Related papers: Sample-based distance-approximation for subsequenc…
We consider the following basic inference problem: there is an unknown high-dimensional vector $w \in \mathbb{R}^n$, and an algorithm is given access to labeled pairs $(x,y)$ where $x \in \mathbb{R}^n$ is a measurement and $y = w \cdot x +…
We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…
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…
The $L^k$-Wasserstein distance $\mathbb{W}_k (k\ge 1)$ and the probability distance $\mathbb{W}_\psi$ induced by a concave function $\psi$, are estimated between different diffusion processes with singular coefficients. As applications, the…
Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…
The distance from calibration, introduced by B{\l}asiok, Gopalan, Hu, and Nakkiran (STOC 2023), has recently emerged as a central measure of miscalibration for probabilistic predictors. We study the fundamental problems of computing and…
We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…
Given two distributions $\mathcal{P}$ and $\mathcal{Q}$ over a high-dimensional domain $\{0,1\}^n$, and a parameter $\varepsilon$, the goal of distance estimation is to determine the statistical distance between $\mathcal{P}$ and…
We study the problem of closeness testing for continuous distributions and its implications for causal discovery. Specifically, we analyze the sample complexity of distinguishing whether two multidimensional continuous distributions are…
Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…
In threshold-based anomaly detection, we want to tune the threshold of a detector to achieve an acceptable false alarm rate. However, tuning the threshold is often a non-trivial task due to unknown detector output distributions. A detector…
We study properties of a sample covariance estimate $\widehat \Sigma$ given a finite sample of $n$ i.i.d. centered random elements in $\R^d$ with the covariance matrix $\Sigma$. We derive dimension-free bounds on the squared Frobenius norm…
Sampling algorithms play an important role in controlling the quality and runtime of diffusion model inference. In recent years, a number of works~\cite{chen2023sampling,chen2023ode,benton2023error,lee2022convergence} have proposed schemes…
Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…
We study the fundamental problem of sampling independent events, called subset sampling. Specifically, consider a set of $n$ events $S=\{x_1, \ldots, x_n\}$, where each event $x_i$ has an associated probability $p(x_i)$. The subset sampling…
Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…
Trace distance and infidelity (induced by square root fidelity), as basic measures of the closeness of quantum states, are commonly used in quantum state discrimination, certification, and tomography. However, the sample complexity for…
Given samples from two distributions over an $n$-element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in $n$, specifically, $O(n^{2/3}\epsilon^{-8/3}\log n)$,…
In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…
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…