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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.

168,742 papers · 148 categories

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66132197263 · Jun 202019922001200920172026
48 results for private types

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.

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 tackle the problem of estimating a location parameter with differential privacy guarantees and sub-Gaussian deviations. Recent work in statistics has focused on the study of estimators that achieve sub-Gaussian type deviations even for heavy tailed data. We revisit some of these estimators through the lens of differ…

2019-06-27abs ↗pdf ↗

Algorithm learns optimal coordination for strategic agents in uncertain settings.

problem Optimizing rewards for strategic agents with private types and actions.
method Combines delaying mechanism, reward angle estimation, and LinUCB algorithm.
result Near optimal regret bound of O~(T)\tilde{O}(\sqrt{T}) for learning optimal policy.

We consider learning problems where the training set consists of two types of examples: private and public. The goal is to design a learning algorithm that satisfies differential privacy only with respect to the private examples. This setting interpolates between private learning (where all examples are private) and cl…

2019-10-25abs ↗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.

Private two-sample tests under LDP achieve minimax rates for multinomial and continuous data.

problem Achieving statistical utility while maintaining privacy in two-sample testing.
method Private permutation tests for multinomial data and adaptive tests for continuous data.
result Minimax optimal tests for private two-sample testing under LDP.

New algorithm learns optimal policies in strategic MDPs with private types.

problem Optimal policy learning in strategic MDPs with private types and information asymmetry.
method PLAN algorithm using instrumental variable regression and pessimism principle.
result PLAN achieves near-optimal policy with 1/K1 / \sqrt{K} optimality.

Algorithm ensures privacy while strictly adhering to constraints.

problem Differential privacy with linear constraints that must be strictly followed.
method Developed an algorithm that releases a nearly-optimal solution satisfying constraints with probability 1.
result Achieved nearly optimal performance while preserving privacy and strictly adhering to constraints.

DP-SPRT improves privacy in sequential tests with near-optimal error rates.

problem Privacy constraints in sequential probability ratio tests.
method A wrapper for SPRT that uses a private mechanism to determine when to stop based on predefined intervals.
result DP-SPRT achieves near-optimal error rates and privacy guarantees.

This work bounds the generalization error of private algorithms for discrete data.

problem Bounding the generalization error of private algorithms for discrete data.
method Information-theoretic approach using relative entropy and the method of types.
result Explicit upper bounds on the generalization error of stable private algorithms for discrete data.

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.

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.

New private algorithm for sequential hypothesis testing with privacy and error rate guarantees.

problem Privacy protection in sequential hypothesis testing for sensitive data.
method Renyi differential privacy, Wald's Sequential Probability Ratio Test (SPRT).
result Private algorithm with strong privacy guarantees and theoretical performance analysis.

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.

Study differential privacy in multi-agent RL, achieving efficient and private learning.

problem Protecting sensitive data in multi-agent reinforcement learning.
method Extending DP definitions to two-player games, designing an efficient algorithm with privatized bonuses.
result Achieved trajectory-wise differential privacy in multi-agent RL, improving regret bounds.

Private method measures nonlinear correlations between data hosted across two entities.

problem Measuring nonlinear correlations between sensitive data hosted across multiple parties while preserving privacy.
method Differentially private estimator of distance correlation.
result First private estimator of nonlinear correlations in a multi-party setup.

DP synthetic data may inflate statistical test results, caution advised.

problem Inflated Type I errors in statistical tests on DP-synthetic data.
method Evaluation of Mann-Whitney U test, t-test, chi-squared test, and median test on DP-synthetic data generated from real-world and simulated datasets using various DP-synthetic data generation methods.
result A large portion of evaluation results showed inflated Type I errors, especially at low privacy levels.

New bounds for private matrix approximation using Gaussian noise and Dyson Brownian Motion.

problem Private approximation of symmetric matrices with Gaussian noise.
method Viewing Gaussian noise as Dyson Brownian Motion to track eigenvalue and eigenvector evolution.
result Improved bounds on Frobenius-distance utility for private matrix approximation.

This article presents results from the first statistically significant study of causes of cost escalation in transport infrastructure projects. The study is based on a sample of 258 rail, bridge, tunnel and road projects worth US$90 billion. The focus is on the dependence of cost escalation on (1) length of project imp…

2013-04-16abs ↗pdf ↗

New algorithm for personalized healthcare with privacy guarantees.

problem Online exploration in reinforcement learning with differential privacy constraints.
method ε-JDP algorithm with privately released exploration bonuses and visitation statistics.
result Regret bound of O(SAH2T+S2AH3/ε)O(\sqrt{SAH^2T}+S^2AH^3/ε) matching information-theoretic lower bound.

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 ↗

Public pretraining improves private model training even in extreme distribution shift scenarios.

problem Improving private model training accuracy in settings with large distribution shift.
method Empirical evaluation and theoretical explanation of public representations improving private training accuracy.
result Public representations can improve private training accuracy by up to 67% over private training from scratch in settings with large distribution shift.

Private learning of Gaussian Mixture Models without boundedness assumptions.

problem Private estimation of parameters of Gaussian Mixture Models with unbounded components.
method Reduction to non-private problem, blackbox privatization, Moitra and Valiant's algorithm.
result First sample complexity upper bound and polynomial time algorithm for privately learning GMMs.

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

Algorithm selects public datasets for private machine learning.

problem Choosing the most suitable public dataset for private machine learning.
method Measures gradient subspace distance between public and private datasets.
result Excess risk scales with the subspace distance between gradients.

Enhances privacy in federated learning with Laplacian smoothing.

problem Protecting data privacy in federated learning while maintaining model accuracy.
method Laplacian smoothing for differentially private federated learning (DP-Fed-LS).
result Improves model accuracy with differential privacy guarantee and membership privacy.

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.

In this work we present novel differentially private identity (goodness-of-fit) testers for natural and widely studied classes of multivariate product distributions: Gaussians in Rd\mathbb{R}^d with known covariance and product distributions over {±1}d\{\pm 1\}^{d}. Our testers have improved sample complexity compared to …

2019-05-28abs ↗pdf ↗

Private distribution learning with public data, leveraging sample compression schemes.

problem Private distribution learning with public and private samples under differential privacy constraints.
method Connection to sample compression schemes and list learning.
result At least d public samples are necessary for private learnability of Gaussians in R^d.

In recent years, the economic policy of privatization, which is defined as the transfer of property or responsibility from public sector to private sector, is one of the global phenomenon that increases use of markets to allocate resources. One important motivation for privatization is to help develop factor and produc…

2008-03-17abs ↗pdf ↗