A Private Approximation of the 2nd-Moment Matrix of Any Subsamplable Input
Published in NeurIPS 2025
We present a zCDP-compliant recursive algorithm for differentially private second-moment estimation that exploits subsamplability assumptions to achieve practical spectral accuracy on worst-case data and remain robust to outliers.
Recommended citation: Mahpud, Bar; Sheffet, Or. (2025). "A Private Approximation of the 2nd-Moment Matrix of Any Subsamplable Input." NeurIPS 2025.
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