We consider the problem of estimating a $p$ -dimensional vector $\beta$ from $n$ observations $Y=X\beta+W$ , where $\beta_{j}\mathop{\sim}^{\mathrm{i.i.d}.}\pi$ for a real-valued distribution $\pi$ with zero mean and unit variance’ $X_{ij}\mathop{\sim}^{\mathrm{i.i.d}.}\mathcal{N}(0,1)$ , and $W_{i}\mathop{\sim}^{\mathrm{i.i.d}.}\mathcal{N}(0,\ \sigma^{2})$ . In the asymptotic regime where $n/p\rightarrow\delta$ and $p/\sigma^{2}\rightarrow$ snr for two fixed constants $\delta,\ \mathsf{snr}\in(0,\ \infty)$ as $p\rightarrow\infty$ , the limiting (normalized) minimum mean-squared error (MMSE) has been characterized by a single-letter (additive Gaussian scalar) channel. In this paper, we show that if the MMSE function of the single-letter channel converges to a step function, then the limiting MMSE of estimating $\beta$ converges to a step function which jumps from 1 to 0 at a critical threshold. Moreover, we establish that the limiting mean-squared error of the (MSE-optimal) approximate message passing algorithm also converges to a step function with a larger threshold, providing evidence for the presence of a computational-statistical gap between the two thresholds.
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This content will become publicly available on July 21, 2025
Private Vector Mean Estimation in the Shuffle Model: Optimal Rates Require Many Messages
We study the problem of private vector mean estimation in the shuffle model of privacy where n users each have a unit vector v^{(i)} in R^d. We propose a new multi-message protocol that achieves the optimal error using O~(min(n*epsilon^2, d)) messages per user. Moreover, we show that any (unbiased) protocol that achieves optimal error requires each user to send Omega(min(n*epsilon^2,d)/log(n)) messages, demonstrating the optimality of our message complexity up to logarithmic factors.
Additionally, we study the single-message setting and design a protocol that achieves mean squared error O(dn^{d/(d+2)} * epsilon^{-4/(d+2)}). Moreover, we show that any single-message protocol must incur mean squared error Omega(dn^{d/(d+2)}), showing that our protocol is optimal in the standard setting where epsilon = Theta(1). Finally, we study robustness to malicious users and show that malicious users can incur large additive error with a single shuffler.
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- Award ID(s):
- 2311649
- PAR ID:
- 10542750
- Publisher / Repository:
- Proceedings of Machine Learning Research
- Date Published:
- Volume:
- 235
- Page Range / eLocation ID:
- 1945-1970
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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