Private Mean Estimation of Heavy-Tailed Distributions
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Abstract (arXiv)
We give new upper and lower bounds on the minimax sample complexity of differentially private mean estimation of distributions with bounded k-th moments. Roughly speaking, in the univariate case, we show that n = Thetaleft(frac1α2 + frac1α^frackk-1varepsilonright) samples are necessary and sufficient to estimate the mean to α-accuracy under varepsilon-differential privacy, or any of its common relaxations. This result demonstrates a qualitatively different behavior compared to estimation absent privacy constraints, for which the sample complexity is identical for all k ≥ 2. We also give algorithms for the multivariate setting whose sample complexity is a factor of O(d) larger than the univariate case.
Key facts. Cited by 73 papers in the map (data through 14 Oct 2026). First posted on arXiv 21 Feb 2020.
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Citing papers per year: 2021: 15; 2022: 17; 2023: 17; 2024: 10; 2025: 7; 2026: 7.
73 papers.
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- 2021Learning with User-Level Privacycited by 72
- 2021Robust and Differentially Private Mean Estimationcited by 66
- 2021Differential privacy and robust statistics in high dimensionscited by 64
- 2021Efficient Mean Estimation with Pure Differential Privacy via a Sum-of-Squares Exponential Mechanismcited by 50
- 2021Improved Rates for Differentially Private Stochastic Convex Optimization with Heavy-Tailed Datacited by 47
- 2022Robustness Implies Privacy in Statistical Estimationcited by 47
- 2021Covariance-Aware Private Mean Estimation Without Private Covariance Estimationcited by 46
- 2021High Dimensional Differentially Private Stochastic Optimization with Heavy-tailed Datacited by 42
- 2021Private and polynomial time algorithms for learning Gaussians and beyondcited by 39
- 2021Private Robust Estimation by Stabilizing Convex Relaxationscited by 38
- 2021FriendlyCore: Practical Differentially Private Aggregationcited by 34
- 2021A Private and Computationally-Efficient Estimator for Unbounded Gaussianscited by 34
38 more
- 2022New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemmacited by 33
- 2022On the Impossible Safety of Large AI Modelscited by 28
- 2023From Robustness to Privacy and Backcited by 27
- 2021Optimal Rates of (Locally) Differentially Private Heavy-tailed Multi-Armed Banditscited by 25
- 2022Privacy Induces Robustness: Information-Computation Gaps and Sparse Mean Estimationcited by 25
- 2022Optimal and Differentially Private Data Acquisition: Central and Local Mechanismscited by 24
- 2022DP-PCA: Statistically Optimal and Differentially Private PCAcited by 24
- 2023Score Attack: A Lower Bound Technique for Optimal Differentially Private Learningcited by 21
- 2021Differentially-Private Clustering of Easy Instancescited by 17
- 2023Better and Simpler Lower Bounds for Differentially Private Statistical Estimationcited by 17
- 2021Privately Learning Mixtures of Axis-Aligned Gaussianscited by 13
- 2022Private High-Dimensional Hypothesis Testingcited by 12
- 2023A Bias-Accuracy-Privacy Trilemma for Statistical Estimationcited by 12
- 2024A Huber Loss Minimization Approach to Mean Estimation under User-level Differential Privacycited by 11
- 2024Optimal Federated Learning for Nonparametric Regression with Heterogeneous Distributed Differential Privacy Constraintscited by 10
- 2023Mean estimation in the add-remove model of differential privacycited by 9
- 2022Differentially Private ℓ1-norm Linear Regression with Heavy-tailed Datacited by 8
- 2022Instance-Optimal Differentially Private Estimationcited by 7
- 2025Towards hyperparameter-free optimization with differential privacycited by 7
- 2022Nonparametric extensions of randomized response for private confidence setscited by 6
- 2023On Private and Robust Banditscited by 6
- 2023PLAN: Variance-Aware Private Mean Estimationcited by 6
