Two new DP median estimators achieve sub-Gaussian deviations for unbounded variables without moments; DP mean estimators under heavy tails show strictly worse deviations than non-private versions.
Privacy-preserving statistical estimati on with optimal conver- gence rates
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Differentially private sub-Gaussian location estimators
Two new DP median estimators achieve sub-Gaussian deviations for unbounded variables without moments; DP mean estimators under heavy tails show strictly worse deviations than non-private versions.