Private Covariance Approximation and Eigenvalue-Gap Bounds for Complex Gaussian Perturbations.

Oren Mangoubi Nisheeth K. Vishnoi

Published in: CoRR (2023)

Keyphrases

covariance matrix
error bounds
covariance matrices
upper bound
approximation methods
maximum likelihood
series expansion
lower bound
multivariate gaussian distribution
linear computational complexity
least squares
high level
worst case
pairwise
average case
face recognition
real world
confidence bounds
data sets