Differentially private high dimensional sparse covariance matrix estimation
From MaRDI portal
Publication:2661783
DOI10.1016/j.tcs.2021.03.001zbMath1497.68166arXiv1901.06413OpenAlexW3134875073MaRDI QIDQ2661783
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
Uses Software
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Differentially private high dimensional sparse covariance matrix estimation