No Arabic abstract
We investigate the problem of identity testing for multidimensional histogram distributions. A distribution $p: D rightarrow mathbb{R}_+$, where $D subseteq mathbb{R}^d$, is called a $k$-histogram if there exists a partition of the domain into $k$ axis-aligned rectangles such that $p$ is constant within each such rectangle. Histograms are one of the most fundamental nonparametric families of distributions and have been extensively studied in computer science and statistics. We give the first identity tester for this problem with {em sub-learning} sample complexity in any fixed dimension and a nearly-matching sample complexity lower bound. In more detail, let $q$ be an unknown $d$-dimensional $k$-histogram distribution in fixed dimension $d$, and $p$ be an explicitly given $d$-dimensional $k$-histogram. We want to correctly distinguish, with probability at least $2/3$, between the case that $p = q$ versus $|p-q|_1 geq epsilon$. We design an algorithm for this hypothesis testing problem with sample complexity $O((sqrt{k}/epsilon^2) 2^{d/2} log^{2.5 d}(k/epsilon))$ that runs in sample-polynomial time. Our algorithm is robust to model misspecification, i.e., succeeds even if $q$ is only promised to be {em close} to a $k$-histogram. Moreover, for $k = 2^{Omega(d)}$, we show a sample complexity lower bound of $(sqrt{k}/epsilon^2) cdot Omega(log(k)/d)^{d-1}$ when $dgeq 2$. That is, for any fixed dimension $d$, our upper and lower bounds are nearly matching. Prior to our work, the sample complexity of the $d=1$ case was well-understood, but no algorithm with sub-learning sample complexity was known, even for $d=2$. Our new upper and lower bounds have interesting conceptual implications regarding the relation between learning and testing in this setting.
We study the problem of testing identity against a given distribution with a focus on the high confidence regime. More precisely, given samples from an unknown distribution $p$ over $n$ elements, an explicitly given distribution $q$, and parameters $0< epsilon, delta < 1$, we wish to distinguish, {em with probability at least $1-delta$}, whether the distributions are identical versus $varepsilon$-far in total variation distance. Most prior work focused on the case that $delta = Omega(1)$, for which the sample complexity of identity testing is known to be $Theta(sqrt{n}/epsilon^2)$. Given such an algorithm, one can achieve arbitrarily small values of $delta$ via black-box amplification, which multiplies the required number of samples by $Theta(log(1/delta))$. We show that black-box amplification is suboptimal for any $delta = o(1)$, and give a new identity tester that achieves the optimal sample complexity. Our new upper and lower bounds show that the optimal sample complexity of identity testing is [ Thetaleft( frac{1}{epsilon^2}left(sqrt{n log(1/delta)} + log(1/delta) right)right) ] for any $n, varepsilon$, and $delta$. For the special case of uniformity testing, where the given distribution is the uniform distribution $U_n$ over the domain, our new tester is surprisingly simple: to test whether $p = U_n$ versus $d_{mathrm TV}(p, U_n) geq varepsilon$, we simply threshold $d_{mathrm TV}(widehat{p}, U_n)$, where $widehat{p}$ is the empirical probability distribution. The fact that this simple plug-in estimator is sample-optimal is surprising, even in the constant $delta$ case. Indeed, it was believed that such a tester would not attain sublinear sample complexity even for constant values of $varepsilon$ and $delta$.
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The difficulty of not having a fully-specified null hypothesis is an important consideration in the general case, and care is required in estimating probabilities with ``toy Monte Carlo simulations. The performance of several common tests is compared; no single test performs best in all situations.
We study the problem of a seller dynamically pricing $d$ distinct types of indivisible goods, when faced with the online arrival of unit-demand buyers drawn independently from an unknown distribution. The goods are not in limited supply, but can only be produced at a limited rate and are costly to produce. The seller observes only the bundle of goods purchased at each day, but nothing else about the buyers valuation function. Our main result is a dynamic pricing algorithm for optimizing welfare (including the sellers cost of production) that runs in time and a number of rounds that are polynomial in $d$ and the approximation parameter. We are able to do this despite the fact that (i) the price-response function is not continuous, and even its fractional relaxation is a non-concave function of the prices, and (ii) the welfare is not observable to the seller. We derive this result as an application of a general technique for optimizing welfare over emph{divisible} goods, which is of independent interest. When buyers have strongly concave, Holder continuous valuation functions over $d$ divisible goods, we give a general polynomial time dynamic pricing technique. We are able to apply this technique to the setting of unit demand buyers despite the fact that in that setting the goods are not divisible, and the natural fractional relaxation of a unit demand valuation is not strongly concave. In order to apply our general technique, we introduce a novel price randomization procedure which has the effect of implicitly inducing buyers to regularize their valuations with a strongly concave function. Finally, we also extend our results to a limited-supply setting in which the number of copies of each good cannot be replenished.
A centrally differentially private algorithm maps raw data to differentially private outputs. In contrast, a locally differentially private algorithm may only access data through public interaction with data holders, and this interaction must be a differentially private function of the data. We study the intermediate model of pan-privacy. Unlike a locally private algorithm, a pan-private algorithm receives data in the clear. Unlike a centrally private algorithm, the algorithm receives data one element at a time and must maintain a differentially private internal state while processing this stream. First, we show that pure pan-privacy against multiple intrusions on the internal state is equivalent to sequentially interactive local privacy. Next, we contextualize pan-privacy against a single intrusion by analyzing the sample complexity of uniformity testing over domain $[k]$. Focusing on the dependence on $k$, centrally private uniformity testing has sample complexity $Theta(sqrt{k})$, while noninteractive locally private uniformity testing has sample complexity $Theta(k)$. We show that the sample complexity of pure pan-private uniformity testing is $Theta(k^{2/3})$. By a new $Omega(k)$ lower bound for the sequentially interactive setting, we also separate pan-private from sequentially interactive locally private and multi-intrusion pan-private uniformity testing.
Let $G$ be a DAG with $n$ vertices and $m$ edges. Two vertices $u,v$ are incomparable if $u$ doesnt reach $v$ and vice versa. We denote by emph{width} of a DAG $G$, $w_G$, the maximum size of a set of incomparable vertices of $G$. In this paper we present an algorithm that computes a dominance drawing of a DAG G in $k$ dimensions, where $w_G le k le frac{n}{2}$. The time required by the algorithm is $O(kn)$, with a precomputation time of $O(km)$, needed to compute a emph{compressed transitive closure} of $G$, and extra $O(n^2w_G)$ or $O(n^3)$ time, if we want $k=w_G$. Our algorithm gives a tighter bound to the dominance dimension of a DAG. As corollaries, a new family of graphs having a 2-dimensional dominance drawing and a new upper bound to the dimension of a partial order are obtained. We also introduce the concept of transitive module and dimensional neck, $w_N$, of a DAG $G$ and we show how to improve the results given previously using these concepts.