Local minimax rates for closeness testing of discrete distributions
February 01, 2019 Β· Declared Dead Β· π Bernoulli
"No code URL or promise found in abstract"
Evidence collected by the PWNC Scanner
Authors
Joseph Lam-Weil, Alexandra Carpentier, Bharath K. Sriperumbudur
arXiv ID
1902.01219
Category
math.ST
Cross-listed
cs.IT,
cs.LG,
stat.ML
Citations
5
Venue
Bernoulli
Last Checked
2 months ago
Abstract
We consider the closeness testing problem for discrete distributions. The goal is to distinguish whether two samples are drawn from the same unspecified distribution, or whether their respective distributions are separated in $L_1$-norm. In this paper, we focus on adapting the rate to the shape of the underlying distributions, i.e. we consider \textit{a local minimax setting}. We provide, to the best of our knowledge, the first local minimax rate for the separation distance up to logarithmic factors, together with a test that achieves it. In view of the rate, closeness testing turns out to be substantially harder than the related one-sample testing problem over a wide range of cases.
Community Contributions
Found the code? Know the venue? Think something is wrong? Let us know!
π Similar Papers
In the same crypt β math.ST
R.I.P.
π»
Ghosted
R.I.P.
π»
Ghosted
An introduction to Topological Data Analysis: fundamental and practical aspects for data scientists
R.I.P.
π»
Ghosted
Minimax Optimal Procedures for Locally Private Estimation
R.I.P.
π»
Ghosted
Optimal Best Arm Identification with Fixed Confidence
R.I.P.
π»
Ghosted
Fast low-rank estimation by projected gradient descent: General statistical and algorithmic guarantees
R.I.P.
π»
Ghosted
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
Died the same way β π» Ghosted
R.I.P.
π»
Ghosted
Language Models are Few-Shot Learners
R.I.P.
π»
Ghosted
PyTorch: An Imperative Style, High-Performance Deep Learning Library
R.I.P.
π»
Ghosted
XGBoost: A Scalable Tree Boosting System
R.I.P.
π»
Ghosted