Amirreza Zamani

Amirreza Zamani, Sajad Daei, Parastoo Sadeghi et al.

We study sparse locally private channels of the form $M(y\mid x)\propto w(x,y) 1\{y\in S(x)\},$ where the admissible output set $S(x)$ is allowed to depend on the private input $x$ and is assumed to be small. Here, we consider the sparse discrete-Laplace family with kernel $w(x,y)=e^{-λd(x,y)}$ and the sparse Gaussian family with kernel $w(x,y)=e^{-d(x,y)^2/(2σ^2)}$. For both families we give exact characterizations of pure and approximate local differential privacy. For pure $\varepsilon$-local differential privacy, we show that input-dependent sparse supports are obtained when all supports coincide. For $(\varepsilon,δ)$-local differential privacy, we derive exact formulas for the privacy defect in terms of support leakage and excess privacy loss on the overlap region. We then specialize the analysis to radius-truncated sparse discrete-Laplace and radius-truncated sparse Gaussian mechanisms and obtain explicit privacy-sparsity tradeoffs in terms of the support size $s$. In particular, we show that nontrivial approximate local privacy requires a minimum support size, whereas larger supports reduce support leakage but increase distortion. For the Gaussian family, the overlap term exhibits an additional quadratic dependence on the support radius, which implies a sharper tradeoff between privacy and sparsity. These results identify the support cardinality as the intrinsic complexity parameter of the mechanism and yield an optimal design principle: choose the smallest support size that satisfies the target privacy constraint.

Raghav Bongole, Amirreza Zamani, Tobias J. Oechtering et al.

Minimax risk and regret are expectation-based criteria and do not capture rare but consequential failures. To address this concern, we develop a $δ$-explicit minimax-quantile theory for interactive statistical decision making (ISDM). We first provide structural relations between minimax quantiles, lower minimax quantiles, and minimax risk. This includes a quantile-to-expectation conversion and an equivalence between strict and lower minimax quantiles outside a countable set of confidence levels. We then derive two converse tools for ISDM: a high-probability interactive Fano's method and a high-probability interactive Le Cam's method. Then, we show that mutual-information (MI) privacy can be handled in the same framework by restricting the admissible decision class. For coordinatewise Gaussian privatization, we derive a two-point template that isolates the privacy-induced variance inflation. We instantiate this template for Gaussian mean estimation, and use the same two-point strategy directly for two-armed Gaussian bandits. We then derive a minimax quantile lower bound for the $K$-armed Gaussian bandit problem, showing that the interactive Fano method captures the exploration cost over multiple possible best arms. The resulting lower bounds are explicit in the confidence level $δ$ and in the privacy budget for the private problems. They yield $\log(1/δ)/n$ scaling for squared-error Gaussian mean estimation, $\sqrt{T\log(1/δ)}$ scaling for two-armed bounded-mean Gaussian bandits, and $\sqrt{KT\log(1/δ)}$-type scaling for the $K$-armed bandits, with privacy appearing through a Gaussian variance-inflation factor for the private problems.

Raghav Bongole, Amirreza Zamani, Tobias J. Oechtering et al.

Minimax risk and regret focus on expectation, missing rare failures critical in safety-critical bandits and reinforcement learning. Minimax quantiles capture these tails. Three strands of prior work motivate this study: minimax-quantile bounds restricted to non-interactive estimation; unified interactive analyses that focus on expected risk rather than risk level specific quantile bounds; and high-probability bandit bounds that still lack a quantile-specific toolkit for general interactive protocols. To close this gap, within the interactive statistical decision making framework, we develop high-probability Fano and Le Cam tools and derive risk level explicit minimax-quantile bounds, including a quantile-to-expectation conversion and a tight link between strict and lower minimax quantiles. Instantiating these results for the two-armed Gaussian bandit immediately recovers optimal-rate bounds.