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We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…

Data Structures and Algorithms · Computer Science 2017-08-09 Clément L. Canonne , Ilias Diakonikolas , Alistair Stewart

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

In this paper, we present a method for factor analysis of discrete data. This is accomplished by fitting a dependent Poisson model with a factor structure. To be able to analyze ordinal data, we also consider a truncated Poisson…

Methodology · Statistics 2019-03-13 Rolf Larsson

Combining p-values from multiple independent tests is a fundamental task in statistical inference, but presents unique challenges when the p-values are discrete. We extend a recent optimal transport-based framework for combining discrete…

Methodology · Statistics 2025-08-05 Gonzalo Contador , Zheyang Wu

In this short note, we identify and address an error in the proof of Theorem 1.3 in Canonne et al. (2018), a recent breakthrough in conditional independence testing. After correcting the error, we show that the general sample complexity…

Statistics Theory · Mathematics 2022-07-07 Ilmun Kim

In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-of-fit tests using the beta-geometric distribution and the…

Statistics Theory · Mathematics 2020-10-09 Rasmus Erlemann , Bo Henry Lindqvist

In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…

Probability · Mathematics 2019-06-21 Marie Ernst , Gesine Reinert , Yvik Swan

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

Statistics Theory · Mathematics 2016-08-16 Victor H. de la Peña , Rustam Ibragimov , Shaturgun Sharakhmetov

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Probability · Mathematics 2017-04-25 Oliver Johnson

We consider the problem of learning a discrete distribution in the presence of an $\epsilon$ fraction of malicious data sources. Specifically, we consider the setting where there is some underlying distribution, $p$, and each data source…

Machine Learning · Computer Science 2017-11-23 Mingda Qiao , Gregory Valiant

We study the fundamental problems of identity testing (goodness of fit), and closeness testing (two sample test) of distributions over $k$ elements, under differential privacy. While the problems have a long history in statistics, finite…

Machine Learning · Computer Science 2017-11-01 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

We investigate the statistical task of closeness (or equivalence) testing for multidimensional distributions. Specifically, given sample access to two unknown distributions $\mathbf p, \mathbf q$ on $\mathbb R^d$, we want to distinguish…

Data Structures and Algorithms · Computer Science 2023-11-23 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

Statistics Theory · Mathematics 2021-02-26 Steffen Betsch , Bruno Ebner

This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2020-11-18 Yixiang Mao

The paper is devoted to restricted Oppenheim expansion of real numbers ($ROE$),which includes as partial cases already known Engel, Silvester and L\"uroth expansions. We find conditions under which for almost all (with respect to Lebesgue…

Probability · Mathematics 2017-06-20 Liliia Sinelnyk , Grygoriy Torbin

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we consider the…

Statistics Theory · Mathematics 2010-05-05 Andrey Novikov

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

Information Theory · Computer Science 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan