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TR20-140 | 14th September 2020 21:12

Optimal Testing of Discrete Distributions with High Probability


Authors: Ilias Diakonikolas, Themis Gouleakis, Daniel Kane, John Peebles, Eric Price
Publication: 16th September 2020 20:20
Downloads: 128


We study the problem of testing discrete distributions with a focus on the high probability regime.
Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and
parameters $0< \epsilon, \delta <1$, we want to distinguish {\em with probability at least $1-\delta$}
whether these distributions satisfy $\mathcal{P}$ or are $\epsilon$-far from $\mathcal{P}$
in total variation distance. Most prior work in distribution testing studied the constant confidence case
(corresponding to $\delta = \Omega(1)$), and provided sample-optimal testers for a range of properties.
While one can always boost the confidence probability of any such tester by black-box amplification,
this generic boosting method typically leads to sub-optimal sample bounds.

Here we study the following broad question: For a given property $\mathcal{P}$, can we {\em characterize}
the sample complexity of testing $\mathcal{P}$ as a function of all relevant problem parameters,
including the error probability $\delta$? Prior to this work, uniformity testing was the only statistical task
whose sample complexity had been characterized in this setting. As our main results,
we provide the first algorithms for closeness and independence testing that are sample-optimal, within
constant factors, as a function of all relevant parameters. We also show matching
information-theoretic lower bounds on the sample complexity of these problems.
Our techniques naturally extend to give optimal testers for related problems. To illustrate the generality of our methods,
we give optimal algorithms for testing collections of distributions and testing closeness with unequal sized samples.

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