Efficient Mean Estimation with Pure Differential Privacy via a Sum-of-Squares Exponential Mechanism
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Abstract (arXiv)
We give the first polynomial-time algorithm to estimate the mean of a d-variate probability distribution with bounded covariance from tildeO(d) independent samples subject to pure differential privacy. Prior algorithms for this problem either incur exponential running time, require Omega(d1.5) samples, or satisfy only the weaker concentrated or approximate differential privacy conditions. In particular, all prior polynomial-time algorithms require d1+Omega(1) samples to guarantee small privacy loss with "cryptographically" high probability, 1-2^-dOmega(1), while our algorithm retains tildeO(d) sample complexity even in this stringent setting. Our main technique is a new approach to use the powerful Sum of Squares method (SoS) to design differentially private algorithms. SoS proofs to algorithms is a key theme in numerous recent works in high-dimensional algorithmic statistics -- estimators which apparently require exponential running time but whose analysis can be captured by low-degree Sum of Squares proofs can be automatically turned into polynomial-time algorithms with the same provable guarantees. We demonstrate a similar proofs to private algorithms phenomenon: instances of the workhorse exponential mechanism which apparently require exponential time but which can be analyzed with low-degree SoS proofs can be automatically turned into polynomial-time differentially private algorithms. We prove a meta-theorem capturing this phenomenon, which we expect to be of broad use in private algorithm design. Our techniques also draw new connections between differentially private and robust statistics in high dimensions. In particular, viewed through our proofs-to-private-algorithms lens, several well-studied SoS proofs from recent works in algorithmic robust statistics directly yield key components of our differentially private mean estimation algorithm.
Key facts. Cited by 50 papers in the map (data through 14 Oct 2026). Builds on 48 of its 75 references that are in the map. First posted on arXiv 25 Nov 2021.
Builds on
48 of 75 references.
References · 48
- 2016Robust Estimators in High Dimensions without the Computational Intractabilitycited by 209
- 2019Mean estimation and regression under heavy-tailed distributions--a surveycited by 136
- 2016Agnostic Estimation of Mean and Covariancecited by 131
- 2014Differentially Private Empirical Risk Minimization: Efficient Algorithms and Tight Error Boundscited by 107
- 2017Finite Sample Differentially Private Confidence Intervalscited by 104
- 2018Privately Learning High-Dimensional Distributionscited by 104
- 2019Recent Advances in Algorithmic High-Dimensional Robust Statisticscited by 101
- 2013Fingerprinting Codes and the Price of Approximate Differential Privacycited by 82
- 2017Mixture Models, Robustness, and Sum of Squares Proofscited by 81
- 2020CoinPress: Practical Private Mean and Covariance Estimationcited by 74
- 2020Private Mean Estimation of Heavy-Tailed Distributionscited by 73
- 2021Learning with User-Level Privacycited by 72
36 more
- 2021Robust and Differentially Private Mean Estimationcited by 66
- 2021Differential privacy and robust statistics in high dimensionscited by 64
- 2019Private Hypothesis Selectioncited by 60
- 2017The power of sum-of-squares for detecting hidden structurescited by 54
- 2019Average-Case Averages: Private Algorithms for Smooth Sensitivity and Mean Estimationcited by 52
- 2020On Differentially Private Stochastic Convex Optimization with Heavy-tailed Datacited by 51
- 2020Outlier Robust Mean Estimation with Subgaussian Rates via Stabilitycited by 50
- 2017Sub-Gaussian estimators of the mean of a random vectorcited by 47
- 2021Improved Rates for Differentially Private Stochastic Convex Optimization with Heavy-Tailed Datacited by 47
