惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

aimingoo的专栏
aimingoo的专栏
月光博客
月光博客
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
阮一峰的网络日志
阮一峰的网络日志
博客园_首页
Last Week in AI
Last Week in AI
The Cloudflare Blog
IT之家
IT之家
Hugging Face - Blog
Hugging Face - Blog
美团技术团队
S
SegmentFault 最新的问题
量子位
大猫的无限游戏
大猫的无限游戏
Recent Announcements
Recent Announcements
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Microsoft Security Blog
Microsoft Security Blog
云风的 BLOG
云风的 BLOG
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
I
InfoQ
人人都是产品经理
人人都是产品经理
G
Google Developers Blog
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Engineering at Meta
Engineering at Meta

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Optimal locally private estimation under $\ell_p$ loss fo...
Min Ye, Alexander Barg · 2018-10-17 · via math.ST updates on arXiv.org

We consider the minimax estimation problem of a discrete distribution with support size $k$ under locally differential privacy constraints. A privatization scheme is applied to each raw sample independently, and we need to estimate the distribution of the raw samples from the privatized samples. A positive number $ε$ measures the privacy level of a privatization scheme. In our previous work (IEEE Trans. Inform. Theory, 2018), we proposed a family of new privatization schemes and the corresponding estimator. We also proved that our scheme and estimator are order optimal in the regime $e^ε \ll k$ under both $\ell_2^2$ (mean square) and $\ell_1$ loss. In this paper, we sharpen this result by showing asymptotic optimality of the proposed scheme under the $\ell_p^p$ loss for all $1\le p\le 2.$ More precisely, we show that for any $p\in[1,2]$ and any $k$ and $ε,$ the ratio between the worst-case $\ell_p^p$ estimation loss of our scheme and the optimal value approaches $1$ as the number of samples tends to infinity. The lower bound on the minimax risk of private estimation that we establish as a part of the proof is valid for any loss function $\ell_p^p, p\ge 1.$