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Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

We give highly efficient algorithms, and almost matching lower bounds, for a range of basic statistical problems that involve testing and estimating the L_1 distance between two k-modal distributions $p$ and $q$ over the discrete domain…

Data Structures and Algorithms · Computer Science 2011-12-26 Constantinos Daskalakis , Ilias Diakonikolas , Rocco A. Servedio , Gregory Valiant , Paul Valiant

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

We study the problem of testing the covariance matrix of a high-dimensional Gaussian in a robust setting, where the input distribution has been corrupted in Huber's contamination model. Specifically, we are given i.i.d. samples from a…

Machine Learning · Computer Science 2021-01-01 Ilias Diakonikolas , Daniel M. Kane

We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…

Statistics Theory · Mathematics 2020-11-13 Christos Tzamos , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ilias Zadik

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

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…

Data Structures and Algorithms · Computer Science 2021-01-05 Mark Bun , Gautam Kamath , Thomas Steinke , Zhiwei Steven Wu

We initiate the study of distribution testing under \emph{user-level} local differential privacy, where each of $n$ users contributes $m$ samples from the unknown underlying distribution. This setting, albeit very natural, is significantly…

Data Structures and Algorithms · Computer Science 2025-10-22 Clément L. Canonne , Abigail Gentle , Vikrant Singhal

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

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

Inspired by the works of Goldreich and Ron (J. ACM, 2017) and Nakar and Ron (ICALP, 2021), we initiate the study of property testing in dynamic environments with arbitrary topologies. Our focus is on the simplest non-trivial rule that can…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-22 Augusto Modanese , Yuichi Yoshida

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

The hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a…

Statistics Theory · Mathematics 2013-12-23 Charles Fefferman , Sanjoy Mitter , Hariharan Narayanan

Motivated by the question of data quantization and "binning," we revisit the problem of identity testing of discrete probability distributions. Identity testing (a.k.a. one-sample testing), a fundamental and by now well-understood problem…

Data Structures and Algorithms · Computer Science 2020-04-28 Clément L. Canonne , Karl Wimmer

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala

We investigate the problem of identity testing for multidimensional histogram distributions. A distribution $p: D \rightarrow \mathbb{R}_+$, where $D \subseteq \mathbb{R}^d$, is called a $k$-histogram if there exists a partition of the…

Data Structures and Algorithms · Computer Science 2019-02-20 Ilias Diakonikolas , Daniel M. Kane , John Peebles

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

Machine Learning · Statistics 2022-05-17 Jie Wang , Yao Xie
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