Amirreza Zamani

h-index28
2papers

2 Papers

24.6ITMay 10
Sparse Discrete Laplace and Gaussian Mechanisms under Local Differential Privacy

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.

ITOct 7, 2025
Risk level dependent Minimax Quantile lower bounds for Interactive Statistical Decision Making

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.