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Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

We give an algorithm for learning a mixture of {\em unstructured} distributions. This problem arises in various unsupervised learning scenarios, for example in learning {\em topic models} from a corpus of documents spanning several topics.…

Machine Learning · Computer Science 2013-09-19 Yuval Rabani , Leonard Schulman , Chaitanya Swamy

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Data Structures and Algorithms · Computer Science 2022-07-26 Shyam Narayanan

We consider the problem of identifying, from statistics, a distribution of discrete random variables $X_1,\ldots,X_n$ that is a mixture of $k$ product distributions. The best previous sample complexity for $n \in O(k)$ was $(1/\zeta)^{O(k^2…

Machine Learning · Computer Science 2023-09-26 Spencer L. Gordon , Erik Jahn , Bijan Mazaheri , Yuval Rabani , Leonard J. Schulman

We consider the situation when a learner faces a set of unknown discrete distributions $(p_k)_{k\in \mathcal K}$ defined over a common alphabet $\mathcal X$, and can build for each distribution $p_k$ an individual high-probability…

Machine Learning · Statistics 2024-07-23 Odalric-Ambrym Maillard , Mohammad Sadegh Talebi

We study the problems of identity and closeness testing of $n$-dimensional product distributions. Prior works by Canonne, Diakonikolas, Kane and Stewart (COLT 2017) and Daskalakis and Pan (COLT 2017) have established tight sample complexity…

Data Structures and Algorithms · Computer Science 2021-05-27 Arnab Bhattacharyya , Sutanu Gayen , Saravanan Kandasamy , N. V. Vinodchandran

Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…

Information Theory · Computer Science 2017-05-08 Georg Böcherer , Bernhard C. Geiger

Probabilistic k-nearest neighbour (PKNN) classification has been introduced to improve the performance of original k-nearest neighbour (KNN) classification algorithm by explicitly modelling uncertainty in the classification of each feature…

Machine Learning · Computer Science 2013-05-07 Ji Won Yoon , Nial Friel

We are interested in testing properties of distributions with systematically mislabeled samples. Our goal is to make decisions about unknown probability distributions, using a sample that has been collected by a confused collector, such as…

Data Structures and Algorithms · Computer Science 2023-11-27 Renato Ferreira Pinto , Nathaniel Harms

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

Systems and Control · Computer Science 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…

Machine Learning · Statistics 2025-09-16 Leonardo V. Santoro , Victor M. Panaretos

We consider the problem of spherical Gaussian Mixture models with $k \geq 3$ components when the components are well separated. A fundamental previous result established that separation of $\Omega(\sqrt{\log k})$ is necessary and sufficient…

Machine Learning · Computer Science 2020-06-22 Jeongyeol Kwon , Constantine Caramanis

In the "correlated sampling" problem, two players are given probability distributions $P$ and $Q$, respectively, over the same finite set, with access to shared randomness. Without any communication, the two players are each required to…

Computational Complexity · Computer Science 2020-11-24 Mohammad Bavarian , Badih Ghazi , Elad Haramaty , Pritish Kamath , Ronald L. Rivest , Madhu Sudan

In this paper, we advocate a novel measure for the purpose of checking the quality of a cluster partition for a sample into several distinct classes, and thus, determine the unknown value for the true number of clusters prevailing the…

Applications · Statistics 2024-04-12 Soumita Modak

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

Sequence classification algorithms, such as SVM, require a definition of distance (similarity) measure between two sequences. A commonly used notion of similarity is the number of matches between $k$-mers ($k$-length subsequences) in the…

Data Structures and Algorithms · Computer Science 2017-12-13 Muhammad Farhan , Juvaria Tariq , Arif Zaman , Mudassir Shabbir , Imdad Ullah Khan

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

Computational Complexity · Computer Science 2016-09-23 Eldar Fischer , Oded Lachish , Yadu Vasudev

We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…

Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$…

Data Structures and Algorithms · Computer Science 2019-04-04 Clément L. Canonne , Gautam Kamath , Audra McMillan , Adam Smith , Jonathan Ullman
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