arXiv subjects

Shahab Asoodeh

Publications and source records attributed to Shahab Asoodeh.

At least 19 recordsLinked to original sources

arXiv2026

Local and Global Contraction Principles for MCMC Mixing

We develop a contraction-based framework for proving mixing-time bounds for Markov chain Monte Carlo algorithms. The framework is built around global and local contraction coefficients of Markov kernels under the $\mathsf E_\gamma$-divergence with $\gamma\ge1$. For projected Langevin Monte Carlo on a compact convex domain, we show that Gaussian smoothing yields an explicit global contraction coefficient for the $\mathsf E_\gamma$-divergence. This gives a direct proof of exponential convergence to the discretized stationary distribution for general smooth, possibly non-convex potentials. The rate is explicit, accommodates arbitrary random-batch sampling schemes, and yields convergence guarantees for several divergences, including KL, $\chi^2$, and R\'enyi divergences. For independent Metropolis--Hastings with target $\pi$, proposal $q$, and unbounded importance weight $w=d\pi/dq$, global contraction coefficients are typically trivial. We therefore introduce a local contraction coefficient on the core $C_R=\{w\le R\}$ and prove that it controls the rejection profile on the core. This yields warm-start convergence bounds governed by the local contraction coefficient and the tail profile $H_R=\pi(w>R)$, recovering sharp existing moment-based convergence rates when $\mathbb E_q[w^p]<\infty$ for some $p>1$, while remaining effective in heavy-tailed regimes where no finite moment of order $p>1$ exists.

cs.IT↗

arXiv2026

Breaking the Finite-Sample Barrier in Entropy Coupling

Dependence among marginally constrained observations can break a finite-sample barrier. To formalize this phenomenon, we introduce the \emph{minimum list entropy coupling} $H(P\|Q_1,\dots,Q_m)$, the minimum conditional entropy $H(X|Y_1,\dots,Y_m)$ over all joint distributions with prescribed discrete marginals $X\sim P$ and $Y_i\sim Q_i$. Unlike classical formulations based on independent observations, our model allows $Y_1,\dots,Y_m$ to be arbitrarily dependent while keeping each marginal fixed. This enlarged coupling space reveals a sharp dichotomy: independent observations reduce residual uncertainty exponentially, whereas dependent observations can eliminate it exactly after finitely many samples. We characterize this zero-entropy regime through necessary and sufficient conditions and give concrete structural criteria under which it occurs. In particular, under mild support assumptions, zero entropy is achieved with $O(\log(1/P_{\min}))$ observations, where $P_{\min}$ is the minimum nonzero mass of $P$. We also develop a greedy algorithm with monotone approximation guarantees for computing $H(P\|Q_1,\dots,Q_m)$. Finally, we show that the same framework formalizes finite-sample limits in distribution-matching representation learning and randomness extraction, where zero entropy corresponds to exact recovery and exact extraction.

cs.IT↗

arXiv2026

PVRF: All-in-one Adverse Weather Removal via Prior-modulated and Velocity-constrained Rectified Flow

Adverse weather removal (AWR) in real-world images remains challenging due to heterogeneous and unseen degradations, while distortion-driven training often yields overly smooth results. We propose PVRF, a unified framework that integrates zero-shot soft weather perceptions with velocity-constrained rectified-flow refinement. PVRF introduces an AWR-specific question answering module (AWR-QA) that uses frozen vision--language models (VLMs) to estimate soft probabilities of weather types and low-level attribute scores. These perceptions condition restoration networks via attribute-modulated normalization (AMN) and weather-weighted adapters (WWA), producing an anchor estimate for refinement. We then learn a terminal-consistent residual rectified flow with perception-adaptive source perturbation and a terminal-consistent velocity parameterization to stabilize learning near the terminal regime. Extensive experiments show that PVRF improves both fidelity and perceptual quality over state-of-the-art baselines, with strong cross-dataset generalization on single and combined degradations. Code will be released at https://github.com/dongw22/PVRF.