- 2021Covariance-Aware Private Mean Estimation Without Private Covariance Estimationcited by 46
- 2020Robust and Heavy-Tailed Mean Estimation Made Simple, via Regret Minimizationcited by 44
- 2017Resilience: A Criterion for Learning in the Presence of Arbitrary Outlierscited by 43
- 2020Learning discrete distributions: user vs item-level privacycited by 41
- 2020On the Sample Complexity of Privately Learning Unbounded High-Dimensional Gaussianscited by 41
- 2021Private and polynomial time algorithms for learning Gaussians and beyondcited by 39
- 2019Robust subgaussian estimation of a mean vector in nearly linear timecited by 37
- 2021Instance-optimal Mean Estimation Under Differential Privacycited by 37
- 2014Interactive Fingerprinting Codes and the Hardness of Preventing False Discoverycited by 35
- 2021A Private and Computationally-Efficient Estimator for Unbounded Gaussianscited by 34
- 2018Mean Estimation with Sub-Gaussian Rates in Polynomial Timecited by 33
- 2020A Primer on Private Statisticscited by 30
- 2017Outlier-robust moment-estimation via sum-of-squarescited by 27
- 2019Differentially Private Algorithms for Learning Mixtures of Separated Gaussianscited by 27
- 2018High-dimensional estimation via sum-of-squares proofscited by 25
- 2017Better Agnostic Clustering Via Relaxed Tensor Normscited by 21
- 2020Differentially Private Confidence Intervalscited by 20
- 2019Fast Mean Estimation with Sub-Gaussian Ratescited by 18
- 2017Exact tensor completion with sum-of-squarescited by 14
- 2020Privately Learning Markov Random Fieldscited by 14
- 2020Optimal Private Median Estimation under Minimal Distributional Assumptionscited by 13
- 2021Privately Learning Mixtures of Axis-Aligned Gaussianscited by 13
- 2018The Power of The Hybrid Model for Mean Estimationcited by 11
- 2019A Unified Approach to Robust Mean Estimationcited by 11
- 2019Differentially private sub-Gaussian location estimatorscited by 9
- 2021Sampling from Log-Concave Distributions with Infinity-Distance Guaranteescited by 8
- 2014Privately Solving Linear Programscited by 7
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Citing papers per year: 2021: 1; 2022: 9; 2023: 18; 2024: 12; 2025: 7; 2026: 3.
50 papers.
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- 2022Robustness Implies Privacy in Statistical Estimationcited by 47
- 2021Private Robust Estimation by Stabilizing Convex Relaxationscited by 38
- 2022New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemmacited by 33
- 2022Private Estimation with Public Datacited by 32
- 2023From Robustness to Privacy and Backcited by 27
- 2022Privacy Induces Robustness: Information-Computation Gaps and Sparse Mean Estimationcited by 25
- 2022DP-PCA: Statistically Optimal and Differentially Private PCAcited by 24
- 2023On the Privacy-Robustness-Utility Trilemma in Distributed Learningcited by 24
- 2023Private estimation algorithms for stochastic block models and mixture modelscited by 21
- 2023Polynomial Time and Private Learning of Unbounded Gaussian Mixture Modelscited by 19
- 2023Better and Simpler Lower Bounds for Differentially Private Statistical Estimationcited by 17
- 2023A Bias-Accuracy-Privacy Trilemma for Statistical Estimationcited by 12
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- 2023A Fast Algorithm for Adaptive Private Mean Estimationcited by 11
- 2024A Huber Loss Minimization Approach to Mean Estimation under User-level Differential Privacycited by 11
- 2022Differentially Private Regression with Unbounded Covariatescited by 10
- 2023Near Optimal Private and Robust Linear Regressioncited by 9
- 2025Towards Trustworthy Federated Learning with Untrusted Participantscited by 8
- 2024Insufficient Statistics Perturbation: Stable Estimators for Private Least Squarescited by 7
- 2023On Private and Robust Banditscited by 6
- 2023Mean Estimation Under Heterogeneous Privacy: Some Privacy Can Be Freecited by 6
