Differentially private high dimensional sparse covariance matrix estimation

DOI10.1016/j.tcs.2021.03.001zbMath1497.68166arXiv1901.06413OpenAlexW3134875073MaRDI QIDQ2661783

Jinhui Xu, Di Wang

Publication date: 8 April 2021

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

Full work available at URL: https://arxiv.org/abs/1901.06413

zbMATH Keywords

differential privacyhigh-dimensional statisticssparse covariance estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Privacy of data (68P27)

Uses Software

• RAPPOR

Cites Work

• Optimal rates of convergence for sparse covariance matrix estimation
• Optimal rates of convergence for covariance matrix estimation
• Covariance regularization by thresholding
• Principal component analysis in the local differential privacy model
• What Can We Learn Privately?
• Our Data, Ourselves: Privacy Via Distributed Noise Generation
• High-Dimensional Probability
• Analyze gauss
• An Introduction to Matrix Concentration Inequalities
• Theory of Cryptography
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