Optimal Testing of Discrete Distributions with High Probability

TL;DR

This paper develops optimal algorithms for high-confidence testing of discrete distributions, including closeness and independence, providing tight bounds on sample complexity as a function of confidence and error parameters.

Contribution

It introduces the first sample-optimal algorithms for closeness and independence testing with high probability, extending the understanding of distribution testing complexity.

Findings

Provided sample-optimal algorithms for closeness and independence testing.

Established matching information-theoretic lower bounds for these testing problems.

Extended techniques to related distribution testing tasks.

Abstract

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.