Near-Optimal Closeness Testing of Discrete Histogram Distributions (1703.01913v1)

Abstract: We investigate the problem of testing the equivalence between two discrete histograms. A {\em $k$-histogram} over $[n]$ is a probability distribution that is piecewise constant over some set of $k$ intervals over $[n]$. Histograms have been extensively studied in computer science and statistics. Given a set of samples from two $k$-histogram distributions $p, q$ over $[n]$, we want to distinguish (with high probability) between the cases that $p = q$ and $|p-q|_1 \geq \epsilon$. The main contribution of this paper is a new algorithm for this testing problem and a nearly matching information-theoretic lower bound. Specifically, the sample complexity of our algorithm matches our lower bound up to a logarithmic factor, improving on previous work by polynomial factors in the relevant parameters. Our algorithmic approach applies in a more general setting and yields improved sample upper bounds for testing closeness of other structured distributions as well.