cs.CV↗

arXiv2026

Multi-Marginal Couplings for Metropolis-Hastings

Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the quality of estimates obtained from a Markov chain. Motivated by this, we contribute to the emerging class of coupling-based convergence diagnostic algorithms. Concretely, we study coupling multiple Metropolis-Hastings chains using multi-marginal coupling. We introduce a natural objective for this setting and establish lower and upper bounds by drawing connections to list-level distribution coupling and distributed pairwise-matching problems. This analysis ultimately leads to a shared-randomness Poisson Monte Carlo construction for coupling multiple Markov chains. In this process, we avoid a key dimension-dependent bottleneck in the runtime complexity of classical Poisson Monte Carlo by developing an adaptive rule for updating the point process, yielding significant gains in high-dimensional settings. Experiments on grand couplings of Markov chains show that our methods improve coalescence rates across dimensions, reducing meeting times by up to 50% compared with existing baselines.

stat.CO↗

arXiv2026

Optimality of Staircase Mechanisms for Vector Queries under Differential Privacy

We study the optimal design of additive mechanisms for vector-valued queries under $\epsilon$-differential privacy (DP). Given only the sensitivity of a query and a norm-monotone cost function measuring utility loss, we ask which noise distribution minimizes expected cost among all additive $\epsilon$-DP mechanisms. Using convex rearrangement theory, we show that this infinite-dimensional optimization problem admits a reduction to a one-dimensional compact and convex family of radially symmetric distributions whose extreme points are the staircase distributions. As a consequence, we prove that for any dimension, any norm, and any norm-monotone cost function, there exists an $\epsilon$-DP staircase mechanism that is optimal among all additive mechanisms. This result resolves a conjecture of Geng, Kairouz, Oh, and Viswanath, and provides a geometric explanation for the emergence of staircase mechanisms as extremal solutions in differential privacy.

cs.IT↗

arXiv2025

Optimal Fairness under Local Differential Privacy

We investigate how to optimally design local differential privacy (LDP) mechanisms that reduce data unfairness and thereby improve fairness in downstream classification. We first derive a closed-form optimal mechanism for binary sensitive attributes and then develop a tractable optimization framework that yields the corresponding optimal mechanism for multi-valued attributes. As a theoretical contribution, we establish that for discrimination-accuracy optimal classifiers, reducing data unfairness necessarily leads to lower classification unfairness, thus providing a direct link between privacy-aware pre-processing and classification fairness. Empirically, we demonstrate that our approach consistently outperforms existing LDP mechanisms in reducing data unfairness across diverse datasets and fairness metrics, while maintaining accuracy close to that of non-private models. Moreover, compared with leading pre-processing and post-processing fairness methods, our mechanism achieves a more favorable accuracy-fairness trade-off while simultaneously preserving the privacy of sensitive attributes. Taken together, these results highlight LDP as a principled and effective pre-processing fairness intervention technique.

cs.LG↗

arXiv2025

Locally Optimal Private Sampling: Beyond the Global Minimax

We study the problem of sampling from a distribution under local differential privacy (LDP). Given a private distribution $P \in \mathcal{P}$, the goal is to generate a single sample from a distribution that remains close to $P$ in $f$-divergence while satisfying the constraints of LDP. This task captures the fundamental challenge of producing realistic-looking data under strong privacy guarantees. While prior work by Park et al. (NeurIPS'24) focuses on global minimax-optimality across a class of distributions, we take a local perspective. Specifically, we examine the minimax risk in a neighborhood around a fixed distribution $P_0$, and characterize its exact value, which depends on both $P_0$ and the privacy level. Our main result shows that the local minimax risk is determined by the global minimax risk when the distribution class $\mathcal{P}$ is restricted to a neighborhood around $P_0$. To establish this, we (1) extend previous work from pure LDP to the more general functional LDP framework, and (2) prove that the globally optimal functional LDP sampler yields the optimal local sampler when constrained to distributions near $P_0$. Building on this, we also derive a simple closed-form expression for the locally minimax-optimal samplers which does not depend on the choice of $f$-divergence. We further argue that this local framework naturally models private sampling with public data, where the public data distribution is represented by $P_0$. In this setting, we empirically compare our locally optimal sampler to existing global methods, and demonstrate that it consistently outperforms global minimax samplers.

