Thibault Randrianarisoa

Adaptive Confidence Sets for Nonparametric Density Estimation under Local Differential Privacy

In nonparametric density estimation without privacy constraints, it is known that a confidence set whose coverage holds uniformly over a `rough'class of regularity $r\geq0$ can simultaneously attain, in $L^2$-diameter, the minimax rate over a smaller, smoother class of regularity $s>r$ if and only if $s \le 2r$. We stu...