Optimal Identity Testing with High Probability

9 Aug 2017  ·  Ilias Diakonikolas, Themis Gouleakis, John Peebles, Eric Price ·

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 \[ \Theta\left( \frac{1}{\epsilon^2}\left(\sqrt{n \log(1/\delta)} + \log(1/\delta) \right)\right) \] 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 $\delta$.

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