Optimal Variance and Covariance Estimation under Differential Privacy in the Add-Remove Model and Beyond

Shokichi Takakura; Seng Pei Liew; Satoshi Hasegawa

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arXiv · 2509.04919

Optimal Variance and Covariance Estimation under Differential Privacy in the Add-Remove Model and Beyond

Shokichi Takakura·Seng Pei Liew·Satoshi Hasegawa

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Abstract

In this paper, we study the problem of estimating the variance and covariance of datasets under differential privacy in the add-remove model. While estimation in the swap model has been extensively studied in the literature, the add-remove model remains less explored and more challenging, as the dataset size must also be kept private. To address this issue, we develop efficient mechanisms for variance and covariance estimation based on the \emph{B\'{e}zier mechanism}, a novel moment-release framework that leverages Bernstein bases. We prove that our proposed mechanisms are minimax optimal in the high-privacy regime by establishing new minimax lower bounds. Moreover, beyond worst-case scenarios, we analyze instance-wise utility and show that the B\'{e}zier-based estimator consistently achieves better utility compared to alternative mechanisms. Finally, we demonstrate the effectiveness of the B\'{e}zier mechanism beyond variance and covariance estimation, showcasing its applicability to other statistical tasks.

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BibTeX RIS

Shokichi Takakura, Seng Pei Liew, Satoshi Hasegawa. 2025-09-05. Optimal Variance and Covariance Estimation under Differential Privacy in the Add-Remove Model and Beyond. https://arxiv.org/abs/2509.04919

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