Unified Lower Bounds for Interactive High-dimensional Estimation under Information Constraints

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper Supplemental

Authors

Jayadev Acharya, Clément L Canonne, Ziteng Sun, Himanshu Tyagi

Abstract

We consider distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework enabling us to derive a variety of (tight) minimax lower bounds for different parametric families of distributions, both continuous and discrete, under any $\ell_p$ loss. Our lower bound framework is versatile and yields “plug-and-play” bounds that are widely applicable to a large range of estimation problems, and, for the prototypical case of the Gaussian family, circumvents limitations of previous techniques. In particular, our approach recovers bounds obtained using data processing inequalities and Cramér–Rao bounds, two other alternative approaches for proving lower bounds in our setting of interest. Further, for the families considered, we complement our lower bounds with matching upper bounds.