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1. The Full Landscape of Robust Mean Testing: Sharp Separations between Oblivious and Adaptive Contamination

   Canonne, Clément L.; Hopkins, Samuel B.; Li, Jerry; Liu, Allen; Narayanan, Shyam (November 2023, 64th Annual IEEE Symposium on Foundations of Computer Science (FOCS))

   We consider the question of Gaussian mean testing, a fundamental task in high-dimensional distribution testing and signal processing, subject to adversarial corruptions of the samples. We focus on the relative power of different adversaries, and show that, in contrast to the common wisdom in robust statistics, there exists a strict separation between adaptive adversaries (strong contamination) and oblivious ones (weak contamination) for this task. Specifically, we resolve both the information-theoretic and computational landscapes for robust mean testing. In the exponential-time setting, we establish the tight sample complexity of testing N(0,I) against N(αv,I), where ∥v∥2=1, with an ε-fraction of adversarial corruptions, to be Θ~(max(d−−√α2,dε3α4,min(d2/3ε2/3α8/3,dεα2))), while the complexity against adaptive adversaries is Θ~(max(d−−√α2,dε2α4)), which is strictly worse for a large range of vanishing ε,α. To the best of our knowledge, ours is the first separation in sample complexity between the strong and weak contamination models. In the polynomial-time setting, we close a gap in the literature by providing a polynomial-time algorithm against adaptive adversaries achieving the above sample complexity Θ~(max(d−−√/α2,dε2/α4)), and a low-degree lower bound (which complements an existing reduction from planted clique) suggesting that all efficient algorithms require this many samples, even in the oblivious-adversary setting. 

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2. On the power of adaptivity in statistical adversaries

   Blanc, G.; Lange, J.; Malik, A.; Tan, L. (January 2022, Conference on Learning Theory (COLT 2022))

   We initiate the study of a fundamental question concerning adversarial noise models in statistical problems where the algorithm receives i.i.d. draws from a distribution D. The definitions of these adversaries specify the {\sl type} of allowable corruptions (noise model) as well as {\sl when} these corruptions can be made (adaptivity); the latter differentiates between oblivious adversaries that can only corrupt the distribution D and adaptive adversaries that can have their corruptions depend on the specific sample S that is drawn from D. We investigate whether oblivious adversaries are effectively equivalent to adaptive adversaries, across all noise models studied in the literature, under a unifying framework that we introduce. Specifically, can the behavior of an algorithm A in the presence of oblivious adversaries always be well-approximated by that of an algorithm A′ in the presence of adaptive adversaries? Our first result shows that this is indeed the case for the broad class of {\sl statistical query} algorithms, under all reasonable noise models. We then show that in the specific case of {\sl additive noise}, this equivalence holds for {\sl all} algorithms. Finally, we map out an approach towards proving this statement in its fullest generality, for all algorithms and under all reasonable noise models. 

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3. Private High-Dimensional Hypothesis Testing

   Narayanan, S. (January 2022, Conference on Learning Theory (COLT 2022))

   We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for d-dimensional Gaussian distributions with known covariance Σ, we can test whether the distribution comes from N(μ∗,Σ) for some fixed μ∗ or from some N(μ,Σ) with total variation distance at least α from N(μ∗,Σ) with (ε,0)-differential privacy, using only O~(d1/2α2+d1/3α4/3⋅ε2/3+1α⋅ε) samples if the algorithm is allowed to be computationally inefficient, and only O~(d1/2α2+d1/4α⋅ε) samples for a computationally efficient algorithm. We also provide a matching lower bound showing that our computationally inefficient algorithm has optimal sample complexity. We also extend our algorithms to various related problems, including mean testing of Gaussians with bounded but unknown covariance, uniformity testing of product distributions over {−1,1}d, and tolerant testing. Our results improve over the previous best work of Canonne et al.~\cite{CanonneKMUZ20} for both computationally efficient and inefficient algorithms, and even our computationally efficient algorithm matches the optimal \emph{non-private} sample complexity of O(d√α2) in many standard parameter settings. In addition, our results show that, surprisingly, private identity testing of d-dimensional Gaussians can be done with fewer samples than private identity testing of discrete distributions over a domain of size d \cite{AcharyaSZ18}, which refutes a conjectured lower bound of~\cite{CanonneKMUZ20}. 

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4. Separating Oblivious and Adaptive Differential Privacy Under Continual Observation

   https://doi.org/10.4230/lipics.forc.2026.22  

   Bun, Mark; Gaboardi, Marco; Wagaman, Connor (January 2026, Schloss Dagstuhl – Leibniz-Zentrum für Informatik)

   Lin, Huijia Rachel (Ed.)

   Abstract: We resolve an open question of Jain, Raskhodnikova, Sivakumar, and Smith (ICML 2023) by exhibiting a problem separating differential privacy under continual observation in the oblivious and adaptive settings. The continual observation (a.k.a. continual release) model formalizes privacy for streaming algorithms, where data is received over time and output is released at each time step. In the oblivious setting, privacy need only hold for data streams fixed in advance; in the adaptive setting, privacy is required even for streams that can be chosen adaptively based on the streaming algorithm’s output. We describe the first explicit separation between the oblivious and adaptive settings. The problem showing this separation is based on the correlated vector queries problem of Bun, Steinke, and Ullman (SODA 2017). Specifically, we present an (ε,0)-DP algorithm for the oblivious setting that remains accurate for exponentially many time steps in the dimension of the input. On the other hand, we show that every (ε,δ)-DP adaptive algorithm fails to be accurate after releasing output for only a constant number of time steps. 

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5. Robustly Learning a Gaussian: Getting Optimal Error, Efficiently

   Diakonikolas, Ilias; Kamath, Ilias; Kane, Daniel M.; Li, Jerry; Moitra, Ankur; Stewart, Alistair (January 2018, Proceedings of the annual ACM-SIAM Symposium on Discrete Algorithms)

   We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise — where an ε-fraction of our samples were chosen by an adversary. We give robust estimators that achieve estimation error O(ε) in the total variation distance, which is optimal up to a universal constant that is independent of the dimension. In the case where just the mean is unknown, our robustness guarantee is optimal up to a factor of and the running time is polynomial in d and 1/ε. When both the mean and covariance are unknown, the running time is polynomial in d and quasipolynomial in 1/ε. Moreover all of our algorithms require only a polynomial number of samples. Our work shows that the same sorts of error guarantees that were established over fifty years ago in the one-dimensional setting can also be achieved by efficient algorithms in high-dimensional settings. 

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