cs.LG↗

arXiv2025

Optimizing Noise Distributions for Differential Privacy

We propose a unified optimization framework for designing continuous and discrete noise distributions that ensure differential privacy (DP) by minimizing R\'enyi DP, a variant of DP, under a cost constraint. R\'enyi DP has the advantage that by considering different values of the R\'enyi parameter $\alpha$, we can tailor our optimization for any number of compositions. To solve the optimization problem, we reduce it to a finite-dimensional convex formulation and perform preconditioned gradient descent. The resulting noise distributions are then compared to their Gaussian and Laplace counterparts. Numerical results demonstrate that our optimized distributions are consistently better, with significant improvements in $(\varepsilon, \delta)$-DP guarantees in the moderate composition regimes, compared to Gaussian and Laplace distributions with the same variance.

cs.IT↗

arXiv2024

Locally Private Sampling with Public Data

Local differential privacy (LDP) is increasingly employed in privacy-preserving machine learning to protect user data before sharing it with an untrusted aggregator. Most LDP methods assume that users possess only a single data record, which is a significant limitation since users often gather extensive datasets (e.g., images, text, time-series data) and frequently have access to public datasets. To address this limitation, we propose a locally private sampling framework that leverages both the private and public datasets of each user. Specifically, we assume each user has two distributions: $p$ and $q$ that represent their private dataset and the public dataset, respectively. The objective is to design a mechanism that generates a private sample approximating $p$ while simultaneously preserving $q$. We frame this objective as a minimax optimization problem using $f$-divergence as the utility measure. We fully characterize the minimax optimal mechanisms for general $f$-divergences provided that $p$ and $q$ are discrete distributions. Remarkably, we demonstrate that this optimal mechanism is universal across all $f$-divergences. Experiments validate the effectiveness of our minimax optimal sampler compared to the state-of-the-art locally private sampler.

cs.LG↗

arXiv2024

Exactly Minimax-Optimal Locally Differentially Private Sampling

The sampling problem under local differential privacy has recently been studied with potential applications to generative models, but a fundamental analysis of its privacy-utility trade-off (PUT) remains incomplete. In this work, we define the fundamental PUT of private sampling in the minimax sense, using the f-divergence between original and sampling distributions as the utility measure. We characterize the exact PUT for both finite and continuous data spaces under some mild conditions on the data distributions, and propose sampling mechanisms that are universally optimal for all f-divergences. Our numerical experiments demonstrate the superiority of our mechanisms over baselines, in terms of theoretical utilities for finite data space and of empirical utilities for continuous data space.

cs.LG↗

arXiv2024

Differentially Private Fair Binary Classifications

In this work, we investigate binary classification under the constraints of both differential privacy and fairness. We first propose an algorithm based on the decoupling technique for learning a classifier with only fairness guarantee. This algorithm takes in classifiers trained on different demographic groups and generates a single classifier satisfying statistical parity. We then refine this algorithm to incorporate differential privacy. The performance of the final algorithm is rigorously examined in terms of privacy, fairness, and utility guarantees. Empirical evaluations conducted on the Adult and Credit Card datasets illustrate that our algorithm outperforms the state-of-the-art in terms of fairness guarantees, while maintaining the same level of privacy and utility.

cs.LG↗

arXiv2023

Sample-Optimal Locally Private Hypothesis Selection and the Provable Benefits of Interactivity

