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arXiv 1009.5397cs.DSmath.PRmath.STstat.TH
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离散分布的封闭性检验

Testing Closeness of Discrete Distributions

Tugkan Batu, Lance Fortnow, Ronitt Rubinfeld, Warren D. Smith, Patrick White

摘要:

给定来自$n$ -元素集上的两个分布的样本,我们希望测试这些分布在统计上是否接近。我们提出了一种算法,它使用次线性的$n$,具体来说,$O(n^{2/3}ε^{-8/3}\log n)$,独立的样本从每个分布,运行在时间线性的样本大小,使没有假设的结构的分布,并区分的情况下,分布之间的距离是小的(小于$\max\{ε^{4/3}n^{-1/3}/32, εn^{-1/2}/4\}$)或大(大于$ε$)在$\ell_1$距离。这个结果可以与Valiant给出的这个问题的$Ω(n^{2/3}ε^{-2/3})$的下界进行比较。我们的算法有应用程序的问题,测试是否一个给定的马尔可夫过程是快速混合。我们也提出了这个问题的几个变种的次线性。

英文摘要:

Given samples from two distributions over an $n$-element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in $n$, specifically, $O(n^{2/3}ε^{-8/3}\log n)$, independent samples from each distribution, runs in time linear in the sample size, makes no assumptions about the structure of the distributions, and distinguishes the cases when the distance between the distributions is small (less than $\max\{ε^{4/3}n^{-1/3}/32, εn^{-1/2}/4\}$) or large (more than $ε$) in $\ell_1$ distance. This result can be compared to the lower bound of $Ω(n^{2/3}ε^{-2/3})$ for this problem given by Valiant. Our algorithm has applications to the problem of testing whether a given Markov process is rapidly mixing. We present sublinear for several variants of this problem as well.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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