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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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68136204272 · Jun 202019922001200920172026
48 results for private statistics

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.

Efficiently estimates private least squares with linear error growth.

problem Private estimation of ordinary least squares with bounded residuals and leverage.
method Scaled noise added to a stable nonprivate estimator of the regression vector.
result Near-optimal accuracy guarantee with linear error growth in dimension.

Paper introduces data-dependent SSP for private linear and logistic regression.

problem Private linear and logistic regression with better performance.
method Data-dependent sufficient statistic perturbation (SSP) for linear and logistic regression.
result Data-dependent SSP outperforms state-of-the-art methods for linear and logistic regression.

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we present a differentially private analogue of the classic Wilcoxon signed-rank hypothesis test, which is used when comparing sets of paired (e.g., before-and-after) data values. We present…

2018-09-05abs ↗pdf ↗

New methods for private statistical inference under local differential privacy.

problem Private statistical inference for population means with bounded observations.
method Nonparametric, nonasymptotic statistical inference using a generalized randomized response mechanism.
result Private confidence intervals and sequences for population means under LDP constraints.

Differential privacy is a cryptographically-motivated definition of privacy which has gained significant attention over the past few years. Differentially private solutions enforce privacy by adding random noise to a function computed over the data, and the challenge in designing such algorithms is to control the added…

2012-06-27abs ↗pdf ↗

Differentially private conformal prediction improves statistical efficiency.

problem Quantifying uncertainty in private data analysis.
method Introducing differential conformal prediction and developing Differentially Private Conformal Prediction (DPCP).
result DPCP produces tighter prediction sets than existing private split conformal approaches.

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.

New private learning algorithms improve utility in tasks with public features.

problem Private learning with public features in recommendation and ad prediction.
method Developed algorithms that protect only certain sufficient statistics, improving utility for linear regression and private recommendation benchmarks.
result Achieved state-of-the-art performance on private recommendation benchmarks.

Private estimation of many quantiles using differential privacy.

problem Estimating quantiles of a distribution privately.
method Two approaches: 1) Private estimation of empirical quantiles, 2) Uniform density estimation.
result There is a tradeoff between estimating quantiles at specific points and uniformly estimating the quantile function.

DP-PCA improves privacy in PCA computations with optimal statistical error.

problem Differentially private principal component analysis with sub-linear sample complexity.
method Private minibatch gradient ascent with private mean estimation.
result Achieves optimal statistical error rates for sub-Gaussian data with n=ildeO(d)n= ilde O(d) samples.

Private CI tests for continuous Z with privacy constraints.

problem Testing conditional independence under differential privacy constraints.
method Developed two private CI testing procedures based on generalized covariance and conditional randomization tests.
result First private CI tests with rigorous theoretical guarantees for continuous Z.

Locally private methods detect changes in time series data.

problem Detecting distributional changes in time series data under local differential privacy.
method Proposed locally differentially private algorithms based on randomized response and binary mechanisms.
result Theoretical performance bounds and empirical validation of detection accuracy.

Paper proposes differentially private quantile regression for high-dimensional data.

problem Privacy concerns in big data with heterogeneous sensitive personal information.
method Newton-type transformation for reformulating quantile regression into an OLS problem; iterative updates for estimation; debiased estimator for inference; communication-efficient bootstrap.
result Near-optimal statistical accuracy and formal privacy guarantees achieved.

This paper addresses privacy concerns in ratio statistics using differential privacy.

problem Privacy concerns in ratio statistics across machine learning areas.
method Develops a simple algorithm for differentially private ratio statistics, proving consistency and constructing confidence intervals.
result A simple algorithm can provide excellent privacy, sample accuracy, and bias properties in ratio statistics.

The paper analyzes a private likelihood-ratio test for frequency tables under differential privacy constraints.

problem Achieving privacy in statistical data analysis while maintaining statistical utility.
method A rigorous analysis of a private likelihood-ratio (LR) test for goodness-of-fit in frequency tables, considering (ε,δ)(\varepsilon,δ)-differential privacy.
result Characterization of the trade-off between differential privacy parameters (ε,δ)(\varepsilon,δ) and statistical power of the private LR test.

Paper bridges statistical inference for DP-SGD, a privacy-preserving machine learning method.

problem Asymptotic statistical inference for Differentially Private Stochastic Gradient Descent (DP-SGD).
method Established asymptotic properties of SGD under randomized subsampling, extended to DP-SGD, proposed methods for constructing valid confidence intervals.
result Valid confidence intervals for DP-SGD output achieve nominal coverage rates while maintaining privacy.

We present new differentially private algorithms for learning a large-margin halfspace. In contrast to previous algorithms, which are based on either differentially private simulations of the statistical query model or on private convex optimization, the sample complexity of our algorithms depends only on the margin of…

2019-02-24abs ↗pdf ↗

New lower bounds for private covariance estimation of Gaussian distributions are proven.

problem Proving tight lower bounds for private estimation tasks under differential privacy.
method Generalized fingerprinting method for exponential families and private Assouad method.
result Tight lower bounds for private covariance estimation in Frobenius and spectral norms.

New DP bootstrap method for statistical inference with improved privacy and accuracy.

problem Lack of general techniques for conducting statistical inference under differential privacy.
method DP bootstrap procedure to infer sampling distribution and construct confidence intervals.
result DP bootstrap estimates provide consistent point estimates and asymptotically valid standard CIs.

Near-optimal private tests for simple and MLR hypotheses developed under Gaussian differential privacy.

problem Developing private tests for simple and MLR hypotheses under Gaussian differential privacy.
method A private mean estimator with data-driven clamping bounds, constructing private test statistics.
result Private tests achieve the same asymptotic relative efficiency as non-private most powerful tests.

We study the sample complexity of private synthetic data generation over an unbounded sized class of statistical queries, and show that any class that is privately proper PAC learnable admits a private synthetic data generator (perhaps non-efficient). Previous work on synthetic data generators focused on the case that …

2019-02-09abs ↗pdf ↗

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.

New method for private linear regression under privacy constraints, achieving optimal rates.

problem Statistical complexity of private linear regression under unknown, ill-conditioned covariates.
method Information-Weighted Regression method
result Optimal convergence rates for both central and local privacy models.

Hypothesis testing is one of the most common types of data analysis and forms the backbone of scientific research in many disciplines. Analysis of variance (ANOVA) in particular is used to detect dependence between a categorical and a numerical variable. Here we show how one can carry out this hypothesis test under the…

2019-03-01abs ↗pdf ↗

Private statistics estimation faces a bias, accuracy, and privacy trilemma.

problem Balancing privacy, accuracy, and bias in statistical estimation.
method Use differential privacy (DP) for private statistics, but clip samples to control sensitivity and add noise for privacy, introducing bias.
result No algorithm can simultaneously have low bias, low error, and low privacy loss for arbitrary distributions.

A new mechanism for differentially private Fréchet mean on SPD matrices.

problem Privacy-preserving statistical summaries for SPD matrices.
method Tangent Gaussian mechanism for log-Euclidean metric.
result Significantly better utility and computational efficiency.