Analysis of a privacy-preserving PCA algorithm using random matrix theory

Lu Wei, Anand D. Sarwate, Jukka Corander, Alfred Hero, Vahid Tarokh

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Scopus citations

Abstract

To generate useful summarization of data while maintaining privacy of sensitive information is a challenging task, especially in the big data era. The privacy-preserving principal component algorithm proposed in [1] is a promising approach when a low rank data summarization is desired. However, the analysis in [1] is limited to the case of a single principal component, which makes use of bounds on the vector-valued Bingham distribution in the unit sphere. By exploring the non-commutative structure of data matrices in the full Stiefel manifold, we extend the analysis to an arbitrary number of principal components. Our results are obtained by analyzing the asymptotic behavior of the matrix-variate Bingham distribution using tools from random matrix theory.

Original languageEnglish (US)
Title of host publication2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1335-1339
Number of pages5
ISBN (Electronic)9781509045457
DOIs
StatePublished - Apr 19 2017
Event2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Washington, United States
Duration: Dec 7 2016Dec 9 2016

Publication series

Name2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Proceedings

Other

Other2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016
Country/TerritoryUnited States
CityWashington
Period12/7/1612/9/16

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Networks and Communications

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