Minimax and Adaptive Covariance Matrix Estimation under Differential Privacy
arXiv:2603. 19703v2 Announce Type: replace-cross Abstract: Estimating covariance matrices is fundamental to a wide range of statistical applications.
arXiv:2609. 22783v1 Announce Type: new Abstract: We study differentially private covariance estimation in operator norm for mean-zero sub-Gaussian distributions with unknown covariance support and at most $k$ nonzero entries per row.
arXiv:2603. 19703v2 Announce Type: replace-cross Abstract: Estimating covariance matrices is fundamental to a wide range of statistical applications.
arXiv:2607. 29675v1 Announce Type: cross Abstract: Density modes provide a localized and interpretable summary of multimodal distributions, but their estimation under rigorous differential privacy constraints remains largely unexplored.
arXiv:2511. 13999v2 Announce Type: replace Abstract: We study the running time, in terms of first order oracle queries, of differentially private empirical/population risk minimization of Lipschitz convex losses.
arXiv:2601. 10237v3 Announce Type: replace Abstract: Differentially Private Stochastic Gradient Descent (DP-SGD) is the dominant paradigm for private training, but its fundamental limitations under worst-case adversarial privacy definitions remain poorly understood.
The paper establishes the optimal incremental first‑order oracle (IFO) complexity for nonconvex finite‑sum optimization under individual smoothness, proving a matching lower bound that closes a previously missing √{n} factor. It also refines the analysis of the PAGE algorithm under the global Polyak‑Lojasiewicz condition, providing tighter guarantees for different ranges of the condition number. The authors introduce a novel dense weak hiding construction that yields these lower bounds and demonstrates the limits of existing methods.
The paper investigates restricted eigenvalue (RE) bounds for norm‑regularized estimators under heavy‑tailed designs. It shows that the previously conjectured sample‑size law based on Gaussian width fails for heavy‑tailed measurements, due to a phenomenon called simultaneous threshold occupancy. The authors provide explicit counterexamples, derive worst‑case sample‑complexity bounds, and compare the behavior of heavy‑tailed versus Gaussian designs on constant‑width polyhedral descent cones.
arXiv:2602. 01607v3 Announce Type: replace-cross Abstract: Differentially private synthetic data enables the sharing and analysis of sensitive datasets while providing rigorous privacy guarantees for individual contributors.
arXiv:2606. 01527v2 Announce Type: replace Abstract: Machine unlearning is motivated by legal and user-facing requirements to remove the influence of individuals' data from trained models, such as the right to be forgotten.
arXiv:2603. 16798v2 Announce Type: replace Abstract: We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $\epsilon$-contamination model.
arXiv:2504.00919v3 Announce Type: replace-cross Abstract: We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constr...
arXiv:2512. 24152v2 Announce Type: replace-cross Abstract: Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities.
arXiv:2606.07124v2 Announce Type: replace-cross Abstract: We study the minimax estimation error for distributed covariance matrix estimation in the vertical-split (feature-split) setting, where two a...