Tight lower bound of sparse covariance matrix estimation in the local differential privacy model
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Publication:2310743
DOI10.1016/j.tcs.2020.02.027zbMath1433.68129OpenAlexW3008285301MaRDI QIDQ2310743
Publication date: 6 April 2020
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2020.02.027
Estimation in multivariate analysis (62H12) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Privacy of data (68P27)
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Cites Work
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Optimal rates of convergence for sparse covariance matrix estimation
- Adaptive estimation of a quadratic functional by model selection.
- Optimal Schemes for Discrete Distribution Estimation Under Locally Differential Privacy
- Minimax Optimal Procedures for Locally Private Estimation
- Finite Sample Differentially Private Confidence Intervals
- Analyze gauss
- Theory of Cryptography