Search arXivSearch

arXiv · 2506.23456

Sampling and Identity-Testing Without Approximate Tensorization of Entropy

Abstract

Certain tasks in high-dimensional statistics become easier when the underlying distribution satisfies a local-to-global property called approximate tensorization of entropy (ATE). For example, the Glauber dynamics Markov chain of an ATE distribution mixes fast and can produce approximate samples in a small amount of time, since such a distribution satisfies a modified log-Sobolev inequality. Moreover, identity-testing for an ATE distribution requires few samples if the tester is given coordinate conditional access to the unknown distribution, as shown by Blanca, Chen, Štefankovič, and Vigoda (COLT 2023). A natural class of distributions that do not satisfy ATE consists of mixtures of (few) distributions that do satisfy ATE. We study the complexity of identity-testing and sampling for these distributions. Our main results are the following: 1. We show fast mixing of Glauber dynamics from a data-based initialization, with optimal sample complexity, for mixtures of distributions satisfying modified log-Sobolev inequalities. This extends work of Huang, Koehler, Lee, Mohanty, Rajaraman, Vuong, and Wu (STOC 2025, COLT 2025) for mixtures of distributions satisfying Poincaré inequalities. 2. Answering an open question posed by Blanca et al., we give efficient identity-testers for mixtures of ATE distributions in the coordinate-conditional sampling access model. We also give some simplifications and improvements to the original algorithm of Blanca et al.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

William Gay, William He, Nicholas Kocurek, Ryan O'Donnell. 2025-06-30. Sampling and Identity-Testing Without Approximate Tensorization of Entropy. https://arxiv.org/abs/2506.23456

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Sample complexity and weak limits of nonsmooth multimarginal Schrödinger system with application to optimal transport barycenter

Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains much less developed. In this paper, we study the statistical estimation and inference problems for the entropic MOT (EMOT), whose optimal solution is characterized by the multimarginal Schrödinger system. Assuming only boundedness of the cost function, we derive sharp sample complexity for estimating several key quantities pertaining to EMOT (cost functional and Schrödinger coupling) from point clouds that are randomly sampled from the input marginal distributions. Moreover, with substantially weaker smoothness assumption on the cost function than the existing literature, we derive distributional limits and bootstrap validity of various key EMOT objects. As an application, we propose the multimarginal Schrödinger barycenter as a new and natural way to regularize the exact Wasserstein barycenter and demonstrate its statistical optimality.

math.ST

Nonparametric spectral density estimation using interactive mechanisms under local differential privacy

We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new interactive privacy mechanisms for three tasks: recovering a single covariance coefficient, recovering the spectral density at a fixed frequency, and global recovery. Our approach achieves faster rates through a two-stage process: we first apply the Laplace mechanism to the truncated value, and then use the resulting privatized sample to learn about the dependence mechanism in the time series. For spectral densities belonging to Hölder and Sobolev smoothness classes, we demonstrate that our algorithms improve upon the non-interactive mechanism of Kroll (2024) for small privacy parameter $α$, since the pointwise rates depend on $nα^2$ instead of $nα^4$. Moreover, we show that the rate $(nα^4)^{-1}$ is optimal for estimating a covariance coefficient with non-interactive mechanisms. However, the $L_2$ rate of our interactive estimator is slower than the pointwise rate. We show how to use these procedures to provide a bona fide locally differentially private estimator of the entire covariance matrix. A simulation study validates our findings.

math.ST

Estimating eigenvectors and eigenspaces of covariance matrices: Optimal Bounds and Conditions for Consistency

Let $X = [ ξ_1, \,\, ξ_2,...\,\, ,ξ_d]^\top$ be a zero-mean random vector of large dimension $d$ ($d \rightarrow \infty$) with (hidden) covariance matrix $M = (m_{ij})_{1 \leq i, j \leq d},$ where $m_{ij} = m_{ji} = \textbf{Cov}(ξ_i, ξ_j).$ Let $X_1, X_2, \dots, X_n$ be $n$ iid samples of $X$. Consider the sample covariance matrix $$\textstyle \tilde{M} := \frac{1}{n} \sum_{i=1}^{n} X_i X_i^\top.$$ In practice, one frequently uses the eigenvectors and eigenspaces of $\tilde M$ as estimators for those of $M$. A central task is to provide an error analysis for these estimators. In this paper, we provide an optimal error analysis, obtaining upper and lower bounds of matching order of magnitude, for a wide range of parameters $d$ and $n$, under mild assumptions on $M$. As corollaries, we obtain new necessary and sufficient conditions for the consistency of the estimators. In these conditions, we only require the number of samples $n$ to depend linearly on the effective rank of $M$, which can be much smaller than the dimension $d$.

math.ST