Skip to main navigation Skip to search Skip to main content

Estimating Sparse Covariance Matrix under Differential Privacy via Thresholding

  • SUNY Buffalo

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

In this paper, we study the problem of estimating the covariance matrix under differential privacy, where the underlying covariance matrix is assumed to be sparse and of high dimensions. We propose a new method, called DP-Thresholding, to achieve a non-trivial l2-norm based error bound, which is significantly better than the existing ones from adding noise directly to the empirical covariance matrix. Experiments on the synthetic datasets show consistent results with our theoretical claims.

Original languageEnglish
Title of host publication2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728111513
DOIs
StatePublished - Apr 16 2019
Event53rd Annual Conference on Information Sciences and Systems, CISS 2019 - Baltimore, United States
Duration: Mar 20 2019Mar 22 2019

Publication series

Name2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019

Conference

Conference53rd Annual Conference on Information Sciences and Systems, CISS 2019
Country/TerritoryUnited States
CityBaltimore
Period03/20/1903/22/19

Fingerprint

Dive into the research topics of 'Estimating Sparse Covariance Matrix under Differential Privacy via Thresholding'. Together they form a unique fingerprint.

Cite this