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In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…

Statistics Theory · Mathematics 2016-09-29 Tengyao Wang , Quentin Berthet , Richard J. Samworth

A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transport theories, this paper introduces a novel principal curve…

Methodology · Statistics 2025-01-15 Tongseok Lim , Kyeongsik Nam , Jinwon Sohn

Economics and social science research often require analyzing datasets of sensitive personal information at fine granularity, with models fit to small subsets of the data. Unfortunately, such fine-grained analysis can easily reveal…

Machine Learning · Computer Science 2020-07-13 Daniel Alabi , Audra McMillan , Jayshree Sarathy , Adam Smith , Salil Vadhan

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

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

Machine Learning · Statistics 2021-11-30 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We give the first polynomial-time, differentially node-private, and robust algorithm for estimating the edge density of Erd\H{o}s-R\'enyi random graphs and their generalization, inhomogeneous random graphs. We further prove…

Data Structures and Algorithms · Computer Science 2024-06-05 Hongjie Chen , Jingqiu Ding , Yiding Hua , David Steurer

In this paper, we investigate the differentially private estimation of data depth functions and their associated medians. We introduce several methods for privatizing depth values at a fixed point, and show that for some depth functions,…

Statistics Theory · Mathematics 2021-04-09 Kelly Ramsay , Shoja'eddin Chenouri

We design new differentially private algorithms for the Euclidean k-means problem, both in the centralized model and in the local model of differential privacy. In both models, our algorithms achieve significantly improved error guarantees…

Data Structures and Algorithms · Computer Science 2018-07-17 Haim Kaplan , Uri Stemmer

In recent years, an increasing amount of data is collected in different and often, not cooperative, databases. The problem of privacy-preserving, distributed calculations over separated databases and, a relative to it, issue of private data…

Databases · Computer Science 2016-05-23 Philip Derbeko , Shlomi Dolev , Ehud Gudes , Jeffrey D. Ullman

In order to remain competitive, Internet companies collect and analyse user data for the purpose of improving user experiences. Frequency estimation is a widely used statistical tool which could potentially conflict with the relevant…

Cryptography and Security · Computer Science 2021-04-14 Mengmeng Yang , Ivan Tjuawinata , Kwok-Yan Lam , Tianqing Zhu , Jun Zhao

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

As a staple of data analysis and unsupervised learning, the problem of private clustering has been widely studied under various privacy models. Centralized differential privacy is the first of them, and the problem has also been studied for…

Data Structures and Algorithms · Computer Science 2024-06-18 Max Dupré la Tour , Monika Henzinger , David Saulpic

We introduce a new zeroth-order algorithm for private stochastic optimization on nonconvex and nonsmooth objectives. Given a dataset of size $M$, our algorithm ensures $(\alpha,\alpha\rho^2/2)$-R\'enyi differential privacy and finds a…

Optimization and Control · Mathematics 2024-07-01 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

We propose a batchwise monotone algorithm for dictionary learning. Unlike the state-of-the-art dictionary learning algorithms which impose sparsity constraints on a sample-by-sample basis, we instead treat the samples as a batch, and impose…

Machine Learning · Computer Science 2015-02-03 Huan Wang , John Wright , Daniel Spielman

Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a…

Statistics Theory · Mathematics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Alfred Galichon

The last few years have seen a surge of work on high dimensional statistics under privacy constraints, mostly following two main lines of work: the ``worst case'' line, which does not make any distributional assumptions on the input data;…

Statistics Theory · Mathematics 2022-08-17 Omri Ben-Eliezer , Dan Mikulincer , Ilias Zadik

Standard techniques for differentially private estimation, such as Laplace or Gaussian noise addition, require guaranteed bounds on the sensitivity of the estimator in question. But such sensitivity bounds are often large or simply unknown.…

Cryptography and Security · Computer Science 2026-05-11 Günter F. Steinke , Thomas Steinke

We study the problem of learning clusters of partially observed linear dynamical systems from multiple input-output trajectories. This setting is particularly relevant when there are limited observations (e.g., short trajectories) from…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Maryann Rui , Munther A. Dahleh

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…

Methodology · Statistics 2025-07-08 Michail Papathomas