Differentially private precision matrix estimation
From MaRDI portal
Publication:2663280
Abstract: In this paper, we study the problem of precision matrix estimation when the dataset contains sensitive information. In the differential privacy framework, we develop a differentially private ridge estimator by perturbing the sample covariance matrix. Then we develop a differentially private graphical lasso estimator by using the alternating direction method of multipliers (ADMM) algorithm. The theoretical results and empirical results that show the utility of the proposed methods are also provided.
Recommendations
- Differentially private high dimensional sparse covariance matrix estimation
- The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy
- Privacy-preserving statistical estimation with optimal convergence rates
- Differential privacy and robust statistics
- Minimax Optimal Procedures for Locally Private Estimation
Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A coordinate descent algorithm for sparse positive definite matrix estimation
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A well-conditioned estimator for large-dimensional covariance matrices
- Analyze Gauss: optimal bounds for privacy-preserving principal component analysis
- Differentially private empirical risk minimization
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Fast and adaptive sparse precision matrix estimation in high dimensions
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- Regularized estimation of large covariance matrices
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Signal Recovery by Proximal Forward-Backward Splitting
- Sparse estimation of a covariance matrix
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- The algorithmic foundations of differential privacy
- Theory of Cryptography
Cited in
(5)- Tight lower bound of sparse covariance matrix estimation in the local differential privacy model
- Differentially private high dimensional sparse covariance matrix estimation
- A novel adaptive differential privacy algorithm for empirical risk minimization
- On differentially private low rank approximation
- Edge differentially private estimation in the -model via jittering and method of moments
This page was built for publication: Differentially private precision matrix estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2663280)
