Principal component analysis in the local differential privacy model

DOI10.1016/j.tcs.2019.12.019zbMath1436.68100OpenAlexW2997422449WikidataQ126461507 ScholiaQ126461507MaRDI QIDQ2290637

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

principal component analysissparse PCAlocal differential privacy

Mathematics Subject Classification ID

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

Related Items

Differentially private high dimensional sparse covariance matrix estimation

Uses Software

• UCI-ml
• SuLQ
• RAPPOR

Cites Work

• 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.
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data
• Adaptive estimation of a quadratic functional by model selection.
• Distributed estimation of principal eigenspaces
• Sparsistency and agnostic inference in sparse PCA
• Minimax sparse principal subspace estimation in high dimensions
• Sparse PCA: optimal rates and adaptive estimation
• Stochastic Perturbation Theory
• Minimax Optimal Procedures for Locally Private Estimation
• A useful variant of the Davis–Kahan theorem for statisticians
• Analyze gauss
• The Rotation of Eigenvectors by a Perturbation. III
• On differentially private low rank approximation
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