Sample complexity of population recovery
February 18, 2017 Β· Declared Dead Β· π Annual Conference Computational Learning Theory
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Authors
Yury Polyanskiy, Ananda Theertha Suresh, Yihong Wu
arXiv ID
1702.05574
Category
math.ST
Cross-listed
cs.IT,
stat.ML
Citations
20
Venue
Annual Conference Computational Learning Theory
Last Checked
2 months ago
Abstract
The problem of population recovery refers to estimating a distribution based on incomplete or corrupted samples. Consider a random poll of sample size $n$ conducted on a population of individuals, where each pollee is asked to answer $d$ binary questions. We consider one of the two polling impediments: (a) in lossy population recovery, a pollee may skip each question with probability $Ξ΅$, (b) in noisy population recovery, a pollee may lie on each question with probability $Ξ΅$. Given $n$ lossy or noisy samples, the goal is to estimate the probabilities of all $2^d$ binary vectors simultaneously within accuracy $Ξ΄$ with high probability. This paper settles the sample complexity of population recovery. For lossy model, the optimal sample complexity is $\tildeΞ(Ξ΄^{-2\max\{\fracΞ΅{1-Ξ΅},1\}})$, improving the state of the art by Moitra and Saks in several ways: a lower bound is established, the upper bound is improved and the result depends at most on the logarithm of the dimension. Surprisingly, the sample complexity undergoes a phase transition from parametric to nonparametric rate when $Ξ΅$ exceeds $1/2$. For noisy population recovery, the sharp sample complexity turns out to be more sensitive to dimension and scales as $\exp(Ξ(d^{1/3} \log^{2/3}(1/Ξ΄)))$ except for the trivial cases of $Ξ΅=0,1/2$ or $1$. For both models, our estimators simply compute the empirical mean of a certain function, which is found by pre-solving a linear program (LP). Curiously, the dual LP can be understood as Le Cam's method for lower-bounding the minimax risk, thus establishing the statistical optimality of the proposed estimators. The value of the LP is determined by complex-analytic methods.
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