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Revision #1 to TR16-194 | 1st August 2020 01:31

#### The Optimality of Correlated Sampling

Revision #1
Accepted on: 1st August 2020 01:31
Keywords:

Abstract:

In the "correlated sampling" problem, two players are given probability measures $P$ and $Q$ respectively,
over the same measurable space and access to shared randomness. Without any interaction, the two players are each required to output an element sampled according to their respective measures, while trying to minimize the
probability that their outputs disagree. A well-known strategy due to Kleinberg & Tardos and Holenstein, with a close variant (for a similar problem) due to Broder, solves this task with disagreement probability at most $2 \delta/(1+\delta)$, where $\delta$ is the total variation distance between $P$ and $Q$. This strategy has been used in several different contexts including sketching algorithms, approximation algorithms based on rounding linear programming relaxations, the study of parallel repetition and cryptography.

In this paper, we give a surprisingly simple proof that this strategy is in fact tight. Specifically, for every $\delta \in (0,1)$, we show that any correlated sampling strategy should have disagreement probability at least $2\delta/(1+\delta)$. This partially answers a recent question of Rivest.

Our proof is based on studying a new problem that we call "constrained agreement". Here, the two players are given subsets $A \subseteq [n]$ and $B \subseteq [n]$ respectively and their goal is to output an element $i \in A$ and $j \in B$ respectively while minimizing the probability that $i \neq j$. We prove tight bounds for this question, which in turn imply tight bounds for correlated sampling. Though we settle basic questions about the two problems, our formulation leads to more fine-grained questions that remain open.

Changes to previous version:

Improved presentation based on feedback from anonymous reviewers.

### Paper:

TR16-194 | 4th December 2016 01:03

#### The Optimality of Correlated Sampling

TR16-194
Publication: 4th December 2016 01:50
Keywords:

Abstract:

In the "correlated sampling" problem, two players, say Alice and Bob, are given two distributions, say $P$ and $Q$ respectively, over the same universe and access to shared randomness. The two players are required to output two elements, without any interaction, sampled according to their respective distributions, while trying to minimize the probability that their outputs disagree. A well-known protocol due to Holenstein, with close variants (for similar problems) due to Broder, and to Kleinberg and Tardos, solves this task with disagreement probability at most $2 \delta/(1+\delta)$, where $\delta$ is the total variation distance between $P$ and $Q$. This protocol has been used in several different contexts including sketching algorithms, approximation algorithms based on rounding linear programming relaxations, the study of parallel repetition and cryptography.

In this note, we give a surprisingly simple proof that this protocol is in fact tight. Specifically, for every $\delta \in (0,1)$, we show that any correlated sampling scheme should have disagreement probability at least $2\delta/(1+\delta)$. This partially answers a recent question of Rivest.

Our proof is based on studying a new problem we call "constrained agreement". Here, Alice is given a subset $A \subseteq [n]$ and is required to output an element $i \in A$, Bob is given a subset $B \subseteq [n]$ and is required to output an element $j \in B$, and the goal is to minimize the probability that $i \neq j$. We prove tight bounds on this question, which turn out to imply tight bounds for correlated sampling. Though we settle basic questions about the two problems, our formulation also leads to several questions that remain open.

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