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We propose differentially private algorithms for parameter estimation in both low-dimensional and high-dimensional sparse generalized linear models (GLMs) by constructing private versions of projected gradient descent. We show that the…

Machine Learning · Statistics 2020-12-08 T. Tony Cai , Yichen Wang , Linjun Zhang

Much of machine learning relies on the use of large amounts of data to train models to make predictions. When this data comes from multiple sources, for example when evaluation of data against a machine learning model is offered as a…

Cryptography and Security · Computer Science 2020-01-30 Peter Fenner , Edward O. Pyzer-Knapp

Large, multi-dimensional spatio-temporal datasets are omnipresent in modern science and engineering. An effective framework for handling such data are Gaussian process deep generative models (GP-DGMs), which employ GP priors over the latent…

Machine Learning · Statistics 2020-10-26 Matthew Ashman , Jonathan So , Will Tebbutt , Vincent Fortuin , Michael Pearce , Richard E. Turner

Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional…

Machine Learning · Statistics 2022-07-27 Ryan Cumings-Menon

We prove lower bounds on the number of samples needed to privately estimate the covariance matrix of a Gaussian distribution. Our bounds match existing upper bounds in the widest known setting of parameters. Our analysis relies on the…

Data Structures and Algorithms · Computer Science 2024-04-30 Victor S. Portella , Nick Harvey

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Methodology · Statistics 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

Differentially private (DP) machine learning has recently become popular. The privacy loss of DP algorithms is commonly reported using $(\varepsilon,\delta)$-DP. In this paper, we propose a numerical accountant for evaluating the privacy…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Joonas Jälkö , Antti Honkela

We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions…

Machine Learning · Statistics 2023-06-08 Barış Alparslan , Sinan Yıldırım , Ş. İlker Birbil

Many high-stakes applications require machine learning models that protect user privacy and provide well-calibrated, accurate predictions. While Differential Privacy (DP) is the gold standard for protecting user privacy, standard DP…

Machine Learning · Computer Science 2025-05-09 Ossi Räisä , Stratis Markou , Matthew Ashman , Wessel P. Bruinsma , Marlon Tobaben , Antti Honkela , Richard E. Turner

We study the canonical statistical task of computing the principal component from $n$ i.i.d.~data in $d$ dimensions under $(\varepsilon,\delta)$-differential privacy. Although extensively studied in literature, existing solutions fall short…

Machine Learning · Computer Science 2022-05-30 Xiyang Liu , Weihao Kong , Prateek Jain , Sewoong Oh

Differentially private stochastic gradient descent (DP-SGD) is broadly considered to be the gold standard for training and fine-tuning neural networks under differential privacy (DP). With the increasing availability of high-quality…

Differentially Private Stochastic Gradient Descent (DP-SGD) is a key method for applying privacy in the training of deep learning models. It applies isotropic Gaussian noise to gradients during training, which can perturb these gradients in…

Machine Learning · Computer Science 2023-11-28 Pedro Faustini , Natasha Fernandes , Shakila Tonni , Annabelle McIver , Mark Dras

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Differential Privacy (DP) is a mathematical framework for releasing information with formal privacy guarantees. While numerous DP procedures have been developed for statistical analysis and machine learning, valid statistical inference…

Methodology · Statistics 2025-06-27 Ruyu Zhou , Fang Liu

Privacy-preserving distributed average consensus has received significant attention recently due to its wide applicability. Based on the achieved performances, existing approaches can be broadly classified into perfect accuracy-prioritized…

Cryptography and Security · Computer Science 2024-07-16 Qiongxiu Li , Jaron Skovsted Gundersen , Milan Lopuhaa-Zwakenberg , Richard Heusdens

We consider a linear regression model with a spatially correlated error term on a lattice. When estimating coefficients in the linear regression model, the generalized least squares estimator (GLSE) is used if the covariance structures are…

Methodology · Statistics 2014-10-07 Toshihiro Hirano

We propose a novel online and adaptive truncation method for differentially private Bayesian online estimation of a static parameter regarding a population. We assume that sensitive information from individuals is collected sequentially and…

Machine Learning · Computer Science 2025-02-17 Sinan Yıldırım

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…

Machine Learning · Statistics 2025-09-16 Xiao Liu , Jingyi Feng , Xinchao Liu

Developing a differentially private deep learning algorithm is challenging, due to the difficulty in analyzing the sensitivity of objective functions that are typically used to train deep neural networks. Many existing methods resort to the…

Machine Learning · Computer Science 2019-10-16 Frederik Harder , Jonas Köhler , Max Welling , Mijung Park

Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec