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 mixture distribution


Mind the Gap: Mixtures of Gaussians in Approximate Differential Privacy

arXiv.org Machine Learning

We design a class of additive noise mechanisms that satisfy \((\varepsilon, ฮด)\)-differential privacy (DP) for scalar, real-valued query functions with known sensitivities, with a particular focus on moderate and low-privacy regimes. These mechanisms, which we call \textit{mixture mechanisms}, are constructed by mixing multiple Gaussian distributions that share the same variance but differ in their means and mixture weights. The resulting distributions can be interpreted as convex combinations of a zero-mean Gaussian (as used in the analytic Gaussian mechanism) and additional Gaussians whose means depend on the sensitivity of the query function. We derive tight conditions on the variances required for \((\varepsilon, ฮด)\)-DP and provide efficient algorithms to compute them. Compared to the analytic Gaussian mechanism, our mechanisms yield substantially lower expected noise amplitudes (\(l_1\)-loss) and variances (\(l_2\)-loss for zero-mean distributions). In the low-privacy regime that motivates our design, our mechanisms approach optimality, mitigating nearly all of the optimality gap of the analytic Gaussian mechanism.


Estimating Mixture Distributions via Stochastic Mirror Descent

arXiv.org Machine Learning

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M $-component mixture distributions, we propose a family of estimators derived from the stochastic mirror descent (SMD) algorithm. This optimization-based approach provides a principled and flexible framework that generalizes traditional estimators and proposes a variety of novel estimators through the choice of Bregman divergences. A key advantage of our method is that it scales efficiently with the number of candidate components $ f_i $; that is, one can employ a large set of basis distributions in the mixture model without incurring significant computational overhead. This enables richer approximations and improved estimation accuracy. Moreover, in the case of categorical distribution (discrete outcomes) our estimators do not require a strict lower bound, in other words our framework does not require the precise knowledge of the support of the distribution. We demonstrate that, under mild conditions, the proposed $ ฯ†$-SMD estimators achieve near-optimal convergence rates in both Kullback-Leibler (KL) divergence and $ \ell_2 $-norm and offer practical benefits when computation is expensive. Our numerical analysis highlights improved performance guaranties over classical estimators, particularly in terms of sample efficiency and scalability.



Expressive probabilistic sampling in recurrent neural networks

Neural Information Processing Systems

In sampling-based Bayesian models of brain function, neural activities are assumed to be samples from probability distributions that the brain uses for probabilistic computation. However, a comprehensive understanding of how mechanistic models of neural dynamics can sample from arbitrary distributions is still lacking. We use tools from functional analysis and stochastic differential equations to explore the minimum architectural requirements for recurrent neural circuits to sample from complex distributions. We first consider the traditional sampling model consisting of a network of neurons whose outputs directly represent the samples (sampler-only network). We argue that synaptic current and firing-rate dynamics in the traditional model have limited capacity to sample from a complex probability distribution. We show that the firing rate dynamics of a recurrent neural circuit with a separate set of output units can sample from an arbitrary probability distribution. We call such circuits reservoir-sampler networks (RSNs). We propose an efficient training procedure based on denoising score matching that finds recurrent and output weights such that the RSN implements Langevin sampling. We empirically demonstrate our model's ability to sample from several complex data distributions using the proposed neural dynamics and discuss its applicability to developing the next generation of sampling-based Bayesian brain models.


A Proofs

Neural Information Processing Systems

Section A.1 presents the lemmas used to prove the main results. Section A.2 presents the main results The first two inequalities are owing to the triangle inequality, and the third inequality is due to the definition of L-divergence Eq.(5). We complete the proof by applying Lemma A.1 to bound F ollowing the conditions of Theorem 4.1, the upper bound of null V arnull null D Based on the conditions of Theorem 4.1, we assume We complete the proof by applying Lemma A.3 and Lemma A.4 to bound the Rademacher Following the proof of Theorem 4.1, we have |D F ollowing the conditions of Proposition 4.3, as N, we have, null D Based on the result on Proposition 4.3, for any ฮด (0, 1), we know that 4LB ( 2 D ln 2 + 1)null We complete the proof by applying the triangle inequality. III: Samples from p and q are labeled with 0 and 1, respectively. All values are averaged over five trials.