NDIS lemma computes closed-form hockey-stick divergence δ(ε) between arbitrary multivariate Gaussians and is applied to obtain tighter privacy for random projection.
The algorithmic foundations of differential privacy,
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The Normal Distributions Indistinguishability Spectrum and its Application to Privacy-Preserving Machine Learning
NDIS lemma computes closed-form hockey-stick divergence δ(ε) between arbitrary multivariate Gaussians and is applied to obtain tighter privacy for random projection.