- 2023PLAN: Variance-Aware Private Mean Estimationcited by 6
- 2023Mean Estimation Under Heterogeneous Privacy Demandscited by 6
- 2022Robust Estimation of Discrete Distributions under Local Differential Privacycited by 5
- 2023A Polynomial Time, Pure Differentially Private Estimator for Binary Product Distributionscited by 5
- 2023Mixtures of Gaussians are Privately Learnable with a Polynomial Number of Samplescited by 5
- 2024Efficient Certificates of Anti-Concentration Beyond Gaussianscited by 4
- 2024Distribution Learnability and Robustnesscited by 4
- 2023Subset-Based Instance Optimality in Private Estimationcited by 3
- 2023Differentially private projection-depth-based medianscited by 3
- 2024Private graphon estimation via sum-of-squarescited by 3
- 2024Learning with User-Level Local Differential Privacycited by 3
- 2025An Iterative Algorithm for Differentially Private k-PCA with Adaptive Noisecited by 3
- 2022Differentially private multivariate medianscited by 2
- 2023Learning Mixtures of Gaussians with Censored Datacited by 2
- 2024Private Edge Density Estimation for Random Graphs: Optimal, Efficient and Robustcited by 2
- 2024Agnostic Private Density Estimation for GMMs via List Global Stabilitycited by 2
- 2024The Broader Landscape of Robustness in Algorithmic Statisticscited by 2
- 2024Privacy-Aware Randomized Quantization via Linear Programmingcited by 1
- 2024Perturb-and-Project: Differentially Private Similarities and Marginalscited by 1
- 2024Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Ratescited by 1
- 2025Improved subsample-and-aggregate via the private modified winsorized meancited by 1
- 2025Optimal Differentially Private Sampling of Unbounded Gaussianscited by 1
- 2025Private Statistical Estimation via Truncationcited by 1
- 2025Privately Estimating Black-Box Statisticscited by 1
- 2026Computation-Utility-Privacy Tradeoffs in Bayesian Estimationcited by 1
- 2022Privately Estimating a Gaussian: Efficient, Robust and Optimalcited by 0
- 2023Statistical Barriers to Affine-equivariant Estimationcited by 0
- 2025Private Training & Data Generation by Clustering Embeddingscited by 0
- 2026Near-Optimal Private Tests for Simple and MLR Hypothesescited by 0
- 2026Computationally tractable robust differentially private mean estimationcited by 0
- 2026Computationally tractable robust differentially private mean estimation10 Jun 2026
- 2026Computation-Utility-Privacy Tradeoffs in Bayesian Estimation18 Mar 2026
- 2026Near-Optimal Private Tests for Simple and MLR Hypotheses29 Jan 2026
- 2025Privately Estimating Black-Box Statistics30 Sep 2025
- 2025An Iterative Algorithm for Differentially Private k-PCA with Adaptive Noise14 Aug 2025
- 2025Private Training & Data Generation by Clustering Embeddings20 Jun 2025
- 2025Private Statistical Estimation via Truncation18 May 2025
- 2025Towards Trustworthy Federated Learning with Untrusted Participants3 May 2025
- 2025Optimal Differentially Private Sampling of Unbounded Gaussians3 Mar 2025
- 2025Improved subsample-and-aggregate via the private modified winsorized mean23 Jan 2025
- 2024The Broader Landscape of Robustness in Algorithmic Statistics3 Dec 2024
- 2024Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Rates19 Aug 2024
38 more
- 2024Agnostic Private Density Estimation for GMMs via List Global Stability5 Jul 2024
- 2024Distribution Learnability and Robustness25 Jun 2024
- 2024Perturb-and-Project: Differentially Private Similarities and Marginals7 Jun 2024
- 2024Privacy-Aware Randomized Quantization via Linear Programming1 Jun 2024
- 2024Learning with User-Level Local Differential Privacy27 May 2024
- 2024Private Edge Density Estimation for Random Graphs: Optimal, Efficient and Robust26 May 2024
- 2024Efficient Certificates of Anti-Concentration Beyond Gaussians23 May 2024
- 2024A Huber Loss Minimization Approach to Mean Estimation under User-level Differential Privacy22 May 2024
