2018 NIPS NeurIPS 2018

Testing for Families of Distributions via the Fourier Transform

Abstract

We study the general problem of testing whether an unknown discrete distribution belongs to a specified family of distributions. More specifically, given a distribution family P and sample access to an unknown discrete distribution D , we want to distinguish (with high probability) between the case that D in P and the case that D is ε-far, in total variation distance, from every distribution in P . This is the prototypical hypothesis testing problem that has received significant attention in statistics and, more recently, in computer science. The main contribution of this work is a simple and general testing technique that is applicable to all distribution families whose Fourier spectrum satisfies a certain approximate sparsity property. We apply our Fourier-based framework to obtain near sample-optimal and computationally efficient testers for the following fundamental distribution families: Sums of Independent Integer Random Variables (SIIRVs), Poisson Multinomial Distributions (PMDs), and Discrete Log-Concave Distributions. For the first two, ours are the first non-trivial testers in the literature, vastly generalizing previous work on testing Poisson Binomial Distributions. For the third, our tester improves on prior work in both sample and time complexity.

🌉 Interdisciplinary Bridge — Machine Learning and Mathematics & Optimization
🐣 Hot Topic Early Bird — fourier transform
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio