arXiv · 2502.06597
Continual Release Moment Estimation with Differential Privacy
Abstract
We propose Joint Moment Estimation (JME), a method for continually and privately estimating both the first and second moments of data with reduced noise compared to naive approaches. JME uses the matrix mechanism and a joint sensitivity analysis to allow the second moment estimation with no additional privacy cost, thereby improving accuracy while maintaining privacy. We demonstrate JME's effectiveness in two applications: estimating the running mean and covariance matrix for Gaussian density estimation, and model training with DP-Adam on CIFAR-10.
Explore related subjects
Keep this discovery
Nikita P. Kalinin, Jalaj Upadhyay, Christoph H. Lampert. 2025-02-10. Continual Release Moment Estimation with Differential Privacy. https://arxiv.org/abs/2502.06597
Cite the original work for its findings. Save a collection to share your selection of sources.