New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemma

We prove new lower bounds for statistical estimation tasks under the constraint of -differential privacy. First, we provide tight lower bounds for private covariance estimation of Gaussian distributions. We show that estimating the covariance matrix in Frobenius norm requires samples, and in spectral norm requires samples, both matching upper bounds up to logarithmic factors. The latter bound verifies the existence of a conjectured statistical gap between the private and the non-private sample complexities for spectral estimation of Gaussian covariances. We prove these bounds via our main technical contribution, a broad generalization of the fingerprinting method to exponential families. Additionally, using the private Assouad method of Acharya, Sun, and Zhang, we show a tight lower bound for estimating the mean of a distribution with bounded covariance to -error in -distance. Prior known lower bounds for all these problems were either polynomially weaker or held under the stricter condition of -differential privacy.
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