We study the problem of hypothesis selection under the constraint of local differential privacy. Given a class $\mathcal{F}$ of $k$ distributions and a set of i.i.d. samples from an unknown distribution $h$, the goal of hypothesis selection is to pick a distribution $\hat{f}$ whose total variation distance to $h$ is comparable with the best distribution in $\mathcal{F}$ (with high probability). We devise an $\varepsilon$-locally-differentially-private ($\varepsilon$-LDP) algorithm that uses $\Theta\left(\frac{k}{\alpha^2\min \{\varepsilon^2,1\}}\right)$ samples to guarantee that $d_{TV}(h,\hat{f})\leq \alpha + 9 \min_{f\in \mathcal{F}}d_{TV}(h,f)$ with high probability. This sample complexity is optimal for $\varepsilon<1$, matching the lower bound of Gopi et al. (2020). All previously known algorithms for this problem required $\Omega\left(\frac{k\log k}{\alpha^2\min \{ \varepsilon^2 ,1\}} \right)$ samples to work. Moreover, our result demonstrates the power of interaction for $\varepsilon$-LDP hypothesis selection. Namely, it breaks the known lower bound of $\Omega\left(\frac{k\log k}{\alpha^2\min \{ \varepsilon^2 ,1\}} \right)$ for the sample complexity of non-interactive hypothesis selection. Our algorithm breaks this barrier using only $\Theta(\log \log k)$ rounds of interaction. To prove our results, we define the notion of \emph{critical queries} for a Statistical Query Algorithm (SQA) which may be of independent interest. Informally, an SQA is said to use a small number of critical queries if its success relies on the accuracy of only a small number of queries it asks. We then design an LDP algorithm that uses a smaller number of critical queries.

stat.ML↗

arXiv2023

Privacy Loss of Noisy Stochastic Gradient Descent Might Converge Even for Non-Convex Losses

The Noisy-SGD algorithm is widely used for privately training machine learning models. Traditional privacy analyses of this algorithm assume that the internal state is publicly revealed, resulting in privacy loss bounds that increase indefinitely with the number of iterations. However, recent findings have shown that if the internal state remains hidden, then the privacy loss might remain bounded. Nevertheless, this remarkable result heavily relies on the assumption of (strong) convexity of the loss function. It remains an important open problem to further relax this condition while proving similar convergent upper bounds on the privacy loss. In this work, we address this problem for DP-SGD, a popular variant of Noisy-SGD that incorporates gradient clipping to limit the impact of individual samples on the training process. Our findings demonstrate that the privacy loss of projected DP-SGD converges exponentially fast, without requiring convexity or smoothness assumptions on the loss function. In addition, we analyze the privacy loss of regularized (unprojected) DP-SGD. To obtain these results, we directly analyze the hockey-stick divergence between coupled stochastic processes by relying on non-linear data processing inequalities.

cs.LG↗

arXiv2023

The Cardinality Bound on the Information Bottleneck Representations is Tight

The information bottleneck (IB) method aims to find compressed representations of a variable $X$ that retain the most relevant information about a target variable $Y$. We show that for a wide family of distributions -- namely, when $Y$ is generated by $X$ through a Hamming channel, under mild conditions -- the optimal IB representations require an alphabet strictly larger than that of $X$. This implies that, despite several recent works, the cardinality bound first identified by Witsenhausen and Wyner in 1975 is tight. At the core of our finding is the observation that the IB function in this setting is not strictly concave, similar to the deterministic case, even though the joint distribution of $X$ and $Y$ is of full support. Finally, we provide a complete characterization of the IB function, as well as of the optimal representations for the Hamming case.

