Difference between revisions of "Open Problems:69"
(Created page with "{{Header |title=Title of the problem |source=baltimore16 |who=Clément Canonne }} The open problem will appear here.") |
(Updating header) |
||
(6 intermediate revisions by 2 users not shown) | |||
Line 1: | Line 1: | ||
{{Header | {{Header | ||
− | |||
|source=baltimore16 | |source=baltimore16 | ||
|who=Clément Canonne | |who=Clément Canonne | ||
}} | }} | ||
− | The | + | |
+ | Let be an unknown (discrete) probability distribution over product space [n]\times [n], and \varepsilon\in(0,1]. Suppose p is ''\varepsilon-close to independent'' (in total variation distance), i.e., there exists a product distribution q=q_1\times q_2 on [n]\times [n] such that | ||
+ | $$ | ||
+ | d_{\rm TV}(p,q) = \max_{S\subseteq [n]\times[n]} \left( p(S) - q(S)\right) \leq \varepsilon. | ||
+ | $$ | ||
+ | |||
+ | Given access to independent samples drawn from p, the goal is to ''correct'' p, that is, to provide access to independent samples from a distribution \tilde{p} satisfying (with high probability): | ||
+ | * d_{\rm TV}(p,\tilde{p}) = O(\varepsilon) (i.e., the corrected distribution is faithful to the original one), | ||
+ | * \tilde{p} = \tilde{p}_1\times \tilde{p}_2 (i.e., the corrected distribution is a product distribution), | ||
+ | with a ''rate'' as good as possible, where the rate is the number of samples from p required to provide a single sample from \tilde{p}. | ||
+ | |||
+ | Achieving a rate of 2 is simple: drawing (x_1,y_1) and (x_2,y_2) from p and outputting (x_1,y_2) provides sample access to \tilde{p} = p_1\times p_2, which can be shown to be 3\varepsilon-close to p {{cite|BatuFFKRW-01}}. | ||
+ | |||
+ | '''Question 1:''' Is a rate r < 2 achievable? What about an amortized rate (to provide q=o(n^2) samples from the same distribution \tilde{p}<ref>The restriction o(n^2) comes from the fact that, after n^2 samples, one can actually learn the distribution p, and then compute a good corrected definition \tilde{p} offline. Hence, the range of interest is when having to provide a number of samples negligible in front of what learning p would require.</ref>)? | ||
+ | |||
+ | '''Question 2:''' What about the same question, when relaxing the second item to only ask that p be ''improved'': that is, to provide sample access to a distribution \tilde{p} guaranteed to be \frac{\varepsilon}{2}-close to a product distribution? | ||
+ | |||
+ | '''Note:''' This question fits within the framework of “sampling improvers,” introduced in {{cite|CanonneGR-16}}. In this framework, given access to a probability distribution only close to having a desired property, one aims at providing access to corrected samples from a nearby distribution that exhibits this property. | ||
+ | |||
+ | <references /> |
Latest revision as of 18:36, 18 January 2016
Suggested by | Clément Canonne |
---|---|
Source | Baltimore 2016 |
Short link | https://sublinear.info/69 |
Let p be an unknown (discrete) probability distribution over product space [n]\times [n], and \varepsilon\in(0,1]. Suppose p is \varepsilon-close to independent (in total variation distance), i.e., there exists a product distribution q=q_1\times q_2 on [n]\times [n] such that d_{\rm TV}(p,q) = \max_{S\subseteq [n]\times[n]} \left( p(S) - q(S)\right) \leq \varepsilon.
Given access to independent samples drawn from p, the goal is to correct p, that is, to provide access to independent samples from a distribution \tilde{p} satisfying (with high probability):
- d_{\rm TV}(p,\tilde{p}) = O(\varepsilon) (i.e., the corrected distribution is faithful to the original one),
- \tilde{p} = \tilde{p}_1\times \tilde{p}_2 (i.e., the corrected distribution is a product distribution),
with a rate as good as possible, where the rate is the number of samples from p required to provide a single sample from \tilde{p}.
Achieving a rate of 2 is simple: drawing (x_1,y_1) and (x_2,y_2) from p and outputting (x_1,y_2) provides sample access to \tilde{p} = p_1\times p_2, which can be shown to be 3\varepsilon-close to p [BatuFFKRW-01].
Question 1: Is a rate r < 2 achievable? What about an amortized rate (to provide q=o(n^2) samples from the same distribution \tilde{p}[1])?
Question 2: What about the same question, when relaxing the second item to only ask that p be improved: that is, to provide sample access to a distribution \tilde{p} guaranteed to be \frac{\varepsilon}{2}-close to a product distribution?
Note: This question fits within the framework of “sampling improvers,” introduced in [CanonneGR-16]. In this framework, given access to a probability distribution only close to having a desired property, one aims at providing access to corrected samples from a nearby distribution that exhibits this property.
- Jump up ↑ The restriction o(n^2) comes from the fact that, after n^2 samples, one can actually learn the distribution p, and then compute a good corrected definition \tilde{p} offline. Hence, the range of interest is when having to provide a number of samples negligible in front of what learning p would require.