惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

aimingoo的专栏
aimingoo的专栏
宝玉的分享
宝玉的分享
J
Java Code Geeks
Martin Fowler
Martin Fowler
博客园 - Franky
I
InfoQ
Stack Overflow Blog
Stack Overflow Blog
Blog — PlanetScale
Blog — PlanetScale
S
SegmentFault 最新的问题
B
Blog
The Cloudflare Blog
F
Fortinet All Blogs
量子位
腾讯CDC
博客园 - 司徒正美
D
Docker
大猫的无限游戏
大猫的无限游戏
Microsoft Azure Blog
Microsoft Azure Blog
T
The Blog of Author Tim Ferriss
V
Visual Studio Blog
IT之家
IT之家
Last Week in AI
Last Week in AI
D
DataBreaches.Net
小众软件
小众软件

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Testing Conditional Independence of Discrete Distributions
Clément L. Canonne, Ilias Diakonikolas, Daniel M. Kane, Alistair · 2017-12-01 · via math.ST updates on arXiv.org

We study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with probability at least $2/3$, between the case that $X$ and $Y$ are conditionally independent given $Z$ from the case that $(X, Y, Z)$ is $ε$-far, in $\ell_1$-distance, from every distribution that has this property. Conditional independence is a concept of central importance in probability and statistics with a range of applications in various scientific domains. As such, the statistical task of testing conditional independence has been extensively studied in various forms within the statistics and econometrics communities for nearly a century. Perhaps surprisingly, this problem has not been previously considered in the framework of distribution property testing and in particular no tester with sublinear sample complexity is known, even for the important special case that the domains of $X$ and $Y$ are binary. The main algorithmic result of this work is the first conditional independence tester with {\em sublinear} sample complexity for discrete distributions over $[\ell_1]\times[\ell_2] \times [n]$. To complement our upper bounds, we prove information-theoretic lower bounds establishing that the sample complexity of our algorithm is optimal, up to constant factors, for a number of settings. Specifically, for the prototypical setting when $\ell_1, \ell_2 = O(1)$, we show that the sample complexity of testing conditional independence (upper bound and matching lower bound) is \[ Θ\left({\max\left(n^{1/2}/ε^2,\min\left(n^{7/8}/ε,n^{6/7}/ε^{8/7}\right)\right)}\right)\,. \]