The paper presents a new analysis of Oja's algorithm for streaming principal component analysis (PCA) that works without any eigengap assumptions, achieving near‑optimal rates and matching lower bounds. It extends the results to a Rayleigh quotient notion of approximate PCA, resolving an open question, and applies the findings to provide gap‑free differentially private PCA guarantees for sub‑Gaussian data. The analysis relies solely on a second‑moment bound of stochastic updates, avoiding the almost‑sure bounds used in previous work.
By Anming Gu, Syamantak Kumar, Kevin Tian, Chutong Yang
arXiv:2606. 00342v1 Announce Type: new Abstract: We study the problem of differentially private (DP) $k$-means clustering in Euclidean space.
By Thomas Humphries, Zinan Lin, Sergey Yekhanin
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.
By Bar Mahpud, Or Sheffet
arXiv:2606. 17995v1 Announce Type: cross Abstract: We study the privacy of releasing posterior sample paths from a Gaussian process (GP) when the entire training set including covariates and responses is private.
By Tomasz Maciazek
arXiv:2606. 09582v1 Announce Type: new Abstract: Recent work argues for using Gaussian differential privacy (GDP) to report the privacy guarantees in privacy-preserving machine learning.
By Bogdan Kulynych, Antti Honkela
arXiv:2602. 03682v2 Announce Type: replace-cross Abstract: We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA.
By Pierre Agui\'e, Mathieu Even, Laurent Massouli\'e