On Differentially Private Sampling from Gaussian and Product Distributions

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper

Authors

Badih Ghazi, Xiao Hu, Ravi Kumar, Pasin Manurangsi

Abstract

We study the problem, where given a dataset of $n$ i.i.d. samples from an unknown distribution $P$, we seek to generate a sample from a distribution that is close to $P$ in total variation distance, under the constraint of differential privacy. We study the settings where $P$ is a multi-dimensional Gaussian distribution with different assumptions: known covariance, unknown bounded covariance, and unknown unbounded covariance. We present new differentially private sampling algorithms, and show that they achieve near-optimal sample complexity in the first two settings. Moreover, when $P$ is a product distribution on the binary hypercube, we obtain a pure-DP algorithm whereas only an approximate-DP algorithm (with slightly worse sample complexity) was previously known.