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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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112223335446 · Jun 202019922001200920172026
48 results for Private Information

Private anchors affect how information is communicated and can improve or distort transmission.

problem How private anchors influence strategic communication and information transmission.
method Analyzed a sender-receiver game with costly reports and privately observed anchors.
result Small positive reporting costs can lead to full revelation, even with zero costs.

Study on markets with insiders receiving private signals affecting asset prices and information flow.

problem Understanding markets with heterogeneous information flows and private signals.
method Proves existence of a partial communication equilibrium with jumps in information and prices.
result The public information flow and asset prices jump at each private signal time, creating incomplete markets between jumps.

We study a basic private estimation problem: each of nn users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential privacy for each user. Informally, local differential privacy requires that each data …

2018-11-20abs ↗pdf ↗

Differentially private hyperparameter tuning improves privacy in machine learning.

problem Hyperparameter tuning leaks private information through selected configurations.
method Local Bayesian optimization using Gaussian Process surrogate for private gradient approximation.
result DP-GIBO converges to locally optimal hyperparameters with polynomial dimensional dependence.

PASS protects private attributes by stochastically substituting data.

problem Protecting private attributes in ML services while maintaining data utility.
method PASS uses stochastic data substitution with a novel loss function derived from information theory.
result PASS effectively protects private attributes across various datasets.

Private credit markets have expanded significantly, offering unique lending technology to private equity firms.

problem Understanding the growth and characteristics of private credit markets.
method Systematic survey of academic literature, development of integrated theoretical framework, empirical evidence.
result Private credit markets offer a distinct lending technology with higher spreads over syndicated loans.

AdaDPS uses side information to improve private adaptive optimization.

problem Private adaptive optimization methods degrade when training with differential privacy.
method AdaDPS uses non-sensitive side information to precondition gradients.
result AdaDPS reduces the amount of noise needed for similar privacy guarantees, improving optimization performance.

A model for human-machine decision-making with private info and opacity.

problem Optimizing decisions in a human-machine system with private info and opacity.
method Formulated as a two-player learning problem, proved lower and upper bounds on optimality.
result Simple coordination strategy is nearly minimax optimal, efficient learning possible under certain assumptions.

This work proposes a novel privacy-preserving method for synthetic replacement of sensitive data.

problem Privacy-preserving transformations of sensitive data.
method Adversarial representation learning for synthetic replacement of private attributes.
result Our method provides stronger privacy and better utility than previous methods.

The paper optimizes private data sharing by selecting statistics and using MCMC for Bayesian inference.

problem Optimizing private data sharing by selecting statistics and performing Bayesian inference.
method Promotes Fisher information for statistic selection and proposes MCMC algorithms for inference.
result The Fisher information of the privatized statistic predicts the relative performance of the statistic in Bayesian estimation.

Develops DP-SCD for stochastic coordinate descent, making it differentially private.

problem Privacy leak in auxiliary information during stochastic coordinate descent training.
method Develops DP-SCD, leveraging independent noise addition and decoupling/parallelizing coordinate updates.
result Demonstrates competitive performance against DP-SGD with less tuning.

The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.

problem Privacy concerns in high-dimensional data analysis.
method Differentially private sliced inverse regression algorithms designed for privacy preservation.
result Achieves minimax lower bounds up to logarithmic factors.

Strategic brokers exploit private information in broker-mediated markets, affecting informed traders' performance.

problem Strategic interactions and information leakage in broker-mediated markets.
method Study of strategic trading behavior and information leakage in a broker-mediated market.
result Brokers hold a strategic advantage over informed traders due to information leakage in trading flows.

Optimizes sparse fine-tuning for privacy in neural networks.

problem Performance gap between DP-SGD and non-private fine-tuning.
method Optimization-based approach using private gradient information for selecting trainable weights.
result Our selection method leads to better prediction accuracy compared to existing approaches.

Unified approach improves accuracy in private estimation.

problem Protecting sensitive information in statistical estimation.
method Unified Bayes Private Point (UBaPP) approach to Bayes point estimation under differential privacy constraints.
result Achieves better accuracy-privacy trade-off than traditional methods.

We study locally differentially private algorithms for reinforcement learning to obtain a robust policy that performs well across distributed private environments. Our algorithm protects the information of local agents' models from being exploited by adversarial reverse engineering. Since a local policy is strongly bei…

2020-01-31abs ↗pdf ↗

Reinforcement learning algorithms are known to be sample inefficient, and often performance on one task can be substantially improved by leveraging information (e.g., via pre-training) on other related tasks. In this work, we propose a technique to achieve such knowledge transfer in cases where agent trajectories conta…

2019-10-14abs ↗pdf ↗

AdaDPSyn generates synthetic examples to protect private data in ICL.

problem Protecting private data in in-context learning with large language models.
method Data-adaptive differentially private algorithm that dynamically adjusts noise level based on data properties.
result AdaDPSyn outperforms existing methods in preserving high ICL accuracy while maintaining differential privacy.

