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: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.
The paper presents a Gaussian approximation for the privacy loss distribution in differentially private stochastic gradient descent (DP‑SGD) when subsampling is used. It shows that, after truncating rare large losses, the privacy loss behaves like a Gaussian with the same mean and variance, up to a small shift that grows only logarithmically with the error tolerance. This leads to tighter variance‑based bounds for subsampled mechanisms, improving upon previous Renyi‑divergence analyses and explaining the effectiveness of the connect‑the‑dots method for random allocation sampling.
arXiv:2610. 02716v1 Announce Type: new Abstract: Objective perturbation adds a random linear term to a regularized empirical risk and releases the exact perturbed minimizer.
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...
We study learning a discrete distribution under person-level differential privacy in the batched setting. Given $n$ users, each contributing $m$ i.
arXiv:2508.04800v2 Announce Type: replace-cross Abstract: We introduce a novel privatization framework for high-dimensional controlled variable selection. Our framework enables rigorous False Discove...
arXiv:2511. 07270v4 Announce Type: replace-cross Abstract: In differential privacy, random noise is introduced to privatize summary statistics of a sensitive dataset before releasing them.
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:2505. 14251v2 Announce Type: replace Abstract: We study the problem of differentially private second moment estimation and present a new algorithm that achieve strong privacy-utility trade-offs even for worst-case inputs under subsamplability assumptions on the data.
arXiv:2610.32822v2 Announce Type: new Abstract: Sparse linear regression is a fundamental problem in high-dimensional statistics, and its private counterparts leave a large gap between the central an...
arXiv:2610. 31612v1 Announce Type: new Abstract: We study learning a discrete distribution under person-level differential privacy in the batched setting.