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math.ST2021
A comment and erratum on "Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?"
Maxime Cauchois, Alnur Ali, John Duchi
We identify and correct an error in the paper "Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?" This correction allows new guarantees on the excess…
math.ST2014★ 49 cited
Privacy and Statistical Risk: Formalisms and Minimax Bounds
Rina Foygel Barber, John C. Duchi
We explore and compare a variety of definitions for privacy and disclosure limitation in statistical estimation and data analysis, including (approximate) differential privacy, tes…