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We study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with…

Data Structures and Algorithms · Computer Science 2018-07-03 Clément L. Canonne , Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

The effective sample size (ESS) is widely used in sample-based simulation methods for assessing the quality of a Monte Carlo approximation of a given distribution and of related integrals. In this paper, we revisit the approximation of the…

Computation · Statistics 2022-04-14 Víctor Elvira , Luca Martino , Christian P. Robert

Clustering is considered a non-supervised learning setting, in which the goal is to partition a collection of data points into disjoint clusters. Often a bound $k$ on the number of clusters is given or assumed by the practitioner. Many…

Machine Learning · Computer Science 2012-02-01 Nir Ailon , Ron Begleiter

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given $0<\epsilon\leq1$ and a polynomial-time $\alpha$-approximation algorithm for the…

Optimization and Control · Mathematics 2017-11-16 Pascal Halffmann , Stefan Ruzika , Clemens Thielen , David Willems

Stochastic convex optimization is one of the most well-studied models for learning in modern machine learning. Nevertheless, a central fundamental question in this setup remained unresolved: "How many data points must be observed so that…

Machine Learning · Computer Science 2023-11-10 Daniel Carmon , Roi Livni , Amir Yehudayoff

This paper introduces a new way to compact a continuous probability distribution $F$ into a set of representative points called support points. These points are obtained by minimizing the energy distance, a statistical potential measure…

Statistics Theory · Mathematics 2018-09-11 Simon Mak , V. Roshan Joseph

We study the problem of testing identity against a given distribution with a focus on the high confidence regime. More precisely, given samples from an unknown distribution $p$ over $n$ elements, an explicitly given distribution $q$, and…

Data Structures and Algorithms · Computer Science 2019-01-17 Ilias Diakonikolas , Themis Gouleakis , John Peebles , Eric Price

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

We consider the problem of learning a target probability distribution over a set of $N$ binary variables from the knowledge of the expectation values (with this target distribution) of $M$ observables, drawn uniformly at random. The space…

Statistical Mechanics · Physics 2015-09-02 Tomoyuki Obuchi , Simona Cocco , Rémi Monasson

Consider a regression problem where the learner is given a large collection of $d$-dimensional data points, but can only query a small subset of the real-valued labels. How many queries are needed to obtain a $1+\epsilon$ relative error…

Machine Learning · Computer Science 2021-06-29 Xue Chen , Michał Dereziński

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

Le Cam's two-point testing method yields perhaps the simplest lower bound for estimating the mean of a distribution: roughly, if it is impossible to well-distinguish a distribution centered at $\mu$ from the same distribution centered at…

Statistics Theory · Mathematics 2026-01-06 Spencer Compton , Gregory Valiant

Determining an appropriate sample size is a critical element of study design, and the method used to determine it should be consistent with the planned analysis. When the planned analysis involves Bayes factor hypothesis testing, the sample…

Methodology · Statistics 2024-11-14 Samuel Pawel , Leonhard Held

In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…

Statistics Theory · Mathematics 2025-02-06 Barron Han , Danil Akhtiamov , Reza Ghane , Babak Hassibi

The MaxClique problem, finding the largest complete subgraph in an Erd{\"o}s-R{\'e}nyi $G(N,p)$ random graph in the large $N$ limit, is a well-known example of a simple problem for which finding any approximate solution within a factor of…

Data Structures and Algorithms · Computer Science 2023-05-26 Raffaele Marino , Scott Kirkpatrick

We study the problem of supporting queries on a string $S$ of length $n$ within a space bounded by the size $\gamma$ of a string attractor for $S$. Recent works showed that random access on $S$ can be supported in optimal…

Data Structures and Algorithms · Computer Science 2018-12-24 Nicola Prezza

We consider a two-stage stochastic decision problem where the decision-maker has the opportunity to obtain information about the distribution of the random variables $\xi$ that appear in the problem through a set of discrete actions that we…

Optimization and Control · Mathematics 2024-07-16 Zhichao Ma , Youngdae Kim , Jeff Linderoth , James R. Luedtke , Logan R. Matthews

Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This paper gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior…

Methodology · Statistics 2013-02-11 Ryan Martin