In this paper, we study the problem of precision matrix estimation when the dataset contains sensitive information. In the differential privacy framework, we develop a differentially private ridge estimator by perturbing the sample covariance matrix. Then we develop a differentially private graphical lasso estimator by…

2019-09-06abs ↗pdf ↗

Solves a game between brokers and informed traders using stochastic differential equations.

problem Optimizing wealth in a game between brokers and informed traders with private signals.
method Closed-form solutions to a mean-field game using forward-backward SDEs.
result Optimal trading strategies for both brokers and informed traders are found.

Study on gradient complexity of private optimization with private oracles.

problem Analyzing the efficiency of differentially private optimization algorithms.
method Lower bounds on the number of first-order oracle queries for private optimization.
result Lower bounds on the number of queries for private optimization algorithms, showing a dimension-dependent runtime penalty.

New attack recovers user-level information from large batch images.

problem Recovering private information from user-level gradients in distributed learning.
method Proposes a gradient inversion attack using a denoising diffusion model as a prior.
result Demonstrates recovery of realistic facial images and private attributes.

Study on information cascade fragility under mismatched revealing probabilities.

problem Analyzing the fragility of information cascades in decision-making processes with imperfect knowledge of revealing probabilities.
method Examined sequential decision-making models with players having private information and imitating previous decisions. Studied the effect of a mismatch between players' beliefs and actual revealing probabilities.
result Derived closed-form expressions for optimal learning rates and identified phase transitions in the behavior of asymptotic learning rates.

Statistical methods protecting sensitive information or the identity of the data owner have become critical to ensure privacy of individuals as well as of organizations. This paper investigates anonymization methods based on representation learning and deep neural networks, and motivated by novel information theoretica…

2018-02-26abs ↗pdf ↗

TIPRDC anonymizes data features to protect privacy while retaining useful information.

problem Privacy concerns from crowdsourced data hinder deep learning applications.
method Hybrid training method combining adversarial and mutual information estimation.
result Feature extractor hides private information while preserving original data features.

Informed traders need to trade fast in order to profit from their private information before it becomes public. Fast electronic markets provide such liquidity. Slow markets provide execution in an auction based trading floor. Hybrid markets combine both execution venues. In its main result, the paper shows that to comp…

2020-01-17abs ↗pdf ↗

Investor flows in Korean equity market transmit shared information, not private signals.

problem Whether investor flows transmit private information or only public signals.
method Transfer Entropy networks constructed from investor-type flows over umNDates{} trading days.
result Investor flows transmit shared information, not private signals.

GDA-HIN adapts across heterogeneous networks by aligning shared and private node types.

problem Domain adaptation challenges in heterogeneous networks with shared and private node types.
method Generalized Domain Adaptive model across HINs (GDA-HIN) that aligns identical-type nodes and edges while utilizing different-type nodes and edges.
result GDA-HIN outperforms state-of-the-art methods in various domain adaptation tasks across heterogeneous networks.

Paper uses relaxation techniques to find optimal brokerage fees with private signals.

problem Finding optimal brokerage fees for clients with private trading signals.
method Relaxation techniques to establish contract existence in asymmetric information settings.
result Existence of optimal brokerage fees established in a market model with private signals.

Improved image generation with private data using perceptual features.

problem Difficulty in training generative models with differential privacy.
method Use pre-trained perceptual features to learn private data distribution.
result Generative models can generate high-quality images with low privacy budget (ϵ2\epsilon \approx 2).

This paper relaxes the common prior assumption in the public and private information game of Morris and Shin (2000, 2004). For the generalized game, where the agent's prior expectations are heterogenous, it derives a sharp condition for the emergence of unique/multiple equilibria. This condition indicates that unique e…

2013-12-30abs ↗pdf ↗

Traders in a market typically have widely different, private information on the return of an asset. The equilibrium price of the asset may reflect this information more accurately if the number of traders is large enough compared to the number of the states of the world that determine the return of the asset. We study …

2001-01-23abs ↗pdf ↗

This work improves privacy-generalization bounds for DP-SGD.

problem Understanding the trade-off between privacy and generalization in machine learning.
method Proved a linear max-information bound for DP-SGD, derived PAC-Bayes and generalization bounds.
result Explicit and controlled complexity terms for DP-SGD-trained models.

Study of public and private VC relationships in France using qualitative methods.

problem Understanding interactions between public and private venture capitalists in France.
method Qualitative approach with semi-structured interviews and thematic content analysis.
result Formal or informal relationships between public and private VCs are a 'economico-cognitive' approach to networking and innovation.