The first paper co-authored with my student Sia Sejer is out! We show how to do continual observation of sketches (and other data structures) with only a constant-factor time overhead relative to the non-private versions.
Rasmus Pagh
A Fast Gaussian Mechanism under Continual Observation, with Applications
Rasmus Pagh, Sia Sejer
http://arxiv.org/abs/2606.11760