Related papers: Optimal Identity Testing with High Probability
We consider the problem of testing whether an unknown and arbitrary set $S \subseteq \mathbb{R}^n$ (given as a black-box membership oracle) is convex, versus $\varepsilon$-far from every convex set, under the standard Gaussian distribution.…
We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…
This paper considers the asymptotic power of likelihood ratio test (LRT) for the identity test when the dimension p is large compared to the sample size n. The asymptotic distribution of LRT under alternatives is given and an explicit…
Recent years have witnessed the success of adaptive (or unified) approaches in estimating symmetric properties of discrete distributions, where one first obtains a distribution estimator independent of the target property, and then plugs…
The 1-identification problem is a fundamental pure-exploration problem in multi-armed bandits. An agent aims to determine whether there exists an arm whose mean reward exceeds a known threshold $\mu_0$, or to output \textsf{None} otherwise.…
A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently…
The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…
We provide a differentially private algorithm for hypothesis selection. Given samples from an unknown probability distribution $P$ and a set of $m$ probability distributions $\mathcal{H}$, the goal is to output, in a…
We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…
Suppose a customer is faced with a sequence of fluctuating prices, such as for airfare or a product sold by a large online retailer. Given distributional information about what price they might face each day, how should they choose when to…
Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can properly control the type I error when…
In the problem of high-dimensional convexity testing, there is an unknown set $S \subseteq \mathbb{R}^n$ which is promised to be either convex or $\varepsilon$-far from every convex body with respect to the standard multivariate normal…
A key concept of quantum information theory is that accessing information encoded in a quantum system requires us to discriminate between several possible states the system could be in. A natural generalization of this problem, namely,…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional relationship between the dimension (say, $p$) and the sample size (say,…
We study the problem of testing identity of a collection of unknown quantum states given sample access to this collection, each state appearing with some known probability. We show that for a collection of $d$-dimensional quantum states of…
We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…
We initiate the study of hypothesis selection under local differential privacy. Given samples from an unknown probability distribution $p$ and a set of $k$ probability distributions $\mathcal{Q}$, we aim to output, under the constraints of…
Quantum-optimal discrimination between one and two closely separated light sources can be achieved by ideal spatial-mode demultiplexing, simply monitoring whether a photon is detected in a single antisymmetric mode. However, we show that…
This paper proposes an easy-to-compute upper bound for the overlap index between two probability distributions without requiring any knowledge of the distribution models. The computation of our bound is time-efficient and memory-efficient…
We consider the following basic learning task: given independent draws from an unknown distribution over a discrete support, output an approximation of the distribution that is as accurate as possible in $\ell_1$ distance (i.e. total…