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arXiv 1708.00002cs.DScs.ITcs.LGmath.ITmath.STstat.TH
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哪些分布距离是次线性可测的?

Which Distribution Distances are Sublinearly Testable?

EECS & CSAIL, MIT(麻省理工学院电气工程与计算机科学系及计算机科学与人工智能实验室);Microsoft Research New England(微软新英格兰研究院);Physics, MIT(麻省理工学院物理系)

Constantinos Daskalakis, Gautam Kamath, John Wright

摘要:

给定来自未知分布$p$的样本和分布$q$的描述,$p$和$q$是接近还是远离?在测试$p$和$q$在总变异距离上是否相等或远的情况下,“同一性测试”的问题已经受到了显著的关注。然而,在最近的工作中,以下问题对于解决分布测试前沿的问题至关重要:-替代距离:我们可以测试$p$和$q$是否在其他距离上很远,Hellinger说?- 容差:当$p$和$q$接近而不是相等时,我们可以测试吗?如果是的话,距离有多远?基于这些问题,我们描述了各种距离下分布检验的复杂性,包括全变差、$\ell_2$、Hellinger、Kullback-Leibler和$χ^2$。对于每对距离$d_1$和$d_2$,我们研究了如果$p$和$q$在$d_1$中接近而在$d_2$中远离,则测试的复杂性,重点在于识别哪些问题允许强次线性测试器(即,对于某些$γ> 0$具有复杂度$O(n^{1 - γ})$的那些,其中$n$是分布$p$和$q$的支持的大小)。我们为每种情况提供匹配的上限和下限。我们还在只有$q$样本(等效性试验)的情况下研究了这些问题,在何时可以达到耐受性方面与同一性试验存在定性差异。我们的算法属于$χ^2$ -统计的经典范例,但需要关键的变化来处理我们考虑的每个距离所带来的挑战。最后,我们调查其他最近的结果,试图作为一个参考的各种分布测试问题的复杂性。

英文摘要:

Given samples from an unknown distribution $p$ and a description of a distribution $q$, are $p$ and $q$ close or far? This question of "identity testing" has received significant attention in the case of testing whether $p$ and $q$ are equal or far in total variation distance. However, in recent work, the following questions have been been critical to solving problems at the frontiers of distribution testing: -Alternative Distances: Can we test whether $p$ and $q$ are far in other distances, say Hellinger? -Tolerance: Can we test when $p$ and $q$ are close, rather than equal? And if so, close in which distances? Motivated by these questions, we characterize the complexity of distribution testing under a variety of distances, including total variation, $\ell_2$, Hellinger, Kullback-Leibler, and $χ^2$. For each pair of distances $d_1$ and $d_2$, we study the complexity of testing if $p$ and $q$ are close in $d_1$ versus far in $d_2$, with a focus on identifying which problems allow strongly sublinear testers (i.e., those with complexity $O(n^{1 - γ})$ for some $γ> 0$ where $n$ is the size of the support of the distributions $p$ and $q$). We provide matching upper and lower bounds for each case. We also study these questions in the case where we only have samples from $q$ (equivalence testing), showing qualitative differences from identity testing in terms of when tolerance can be achieved. Our algorithms fall into the classical paradigm of $χ^2$-statistics, but require crucial changes to handle the challenges introduced by each distance we consider. Finally, we survey other recent results in an attempt to serve as a reference for the complexity of various distribution testing problems.

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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