Theoretical Computer Science

Questions tagged [pr.probability]

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Questions in probability theory

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-1
votes
1answer
94 views

Required sample size to hit certain subset of a ground set

Suppose $X$ is a set of $n$ points in $\mathbb{R}^d$ and $N_1,\cdots,N_k$ are k disjoint (unknown)subsets of $X$. There is a probability distribution $\phi$ on $X$ defined as $\phi(p) = \frac{\lvert\...
0
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0answers
42 views

understanding generalized coupon collector for distributions or learning mixture of distribution

Lets suppose we have a set $S=\{1,\ldots,n\}$ and $P$ is the uniform distribution over two subsets $T_1,T_2\subseteq S$, each of size $m\leq n/100$. Now, suppose somehow is given uniform samples from ...
-1
votes
1answer
46 views

Notation in proof for Asymptotic Equipartition Property

In the following lecture notes chapter 3, page 12-13, they state the following We begin by introducting some important notation: - For a set $\mathcal{S},|\mathcal{S}|$ denotes its cardinality (...
3
votes
1answer
130 views

Binary search on coin heads probability

Let $f:[0,1] \to [0,1]$ be a smooth, monotonically increasing function. I want to find the smallest $x$ such that $f(x) \ge 1/2$. If I had a way to compute $f(x)$ given $x$, I could simply use ...
0
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0answers
34 views

Delaunay Triangulaition (or Voronoi) for a specific distribution of points

I found a paper about Delaunay triangulation for a set of points that are distributed by the Poisson distribution (https://pdfs.semanticscholar.org/9693/4b7e8e5483893f4874d7ba6afd812bbfe0ba.pdf). The ...
11
votes
3answers
2k views

“Almost all objects have property P” vs. “It is easy to test whether an object has property P”

I am interested in any relation between "almost all objects(from a universe) possessing a particular property P" versus "testing whether an object has property P being poly. time decidable". My guess ...
4
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0answers
76 views

Strong data-processing inequality: bound $TV(T_{\#}P_0,T_{\#}P_1)$ if $\|T(x)-x\|_\infty \le \varepsilon;\forall x \in \mathbb R^p$

Disclaimer. I've moved this question from MO hoping that here is the right venue. Also, this is my first post on this channel, so please have some patience. So, Iet $X = (X,d)$ be a Polish space, ...
1
vote
0answers
90 views

Weighted circular balls into bins

I would like to ask you for a help about modified balls into bins problem. Consider $n$ weighted balls such that each ball has a weight $w_i$ that is at most $W$. Furthermore, each of $m$ bins has a ...
5
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1answer
108 views

Majority function stability under deletion and addition of entries

It is well known that the majority function is stable under random flipping of bits. That is, if $v$ is a random binary vector, and then we re-sample each bit of $v$ with probability $\delta$ and get $...
4
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1answer
372 views

Maximization of Mutual Information

Let $X\in\{0,1\}^d$ be a Boolean vector and $Y, Z\in\{0,1\}$ are Boolean variables. Assume that there is a joint distribution $\mathcal{D}$ over $Y, Z$ and we'd like to find a joint distribution $\...
4
votes
1answer
232 views

How tight is the XOR lemma?

The XOR lemma states that if you have a distribution $D$ on $\{0,1\}^n$, and all the Fourier coefficients of $2^n D$ are small, then it is close in $L_1$ to the uniform distribution. Specifically, ...
2
votes
1answer
74 views

Reconstruction of a sequence generated by a Markov chain - reference request

Let S be a finite sequence of symbols from a finite alphabet, with gaps - that is on some known locations an unknown number of symbols are missing. Assuming that the sequence , including the symbols ...
3
votes
1answer
160 views

Why is differential privacy defined over the exponential function?

For adjacent database $D,D'$, a randomized algorithm $A$ is $\varepsilon$-differential private when the following satisfies $$\frac{\Pr(A(D) \in S)}{\Pr(A(D') \in S)} \leq e^\varepsilon,$$ where $S$ ...
6
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1answer
207 views

Big-O bounds on the k-th largest element of iid Gaussians

I'm interested in the following problem. Let $X_1, \dots, X_n$ be iid samples with a $N(0,1)$ distribution. Let $X_{[k]}$ be the $k$-th largest element of $\{X_1, \dots, X_n\}$, so e.g. $X_{[1]} = \...
1
vote
1answer
75 views

How to play the following game? (placing balls into bins)

Let $n,\ell\in\mathbb N$ for some $n\gg \ell\gg 1$. The goal is to pick two sequences of numbers, $x_1,\ldots,x_\ell$ and $y_1,\ldots,y_\ell$ such that $$\Sigma_{i=1}^\ell x_i = n\quad{}\mbox{and}\...
1
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0answers
59 views

Mapping of entire balls using Locality Sensitive Hashing (LSH)

LSH functions are useful for approximate nearest neighbor search. They are usually defined, for distance metric $d$ and $c>1$ as follows: A family of hash functions is $(r, cr, p_1, p_2)$-LSH ...
4
votes
2answers
168 views

