We consider the problem of estimating sparse discrete distributions under local differential privacy (LDP) and communication constraints. We characterize the sample complexity for sparse estimation under LDP constraints up to a constant factor and the sample complexity under communication constraints up to a logarithmic factor. Our upper bounds under LDP are based on the Hadamard Response, a private coin scheme that requires only one bit of communication per user. Under communication constraints, we propose public coin schemes based on random hashing functions. Our tight lower bounds are based on the recently proposed method of chi squared contractions.
We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $α$ and $\varepsilon$, the goal is to estimate $f(p)$ up to accuracy $α$, while maintaining $\varepsilon$-differential privacy of the sample. We prove almost-tight bounds on the sample size required for this problem for several functionals of interest, including support size, support coverage, and entropy. We show that the cost of privacy is negligible in a variety of settings, both theoretically an…
Recent years, local differential privacy (LDP) has been adopted by many web service providers like Google \cite{erlingsson2014rappor}, Apple \cite{apple2017privacy} and Microsoft \cite{bolin2017telemetry} to collect and analyse users' data privately. In this paper, we consider the problem of discrete distribution estimation under local differential privacy constraints. Distribution estimation is one of the most fundamental estimation problems, which is widely studied in both non-private and private settings. In the local model, private mechanisms with provably optimal sample complexity are kno…
We establish a simple connection between robust and differentially-private algorithms: private mechanisms which perform well with very high probability are automatically robust in the sense that they retain accuracy even if a constant fraction of the samples they receive are adversarially corrupted. Since optimal mechanisms typically achieve these high success probabilities, our results imply that optimal private mechanisms for many basic statistics problems are robust. We investigate the consequences of this observation for both algorithms and computational complexity across different statist…
We study the problem of estimating $k$-ary distributions under $\varepsilon$-local differential privacy. $n$ samples are distributed across users who send privatized versions of their sample to a central server. All previously known sample optimal algorithms require linear (in $k$) communication from each user in the high privacy regime $(\varepsilon=O(1))$, and run in time that grows as $n\cdot k$, which can be prohibitive for large domain size $k$. We propose Hadamard Response (HR}, a local privatization scheme that requires no shared randomness and is symmetric with respect to the users. Ou…
With rise of machine learning (ML) and the proliferation of smart mobile devices, recent years have witnessed a surge of interest in performing ML in wireless edge networks. In this paper, we consider the problem of jointly improving data privacy and communication efficiency of distributed edge learning, both of which are critical performance metrics in wireless edge network computing. Toward this end, we propose a new decentralized stochastic gradient method with sparse differential Gaussian-masked stochastic gradients (SDM-DSGD) for non-convex distributed edge learning. Our main contribution…
We study estimation of a gradient-sparse parameter vector $\boldsymbolθ^* \in \mathbb{R}^p$, having strong gradient-sparsity $s^*:=\|\nabla_G \boldsymbolθ^*\|_0$ on an underlying graph $G$. Given observations $Z_1,\ldots,Z_n$ and a smooth, convex loss function $\mathcal{L}$ for which $\boldsymbolθ^*$ minimizes the population risk $\mathbb{E}[\mathcal{L}(\boldsymbolθ;Z_1,\ldots,Z_n)]$, we propose to estimate $\boldsymbolθ^*$ by a projected gradient descent algorithm that iteratively and approximately projects gradient steps onto spaces of vectors having small gradient-sparsity over low-degree s…
West Virginia University（西弗吉尼亚大学）；University of Florida（佛罗里达大学）；University of Kansas（堪萨斯大学）
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this information be known a priori. The framework proposed in this article allows for simultaneous estimation of the precision matrices and relationships between the precision matrices, jointly. Sparse and non-sparse estimators are proposed, both of which require solving a non-convex optimization problem. To compute our proposed estimators, we use an iterative algorithm …
Massachusetts Institute of Technology（麻省理工学院）；Cornell University（康奈尔大学）
Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from sparse observations and argue that it achieves sample complexity that nearly matches the conjectured computationally efficient lower bound on the sample complexity for the setting of low-rank tensors. Our algorithm uses the matrix obtained from the flattened tensor to compute similarity, and estimates the tensor entries using a nearest neighbor estimator. We …