cs.IT↗

arXiv2023

Contraction of $E_γ$-Divergence and Its Applications to Privacy

We investigate the contraction coefficients derived from strong data processing inequalities for the $E_γ$-divergence. By generalizing the celebrated Dobrushin's coefficient from total variation distance to $E_γ$-divergence, we derive a closed-form expression for the contraction of $E_γ$-divergence. This result has fundamental consequences in two privacy settings. First, it implies that local differential privacy can be equivalently expressed in terms of the contraction of $E_γ$-divergence. This equivalent formula can be used to precisely quantify the impact of local privacy in (Bayesian and minimax) estimation and hypothesis testing problems in terms of the reduction of effective sample size. Second, it leads to a new information-theoretic technique for analyzing privacy guarantees of online algorithms. In this technique, we view such algorithms as a composition of amplitude-constrained Gaussian channels and then relate their contraction coefficients under $E_γ$-divergence to the overall differential privacy guarantees. As an example, we apply our technique to derive the differential privacy parameters of gradient descent. Moreover, we also show that this framework can be tailored to batch learning algorithms that can be implemented with one pass over the training dataset.

cs.IT↗

arXiv2022

Contraction of Locally Differentially Private Mechanisms

We investigate the contraction properties of locally differentially private mechanisms. More specifically, we derive tight upper bounds on the divergence between $PK$ and $QK$ output distributions of an $\epsilon$-LDP mechanism $K$ in terms of a divergence between the corresponding input distributions $P$ and $Q$, respectively. Our first main technical result presents a sharp upper bound on the $\chi^2$-divergence $\chi^2(PK}\|QK)$ in terms of $\chi^2(P\|Q)$ and $\varepsilon$. We also show that the same result holds for a large family of divergences, including KL-divergence and squared Hellinger distance. The second main technical result gives an upper bound on $\chi^2(PK\|QK)$ in terms of total variation distance $\mathsf{TV}(P, Q)$ and $\epsilon$. We then utilize these bounds to establish locally private versions of the van Trees inequality, Le Cam's, Assouad's, and the mutual information methods, which are powerful tools for bounding minimax estimation risks. These results are shown to lead to better privacy analyses than the state-of-the-arts in several statistical problems such as entropy and discrete distribution estimation, non-parametric density estimation, and hypothesis testing.

cs.IT↗

arXiv2022

The Saddle-Point Accountant for Differential Privacy

We introduce a new differential privacy (DP) accountant called the saddle-point accountant (SPA). SPA approximates privacy guarantees for the composition of DP mechanisms in an accurate and fast manner. Our approach is inspired by the saddle-point method -- a ubiquitous numerical technique in statistics. We prove rigorous performance guarantees by deriving upper and lower bounds for the approximation error offered by SPA. The crux of SPA is a combination of large-deviation methods with central limit theorems, which we derive via exponentially tilting the privacy loss random variables corresponding to the DP mechanisms. One key advantage of SPA is that it runs in constant time for the $n$-fold composition of a privacy mechanism. Numerical experiments demonstrate that SPA achieves comparable accuracy to state-of-the-art accounting methods with a faster runtime.

cs.CR↗

arXiv2022

Cactus Mechanisms: Optimal Differential Privacy Mechanisms in the Large-Composition Regime

Most differential privacy mechanisms are applied (i.e., composed) numerous times on sensitive data. We study the design of optimal differential privacy mechanisms in the limit of a large number of compositions. As a consequence of the law of large numbers, in this regime the best privacy mechanism is the one that minimizes the Kullback-Leibler divergence between the conditional output distributions of the mechanism given two different inputs. We formulate an optimization problem to minimize this divergence subject to a cost constraint on the noise. We first prove that additive mechanisms are optimal. Since the optimization problem is infinite dimensional, it cannot be solved directly; nevertheless, we quantize the problem to derive near-optimal additive mechanisms that we call "cactus mechanisms" due to their shape. We show that our quantization approach can be arbitrarily close to an optimal mechanism. Surprisingly, for quadratic cost, the Gaussian mechanism is strictly sub-optimal compared to this cactus mechanism. Finally, we provide numerical results which indicate that cactus mechanism outperforms the Gaussian mechanism for a finite number of compositions.

cs.CR↗