3 papers
math.PR2026
On McDiarmid's Inequality under Dependence via Approximate Tensorization of Entropy
Valentin Roth
We argue that dependent versions of McDiarmid's inequality are a useful but underutilized tool in mathematical statistics, learning theory and theoretical computer science. To make…
cs.LG2026
Matrix Factorization for Practical Continual Mean Estimation Under User-Level Differential Privacy
Nikita P. Kalinin, Ali Najar, Valentin Roth +1
We study continual mean estimation, where data vectors arrive sequentially and the goal is to maintain accurate estimates of the running mean. We address this problem under user-le…
stat.ML2025
Differential privacy with dependent data
Valentin Roth, Marco Avella-Medina
Dependent data underlies many statistical studies in the social and health sciences, which often involve sensitive or private information. Differential privacy (DP) and in particul…