- 2024Insufficient Statistics Perturbation: Stable Estimators for Private Least Squares23 Apr 2024
- 2024Private graphon estimation via sum-of-squares18 Mar 2024
- 2023Differentially private projection-depth-based medians12 Dec 2023
- 2023Mean Estimation Under Heterogeneous Privacy Demands19 Oct 2023
- 2023Statistical Barriers to Affine-equivariant Estimation16 Oct 2023
- 2023Better and Simpler Lower Bounds for Differentially Private Statistical Estimation10 Oct 2023
- 2023Mixtures of Gaussians are Privately Learnable with a Polynomial Number of Samples7 Sep 2023
- 2023PLAN: Variance-Aware Private Mean Estimation14 Jun 2023
- 2023Learning Mixtures of Gaussians with Censored Data6 May 2023
- 2023Mean Estimation Under Heterogeneous Privacy: Some Privacy Can Be Free27 Apr 2023
- 2023A Polynomial Time, Pure Differentially Private Estimator for Binary Product Distributions13 Apr 2023
- 2023Polynomial Time and Private Learning of Unbounded Gaussian Mixture Models7 Mar 2023
- 2023Subset-Based Instance Optimality in Private Estimation1 Mar 2023
- 2023On the Privacy-Robustness-Utility Trilemma in Distributed Learning9 Feb 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
- 2023Near Optimal Private and Robust Linear Regression30 Jan 2023
- 2023A Fast Algorithm for Adaptive Private Mean Estimation17 Jan 2023
- 2023Private estimation algorithms for stochastic block models and mixture models11 Jan 2023
- 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
- 2022Differentially private multivariate medians12 Oct 2022
- 2022Private Estimation with Public Data16 Aug 2022
- 2022DP-PCA: Statistically Optimal and Differentially Private PCA27 May 2022
- 2022New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemma17 May 2022
- 2022Differentially Private Regression with Unbounded Covariates19 Feb 2022
- 2022Robust Estimation of Discrete Distributions under Local Differential Privacy14 Feb 2022
- 2021Private Robust Estimation by Stabilizing Convex Relaxations7 Dec 2021
- 2022Robustness Implies Privacy in Statistical Estimationcited by 47
- 2021Private Robust Estimation by Stabilizing Convex Relaxationscited by 38
- 2022New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemmacited by 33
- 2022Private Estimation with Public Datacited by 32
- 2023From Robustness to Privacy and Backcited by 27
- 2022Privacy Induces Robustness: Information-Computation Gaps and Sparse Mean Estimationcited by 25
- 2022DP-PCA: Statistically Optimal and Differentially Private PCAcited by 24
- 2023On the Privacy-Robustness-Utility Trilemma in Distributed Learningcited by 24
- 2023Private estimation algorithms for stochastic block models and mixture modelscited by 21
- 2023Polynomial Time and Private Learning of Unbounded Gaussian Mixture Modelscited by 19
- 2023Better and Simpler Lower Bounds for Differentially Private Statistical Estimationcited by 17
- 2023A Bias-Accuracy-Privacy Trilemma for Statistical Estimationcited by 12
12 most cited of 50 All 50 (JSON)
- 2026Computationally tractable robust differentially private mean estimation10 Jun 2026
- 2026Computation-Utility-Privacy Tradeoffs in Bayesian Estimation18 Mar 2026
- 2026Near-Optimal Private Tests for Simple and MLR Hypotheses29 Jan 2026
- 2025Privately Estimating Black-Box Statistics30 Sep 2025
- 2025An Iterative Algorithm for Differentially Private k-PCA with Adaptive Noise14 Aug 2025
- 2025Private Training & Data Generation by Clustering Embeddings20 Jun 2025
- 2025Private Statistical Estimation via Truncation18 May 2025
- 2025Towards Trustworthy Federated Learning with Untrusted Participants3 May 2025
- 2025Optimal Differentially Private Sampling of Unbounded Gaussians3 Mar 2025
- 2025Improved subsample-and-aggregate via the private modified winsorized mean23 Jan 2025
- 2024The Broader Landscape of Robustness in Algorithmic Statistics3 Dec 2024
- 2024Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Rates19 Aug 2024
12 newest of 50 All 50 (JSON)