We focus on the problem of estimating the change in the dependency structures of two $p$-dimensional Gaussian Graphical models (GGMs). Previous studies for sparse change estimation in GGMs involve expensive and difficult non-smooth optimization. We propose a novel method, DIFFEE for estimating DIFFerential networks via an Elementary Estimator under a high-dimensional situation. DIFFEE is solved through a faster and closed form solution that enables it to work in large-scale settings. We conduct a rigorous statistical analysis showing that surprisingly DIFFEE achieves the same asymptotic conver…
Differential privacy has become a widely accepted notion of privacy, leading to the introduction and deployment of numerous privatization mechanisms. However, ensuring the privacy guarantee is an error-prone process, both in designing mechanisms and in implementing those mechanisms. Both types of errors will be greatly reduced, if we have a data-driven approach to verify privacy guarantees, from a black-box access to a mechanism. We pose it as a property estimation problem, and study the fundamental trade-offs involved in the accuracy in estimated privacy guarantees and the number of samples r…
We investigate the privacy of two approaches to (biometric) template protection: Helper Data Systems and Sparse Ternary Coding with Ambiguization. In particular, we focus on a privacy property that is often overlooked, namely how much leakage exists about one specific binary property of one component of the feature vector. This property is e.g. the sign or an indicator that a threshold is exceeded. We provide evidence that both approaches are able to protect such sensitive binary variables, and discuss how system parameters need to be set.
We propose a new computationally efficient privacy-preserving identification framework based on layered sparse coding. The key idea of the proposed framework is a sparsifying transform learning with ambiguization, which consists of a trained linear map, a component-wise nonlinearity and a privacy amplification. We introduce a practical identification framework, which consists of two phases: public and private identification. The public untrusted server provides the fast search service based on the sparse privacy protected codebook stored at its side. The private trusted server or the local cli…
Cluster-sparse channels often exist in frequencyselective fading broadband communication systems. The main reason is received scattered waveform exhibits cluster structure which is caused by a few reflectors near the receiver. Conventional sparse channel estimation methods have been proposed for general sparse channel model which without considering the potential cluster-sparse structure information. In this paper, we investigate the cluster-sparse channel estimation (CS-CE) problems in the state of the art orthogonal frequencydivision multiplexing (OFDM) systems. Novel Bayesian clustersparse …
To estimate multiple-input multiple-output (MIMO) channels, invariable step-size normalized least mean square (ISSNLMS) algorithm was applied to adaptive channel estimation (ACE). Since the MIMO channel is often described by sparse channel model due to broadband signal transmission, such sparsity can be exploited by adaptive sparse channel estimation (ASCE) methods using sparse ISS-NLMS algorithms. It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance and computational cost. The previous approaches can exploit channel …
Large scale multiple-input multiple-output (MIMO) system is considered one of promising technologies for realizing next-generation wireless communication system (5G) to increasing the degrees of freedom in space and enhancing the link reliability while considerably reducing the transmit power. However, large scale MIMO system design also poses a big challenge to traditional one-dimensional channel estimation techniques due to high complexity and curse of dimensionality problems which are caused by long delay spread as well as large number antenna. Since large scale MIMO channels often exhibit …
In this paper, we introduce a wideband dictionary framework for estimating sparse signals. By formulating integrated dictionary elements spanning bands of the considered parameter space, one may efficiently find and discard large parts of the parameter space not active in the signal. After each iteration, the zero-valued parts of the dictionary may be discarded to allow a refined dictionary to be formed around the active elements, resulting in a zoomed dictionary to be used in the following iterations. Implementing this scheme allows for more accurate estimates, at a much lower computational c…
