Principal component analysis in the local differential privacy model

DOI10.1016/J.TCS.2019.12.019MaRDI QIDQ2290637zbMATH OpenOpenAlexWikidataFDO

Authors Di Wang, Jinhui Xu

Publication date 29 January 2020

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.tcs.2019.12.019

zbMATH Keywords

local differential privacyprincipal component analysissparse PCA

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Privacy of data (68P27)

Recommendations

• A near-optimal algorithm for differentially-private principal components
• Analyze Gauss: optimal bounds for privacy-preserving principal component analysis
• Smooth sensitivity based approach for differentially private principal component analysis
• On differentially private low rank approximation
• Differentially private high dimensional sparse covariance matrix estimation

Cites work

• A near-optimal algorithm for differentially-private principal components
• A useful variant of the Davis-Kahan theorem for statisticians
• Adaptive estimation of a quadratic functional by model selection.
• Analyze Gauss: optimal bounds for privacy-preserving principal component analysis
• Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Distributed estimation of principal eigenspaces
• scientific article; zbMATH DE number 3834852 (Why is no real title available?)
• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 1302661 (Why is no real title available?)
• scientific article; zbMATH DE number 6026126 (Why is no real title available?)
• Minimax Optimal Procedures for Locally Private Estimation
• Minimax sparse principal subspace estimation in high dimensions
• On differentially private low rank approximation
• Smooth sensitivity based approach for differentially private principal component analysis
• Sparse PCA: optimal rates and adaptive estimation
• Sparsistency and agnostic inference in sparse PCA
• Stochastic Perturbation Theory
• The Rotation of Eigenvectors by a Perturbation. III
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data

Cited in

(10)

• Tight lower bound of sparse covariance matrix estimation in the local differential privacy model
• Differentially private high dimensional sparse covariance matrix estimation
• Differentially-private learning of low dimensional manifolds
• A near-optimal algorithm for differentially-private principal components
• Smooth sensitivity based approach for differentially private principal component analysis
• Differential privacy data publishing method based on the probabilistic principal component analysis
• Analyze Gauss: optimal bounds for privacy-preserving principal component analysis
• Differentially-private learning of low dimensional manifolds
• Mitigating the curse of dimensionality in data anonymization
• LDP-PPA: local differential privacy protection for principal component analysis

Describes a project that uses

Uses Software

• UCI
• RAPPOR
• SuLQ

This page was built for publication: Principal component analysis in the local differential privacy model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2290637)