Approximating probability distributions using small sample spaces

From MaRDI portal





This paper presents a notion approximating of a probability distribution with another distribution, measuring the approximation by the \(l_1\) norm between the two distributions, or the \(l_{\infty}\) norm of their Fourier transforms. Let \(\mathbb G\) be a finite Abelian group, and \(\mathcal D\) be a probability distribution on \(\mathbb G\). There exists a small subset \(\Omega \subset \mathbb G\) and a probability distribution \(\mathcal F\) on \(\Omega\) such that \(\mathcal F\) approximates \(\mathcal D\) in the following sense. If \(\widehat {\mathcal D}\) is the Fourier transform of \(\mathcal D\) (and similarly \(\widehat {\mathcal F}\) for \(\mathcal F\)), \(\| \widehat {\mathcal F} - \widehat {\mathcal D} \| _{\infty}\) is small. In addition, this paper looks into a notion of `variational distance', and finds that for any distributions \(\mathcal D\) and \(\mathcal F\) on \(\mathbb G\), if \(\| \widehat {\mathcal F} - \widehat {\mathcal D} \| _{\infty}\) is small, so is \(\| \mathcal F - \mathcal D \| _1\). These and similar results are used to investigate the properties of a notion of `bias', which is roughly a measure of the variation of a sum of random variables versus the uniform distribution. This bias is used to get an upper bound on \(\| {\mathcal D} - {\mathcal U} \| _1\), where \(\mathcal U\) is the uniform distribution. The paper concludes by using Weil's character sums for applications to the random sampling algorithm and to linear codes.











This page was built for publication: Approximating probability distributions using small sample spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1288906)