Testing identity of structured distributions
From MaRDI portal
Abstract: We study the question of identity testing for structured distributions. More precisely, given samples from a {em structured} distribution over and an explicit distribution over , we wish to distinguish whether versus is at least -far from , in distance. In this work, we present a unified approach that yields new, simple testers, with sample complexity that is information-theoretically optimal, for broad classes of structured distributions, including -flat distributions, -modal distributions, log-concave distributions, monotone hazard rate (MHR) distributions, and mixtures thereof.
Recommendations
Cited in
(12)- Hypothesis testing for high-dimensional multinomials: a selective review
- Testing shape restrictions of discrete distributions
- An automatic inequality prover and instance optimal identity testing
- Testing shape restrictions of discrete distributions
- Testing Ising models
- Sample-optimal identity testing with high probability
- Testing Boolean functions properties
- The Uniform Distribution Is Complete with Respect to Testing Identity to a Fixed Distribution
- On the Optimal Analysis of the Collision Probability Tester (an Exposition)
- Topics and Techniques in Distribution Testing: A Biased but Representative Sample
- Testing Data Binnings
- Attainability of two-point testing rates for finite-sample location estimation
This page was built for publication: Testing identity of structured distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5363068)