work has focused on producing differentially private point estimates, which provide a privacy guarantee to individuals…

Machine Learning · Computer Science 2019-10-30 Garrett Bernstein , Daniel Sheldon

Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…

Statistics Theory · Mathematics 2024-10-10 Gautam Kamath , Argyris Mouzakis , Matthew Regehr , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

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

Privacy-preserving data analysis is a rising challenge in contemporary statistics, as the privacy guarantees of statistical methods are often achieved at the expense of accuracy. In this paper, we investigate the tradeoff between…

Machine Learning · Statistics 2020-11-11 T. Tony Cai , Yichen Wang , Linjun Zhang

Mean estimation is a fundamental task in statistics and a focus within differentially private statistical estimation. While univariate methods based on the Gaussian mechanism are widely used in practice, more advanced techniques such as the…

Machine Learning · Computer Science 2025-02-27 Gavin Brown , Lydia Zakynthinou

Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this…

Machine Learning · Statistics 2020-07-23 Brendan Avent , Javier Gonzalez , Tom Diethe , Andrei Paleyes , Borja Balle

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Machine Learning · Statistics 2014-02-28 Ziyu Wang , Babak Shakibi , Lin Jin , Nando de Freitas

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

The tension between persuasion and privacy preservation is common in real-world settings. Online platforms should protect the privacy of web users whose data they collect, even as they seek to disclose information about these data to…

Computer Science and Game Theory · Computer Science 2024-02-27 Yuqi Pan , Zhiwei Steven Wu , Haifeng Xu , Shuran Zheng

Bayesian inference is an important technique throughout statistics. The essence of Beyesian inference is to derive the posterior belief updated from prior belief by the learned information, which is a set of differentially private answers…

Databases · Computer Science 2012-11-12 Yonghui Xiao , Li Xiong

We study how to communicate findings of Bayesian inference to third parties, while preserving the strong guarantee of differential privacy. Our main contributions are four different algorithms for private Bayesian inference on…

Artificial Intelligence · Computer Science 2015-12-23 Zuhe Zhang , Benjamin Rubinstein , Christos Dimitrakakis

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 give the first polynomial-time algorithm to estimate the mean of a $d$-variate probability distribution with bounded covariance from $\tilde{O}(d)$ independent samples subject to pure differential privacy. Prior algorithms for this…

Data Structures and Algorithms · Computer Science 2022-06-06 Samuel B. Hopkins , Gautam Kamath , Mahbod Majid

We consider the privacy problem of statistical estimation from distributed data, where users communicate to a central processor over a Gaussian multiple-access channel(MAC). To avoid the inevitable sacrifice of data utility for privacy in…

Information Theory · Computer Science 2020-11-03 Wenhao Zhan

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

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

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
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