If I know pretty well '(a,b)', I know pretty well 'a', or 'b', or 'a xor b'

I've a quite simple problem: let's imagine I have a couple of bits $(a,b) \in \{0,1\}^2$ sampled uniformly at random. Then, I give a function of these bits $f(a,b)$ (it can be any function, including ...
3
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0answers
58 views

Probability of detecting small bias of a die in the low confidence regime / balls and bins

We are given a biased $m$-sided die: one of the sides has probability $\frac{1}{m} + \gamma$ and all the rest have probability $\frac{1}{m} - \frac{\gamma}{m-1}$ each. The goal is to figure out which ...
5
votes
2answers
119 views

Statistical Distance Growth Given K Independent Copies

Let $X$ and $Y$ be distributions with statistical distance (total variation distance) at most $d$. What is the best upper bound you can give on the statistical distance between $k$ independent copies ...
6
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2answers
268 views

Infinite process balls in bins problem

Given $n$ balls and $m$ bins, let us consider an infinite process, where in each time slot we throw a ball at a random bin. When all $n$ balls are thrown, we take the balls from the bin with the ...
1
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0answers
44 views

Are there any continuous-time stochastic processes in which transition probabilities are discontinuous functions over time? [closed]

In stochastic processes, like homogeneous Markov processes, Poisson processes, Queueing systems etc., the functions that represent (transition) probabilities are continuous over time. This is also ...
7
votes
2answers
226 views

Is uniform convergence faster for low-entropy distributions?

Let $\mathcal D$ be a probability distribution on $\{0,1\}^d$. Let $X_1, \cdots, X_n \in \{0,1\}^d$ be i.i.d. samples from $\mathcal D$. Let $\mu \in [0,1]^d$ be the mean of $\mathcal D$ and let $\...
2
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1answer
103 views

Empirical Rademacher averages versus Hoeffdings bound

Let $M$ be finite set with $n$ distinct elements. I want to probalistically approximate the relative counts $\frac{|P(Q)|}{|M|}$ of $Q \subseteq M$, where $P(Q) = |P \cap M|$. An upper-bound for ...
2
votes
1answer
105 views

Sample Complexity for Order Statistics

I have a sample complexity question which seems fairly basic, but for which I'm having trouble finding a reference. Let $F$ be an unknown distribution over $[0,1]$. Denote by $X_{k:n}$ the $k$th of $...
2
votes
1answer
105 views

A coupon collector type problem with changing probabilities

Suppose we are flipping coins starting at some time $t$. At time $t$ the probability we obtain heads is $\frac{1}{\sqrt{t}}$. If the coin lands tails, at time $t+1$ the probability of heads is now $\...
2
votes
1answer
131 views

Recovering a rank-one matrix from its eigendecomposition after randomized rounding

Let $A = xy^T$ be a rank-$1$ matrix, and suppose every entry of $A$ is in $[0,1]$. We can create a binary matrix $A_{\rm rounded}$ by setting $$ [A_{\rm rounded}]_{ij} = \begin{cases} 1 & \mbox{ ...
4
votes
1answer
112 views

Probability of a $k$-path in a random graph

Assume that $G\in G(n,p)$; if $p=\frac{\ln n +\ln \ln n +c(n)}{n}$, the following fact is well known: \begin{eqnarray} Pr [G\mbox{ has a Hamiltonian cycle}]= \begin{cases} 1 & (c(n)\...
0
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0answers
33 views

Expected size of the min-cut, under edge perturbations

Suppose we have a graph $G(V, E)$. Assume that the min-cut of this graph is given $C=(A/B)$ and denote the size of the cut with $|C|$. Create a random modification of the graph: Drop each ...
5
votes
2answers
178 views

Heterogeneous Hoeffding/McDiarmid

Hoeffding's inequality for independent random variables $a_i\le X_i\le b_i$ states that their sum has sub-Gaussian tails, decaying as $\exp(-2t/\sum_i (b_i-a_i)^2)$. Question: Are there any ...
1
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1answer
91 views

Using a probability distribution in the fooling set technique for communication complexity

I'm reading through the communication complexity book of Kushilevitz and Nisan, and in the section about fooling sets I encountered this proposition: Let $\mu$ be a probability distribution of $X\...
3
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1answer
153 views

Tighter Probability Bounds

Let $\mathcal{F}$ be a class of binary functions on a probability space $\Omega$. For $f \in \mathcal{F}$, let $P(f) =\mathbb{E}(f(Z))$ and $P_n(f) = \frac{1}{n} \sum_{i=1}^n f(Z_i)$ where $Z_i$'s are ...
-1
votes
1answer
150 views

Application of the inequality with expectations

Let $\Vert\cdot\Vert$ is a norm in $R^n$. Let $x_1,\dots,x_N$ non-independent Rademacher random variables random variables (variables which are uniform on $\{-1, 1\}$). . By $E$ we denote an ...
4
votes
1answer
187 views