We consider the problem of designing a coding scheme that allows both sparsity and privacy for distributed matrix-vector multiplication. Perfect information-theoretic privacy requires encoding the input sparse matrices into matrices distributed uniformly at random from the considered alphabet; thus destroying the sparsity. Computing matrix-vector multiplication for sparse matrices is known to be fast. Distributing the computation over the non-sparse encoded matrices maintains privacy, but introduces artificial computing delays. In this work, we relax the privacy constraint and show that a cert…
Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the conditional distribution of X_i given the observations, namely μ_i(x_i)\equiv\prob\{X_i=x_i|Y\} (a posteriori probability). We establish a general relation between the distribution of μ_i, and the fixed points of the associated density evolution operator. Such relation holds asymptotically in the large system limit, provided the average number of variables an…
We consider the problem of maintaining sparsity in private distributed storage of confidential machine learning data. In many applications, e.g., face recognition, the data used in machine learning algorithms is represented by sparse matrices which can be stored and processed efficiently. However, mechanisms maintaining perfect information-theoretic privacy require encoding the sparse matrices into randomized dense matrices. It has been shown that, under some restrictions on the storage nodes, sparsity can be maintained at the expense of relaxing the perfect information-theoretic privacy requi…
Let A be an n by m matrix with m>n, and suppose that the underdetermined linear system As=x admits a sparse solution s0 for which ||s0||_0 < 1/2 spark(A). Such a sparse solution is unique due to a well-known uniqueness theorem. Suppose now that we have somehow a solution s_hat as an estimation of s0, and suppose that s_hat is only `approximately sparse', that is, many of its components are very small and nearly zero, but not mathematically equal to zero. Is such a solution necessarily close to the true sparsest solution? More generally, is it possible to construct an upper bound on the estimat…
Multiple wireless sensing tasks, e.g., radar detection for driver safety, involve estimating the "channel" or relationship between signal transmitted and received. In this work, we focus on a certain channel model known as the delay-doppler channel. This model begins to be useful in the high frequency carrier setting, which is increasingly common with developments in millimeter-wave technology. Moreover, the delay-doppler model then continues to be applicable even when using signals of large bandwidth, which is a standard approach to achieving high resolution channel estimation. However, when …
We investigate the problem of estimating a random variable $Y\in \mathcal{Y}$ under a privacy constraint dictated by another random variable $X\in \mathcal{X}$, where estimation efficiency and privacy are assessed in terms of two different loss functions. In the discrete case, we use the Hamming loss function and express the corresponding utility-privacy tradeoff in terms of the privacy-constrained guessing probability $h(P_{XY}, ε)$, the maximum probability $\mathsf{P}_\mathsf{c}(Y|Z)$ of correctly guessing $Y$ given an auxiliary random variable $Z\in \mathcal{Z}$, where the maximization is t…
Each agent in a network makes a local observation that is linearly related to a set of public and private parameters. The agents send their observations to a fusion center to allow it to estimate the public parameters. To prevent leakage of the private parameters, each agent first sanitizes its local observation using a local privacy mechanism before transmitting it to the fusion center. We investigate the utility-privacy tradeoff in terms of the Cramér-Rao lower bounds for estimating the public and private parameters. We study the class of privacy mechanisms given by linear compression and no…
We develop data processing inequalities that describe how Fisher information from statistical samples can scale with the privacy parameter $\varepsilon$ under local differential privacy constraints. These bounds are valid under general conditions on the distribution of the score of the statistical model, and they elucidate under which conditions the dependence on $\varepsilon$ is linear, quadratic, or exponential. We show how these inequalities imply order optimal lower bounds for private estimation for both the Gaussian location model and discrete distribution estimation for all levels of pri…
Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled discrete distributions, is even harder. Existing approaches to address these problems have shortcomings: they are biased, heuristic, work only for some distributions, and/or cannot be applied to all information-theoretic metrics. Here, we propose a fast, semi-analytical estimator for sparsely sampled distributions that is efficient, precise, and general. Its …
