Biased Linearity Testing in the 1% Regime
Subhash Khot, Kunal Mittal

TL;DR
This paper investigates biased linearity testing over the p-biased hypercube in the 1% regime, establishing thresholds for the query complexity where such tests can reliably distinguish linear functions.
Contribution
It characterizes the conditions under which biased linearity tests succeed or fail in the 1% regime, extending previous work by identifying a critical query threshold related to bias p.
Findings
For k ≥ 1 + 1/p, there exists a distribution where the test distinguishes linear functions with constant probability.
For k < 1 + 1/p, no such test can reliably distinguish linear functions in the 1% regime.
Linearity test success depends on the distribution's pairwise independence property.
Abstract
We study linearity testing over the -biased hypercube in the 1% regime. For a distribution supported over , with marginal distribution in each coordinate, the corresponding -query linearity test proceeds as follows: Given query access to a function , sample , query on , and accept if and only if . Building on the work of Bhangale, Khot, and Minzer (STOC '23), we show, for , that if , then there exists a distribution such that the test works in the 1% regime; that is, any function passing the test with probability ,…
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