- 2024Federated Nonparametric Hypothesis Testing with Differential Privacy Constraints: Optimal Rates and Adaptive Testscited by 6
- 2022Continual Mean Estimation Under User-Level Privacycited by 5
- 2023A Polynomial Time, Pure Differentially Private Estimator for Binary Product Distributionscited by 5
- 2023Private Federated Learning with Autotuned Compressioncited by 5
- 2022Algorithms for bounding contribution for histogram estimation under user-level privacycited by 4
- 2023Differentially Private Episodic Reinforcement Learning with Heavy-tailed Rewardscited by 4
- 2023Data Structures for Density Estimationcited by 4
- 2023Improved Analysis of Sparse Linear Regression in Local Differential Privacy Modelcited by 4
- 2023A Simple and Practical Method for Reducing the Disparate Impact of Differential Privacycited by 4
- 2024Distribution Learnability and Robustnesscited by 4
- 2022Private Stochastic Optimization With Large Worst-Case Lipschitz Parametercited by 3
- 2023Subset-Based Instance Optimality in Private Estimationcited by 3
- 2023Striking a Balance: An Optimal Mechanism Design for Heterogenous Differentially Private Data Acquisition for Logistic Regressioncited by 3
- 2023Sample-Optimal Locally Private Hypothesis Selection and the Provable Benefits of Interactivitycited by 3
- 2026Harnessing Synthetic Data from Generative AI for Statistical Inferencecited by 3
- 2021High-Dimensional Differentially-Private EM Algorithm: Methods and Near-Optimal Statistical Guaranteescited by 2
50 most cited of 73 All 73 (JSON)
- 2026On the Curse of Dimensionality in Private Sparse Covariance Estimation and PCA20 Jun 2026
- 2026Computationally tractable robust differentially private mean estimation10 Jun 2026
- 2026Mean Testing under Truncation beyond Gaussian2 May 2026
- 2026Refined Differentially Private Linear Regression via Extension of a Free Lunch Result11 Apr 2026
- 2026Harnessing Synthetic Data from Generative AI for Statistical Inference5 Mar 2026
- 2026Privacy-Utility Tradeoffs in Quantum Information Processing11 Feb 2026
- 2026Matrix Factorization for Practical Continual Mean Estimation Under User-Level Differential Privacy29 Jan 2026
- 2025Privately Estimating Black-Box Statistics30 Sep 2025
- 2025Beyond Ordinary Lipschitz Constraints: Differentially Private Stochastic Optimization with Tsybakov Noise Condition4 Sep 2025
- 2025Differentially Private Sparse Linear Regression with Heavy-tailed Responses7 Jun 2025
- 2025Towards hyperparameter-free optimization with differential privacy2 Mar 2025
- 2025On Theoretical Limits of Learning with Label Differential Privacy20 Feb 2025
38 more
- 2025Learning with Differentially Private (Sliced) Wasserstein Gradients3 Feb 2025
- 2025Improved subsample-and-aggregate via the private modified winsorized mean23 Jan 2025
- 2024Differentially Private Multi-Sampling from Distributions13 Dec 2024
- 2024The Broader Landscape of Robustness in Algorithmic Statistics3 Dec 2024
- 2024Statistical-Computational Trade-offs for Density Estimation30 Oct 2024
- 2024Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Rates19 Aug 2024
- 2024On Differentially Private U Statistics6 Jul 2024
- 2024Distribution Learnability and Robustness25 Jun 2024
- 2024Optimal Federated Learning for Nonparametric Regression with Heterogeneous Distributed Differential Privacy Constraints10 Jun 2024
- 2024Federated Nonparametric Hypothesis Testing with Differential Privacy Constraints: Optimal Rates and Adaptive Tests10 Jun 2024
- 2024A Huber Loss Minimization Approach to Mean Estimation under User-level Differential Privacy22 May 2024
- 2024Near-Optimal differentially private low-rank trace regression with guaranteed private initialization24 Mar 2024
- 2023A Simple and Practical Method for Reducing the Disparate Impact of Differential Privacy18 Dec 2023
- 2023Mean estimation in the add-remove model of differential privacy11 Dec 2023
- 2023Sample-Optimal Locally Private Hypothesis Selection and the Provable Benefits of Interactivity9 Dec 2023