Support size lower bound for $k$-wise uniform distribution

So I have this question which I can't seem to find a solution to: Prove that if $X = (X_1, ... X_n)$ is $k$-wise uniform* and each $X_i$ is Boolean then $\left|\operatorname{Supp}(X)\right| \geq \...
2
votes
1answer
106 views

Other Uniform Bound

In theoretical machine learning, VC-dimension (VCD) and Rademacher average (RA) are two frequently used uniform bounds, providing better sample complexity than bounds such as Chernoff bound and ...
2
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0answers
45 views

Is there a complete and finite axiom scheme for conditional independence? (Graphoids)

Note: This is a better-written version of an unanswered question asked before on MathOverflow. Question: Is there a complete and finite axiom scheme for conditional probability? If so, is there a ...
0
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1answer
79 views

Does this pairwise independent random process have expected max load $\sqrt{n}$?

This is an extension to the question about balls into bins: Example of pairwise independent random process with expected max load $\sqrt{n}$ . There the following question is asked and answered in ...
7
votes
1answer
136 views

Random Deterministic Automata

I am familiar with the term of random graphs, such as $G(n,p)$- a distribution over simple undirected graphs with $n$ vertices, where each edge appears in a graph w.p. $p$. That is, each graph $G=(V,E)...
4
votes
1answer
273 views

Janson-type inequality, limited dependence

So I am trying to figure out an upper bound on the probability of the following... This is a question related to a problem I am working on (not for a class, just for fun) Let $\Omega=\{X_{1},\dots,...
1
vote
0answers
50 views

Problem dependent lower bound for stochastic bandits with full information

Suppose you have a $K$ armed stochastic bandit problem but with full information. There are $K$ arms with mean rewards $\mu_1,...,\mu_K$. At each step we have to select an arm, collect the reward from ...
12
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2answers
775 views

What is the proof of this nonstandard version of Azuma's inequality?

In Appendix B of Boosting and Differential Privacy by Dwork et al., the authors state the following result without proof and refer to it as Azuma's inequality: Let $C_1, \dots, C_k$ be real-valued ...
3
votes
2answers
210 views

Hardness of exact binomial tail bounds

Chernoff bounds, in their various forms, bound the tails of a Binomial$(n,p)$ random variable $B$. Define the function $F(n,p,t):=P(B>t)$. Naively, computing $F$ requires exponential (in $n$) time. ...
6
votes
1answer
217 views

A random walk that moves to less-visited nodes

Consider a random walk on an undirected graph that keeps track of how many times it has visited every node. At each step, it moves to the node among its neighbors which has been visited the least ...
4
votes
1answer
449 views

Relation between variance and mutual information

Given two discrete random variables $X,Y$ such that $X,Y \in \mathbb{R}$ and $0 \leq X,Y \leq 1$, is it true that $$|\text{Cov}[X,Y] \leq \sqrt{\frac{1}{2} \text{I}[X,Y]}|. $$ This bound may be ...
6
votes
1answer
127 views

Directed graph with bounded in-deg can be partitioned in a balanced way

I want to prove that for all $n$, there exists a constant $c(n)$ such that if $G=(V,E)$ is a directed graph with in-degree bounded by $n$, it is possible to partition the set of vertices $V$ into two ...
9
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0answers
162 views

Fourth(?) moment method for minimum value

I would like to lower bound the quantity $\Pr[X\ge t, Y\ge t]=\Pr[\min(X,Y)\ge t]$ using the small moments of $X$, $Y$ and $XY$. In particular I am interested in the case where $E[X]=E[Y]=0$, but $E[X ...
3
votes
1answer
164 views

Lower bound on probability of getting two close points in a sample of $n$ points

Let $D\subseteq \mathbb{R}^k$. Assume that $Pr_{u,v\leftarrow U_D}[|u-v| <B]>p$ for some $B,p$, where $|u-v|$ is the L1 distance of the vectors. $S\subseteq D$ is obtained by sampling $n$ ...
7
votes
2answers
268 views

What is the connection between moments of Gaussians and perfect matchings of graphs?

Today, I heard the following statement in a talk: The 4th moment of a $1$-dimensional Gaussian distribution with mean $0$ and variance $1$ is the same as the number of perfect matchings of a ...
6
votes
2answers
476 views

Reference for the number of samples needed to distinguish two probability distributions

I am looking for a reference (and/or a full proof) for this statement: $O(1/\epsilon^2)$ samples suffice to distinguish any two probability distributions with variation distance $\epsilon$. I ...
3
votes
3answers
171 views

Approaches for Theoretical Analysis of Estimates of Probability Distributions

Consider that you have a probability distribution p of some quantity X and you have obtained (via some algorithm) an estimate q of p according to some definition of closeness. Are there methods/papers ...
6
votes
1answer
342 views

Understanding proof of Theorem 3.3 in Karp's “Probabilistic Recurrence Relations”

Background: In Karp's paper on Probabilistic Recurrence Relations, he develops tail-bounds for random variables satisfying the following recurrence: $$ T(x) = a(x) + T(h(x)) $$ where $T(x)$ is a ...

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