- 2023Instance-Specific Asymmetric Sensitivity in Differential Privacy2 Nov 2023
- 2023Improved Analysis of Sparse Linear Regression in Local Differential Privacy Model11 Oct 2023
- 2023Better and Simpler Lower Bounds for Differentially Private Statistical Estimation10 Oct 2023
- 2023Striking a Balance: An Optimal Mechanism Design for Heterogenous Differentially Private Data Acquisition for Logistic Regression19 Sep 2023
- 2023Private Federated Learning with Autotuned Compression20 Jul 2023
- 2023Data Structures for Density Estimation20 Jun 2023
- 2023PLAN: Variance-Aware Private Mean Estimation14 Jun 2023
- 2023Differentially Private Episodic Reinforcement Learning with Heavy-tailed Rewards1 Jun 2023
- 2023A Polynomial Time, Pure Differentially Private Estimator for Binary Product Distributions13 Apr 2023
- 2023Score Attack: A Lower Bound Technique for Optimal Differentially Private Learning13 Mar 2023
- 2023Subset-Based Instance Optimality in Private Estimation1 Mar 2023
- 2023On Private and Robust Bandits6 Feb 2023
- 2023From Robustness to Privacy and Back3 Feb 2023
- 2023A Bias-Accuracy-Privacy Trilemma for Statistical Estimation30 Jan 2023
- 2022Continual Mean Estimation Under User-Level Privacy20 Dec 2022
- 2022Privately Estimating a Gaussian: Efficient, Robust and Optimal15 Dec 2022
- 2022Robustness Implies Privacy in Statistical Estimation9 Dec 2022
- 2022Privacy Induces Robustness: Information-Computation Gaps and Sparse Mean Estimation1 Nov 2022
- 2022Instance-Optimal Differentially Private Estimation28 Oct 2022
- 2022Differentially private multivariate medians12 Oct 2022
- 2022On the Impossible Safety of Large AI Models30 Sep 2022
- 2022Private Stochastic Optimization With Large Worst-Case Lipschitz Parameter15 Sep 2022
- 2022Efficient Private SCO for Heavy-Tailed Data via Averaged Clipping27 Jun 2022
50 newest of 73 All 73 (JSON)
- 2021Learning with User-Level Privacycited by 72
- 2021Robust and Differentially Private Mean Estimationcited by 66
- 2021Differential privacy and robust statistics in high dimensionscited by 64
- 2021Efficient Mean Estimation with Pure Differential Privacy via a Sum-of-Squares Exponential Mechanismcited by 50
- 2021Improved Rates for Differentially Private Stochastic Convex Optimization with Heavy-Tailed Datacited by 47
- 2022Robustness Implies Privacy in Statistical Estimationcited by 47
- 2021Covariance-Aware Private Mean Estimation Without Private Covariance Estimationcited by 46
- 2021High Dimensional Differentially Private Stochastic Optimization with Heavy-tailed Datacited by 42
- 2021Private and polynomial time algorithms for learning Gaussians and beyondcited by 39
- 2021Private Robust Estimation by Stabilizing Convex Relaxationscited by 38
- 2021FriendlyCore: Practical Differentially Private Aggregationcited by 34
- 2021A Private and Computationally-Efficient Estimator for Unbounded Gaussianscited by 34
12 most cited of 73 All 73 (JSON)
- 2026On the Curse of Dimensionality in Private Sparse Covariance Estimation and PCA20 Jun 2026
- 2026Computationally tractable robust differentially private mean estimation10 Jun 2026
- 2026Mean Testing under Truncation beyond Gaussian2 May 2026
- 2026Refined Differentially Private Linear Regression via Extension of a Free Lunch Result11 Apr 2026
- 2026Harnessing Synthetic Data from Generative AI for Statistical Inference5 Mar 2026
- 2026Privacy-Utility Tradeoffs in Quantum Information Processing11 Feb 2026
- 2026Matrix Factorization for Practical Continual Mean Estimation Under User-Level Differential Privacy29 Jan 2026
- 2025Privately Estimating Black-Box Statistics30 Sep 2025
- 2025Beyond Ordinary Lipschitz Constraints: Differentially Private Stochastic Optimization with Tsybakov Noise Condition4 Sep 2025
- 2025Differentially Private Sparse Linear Regression with Heavy-tailed Responses7 Jun 2025
- 2025Towards hyperparameter-free optimization with differential privacy2 Mar 2025
- 2025On Theoretical Limits of Learning with Label Differential Privacy20 Feb 2025
12 newest of 73 All 73 (JSON)