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Exact sample complexity in the weak detection regime under a uniform prior

Determine the exact minimal number of i.i.d. samples n required for Bayesian simple binary hypothesis testing under a uniform prior (alpha = 1/2) to achieve Bayes error delta = (1 − gamma)/2 for small gamma ∈ (0,1). Specifically, establish n_B(p, q, 1/2, (1 − gamma)/2) for arbitrary discrete distributions p and q, refining the current bounds gamma^2 / h^2(p, q) ≲ n_B(p, q, 1/2, (1 − gamma)/2) ≲ gamma / h^2(p, q), where h^2(p, q) denotes the Hellinger divergence.

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Background

The paper tightly characterizes sample complexity for Bayesian simple binary hypothesis testing across several regimes of error probability, including linear, sublinear, and asymptotic regimes. However, in the weak detection regime—where the desired Bayes error is delta = alpha(1 − gamma) with gamma close to 0—the behavior is notably different.

For the uniform prior (alpha = 1/2), the authors highlight that existing results only provide bounds differing by a factor of gamma, indicating that the dependence on gamma is not precisely understood. The current best-known inequalities show that n_B scales between gamma2 / h2(p, q) and gamma / h2(p, q), but the exact characterization remains elusive.

References

Even for a uniform prior, it is rather surprising that the exact sample complexity is not known, with the tightest known results being \begin{align} \frac{\gamma2}{h2(p,q)}\lesssim n_{B}\left( p, q, 1/2, \frac{1 -\gamma}{2} \right) \lesssim \frac{\gamma}{h2(p,q)} \end{align} (see, e.g., Eq. (14.19)).

The Sample Complexity of Simple Binary Hypothesis Testing (2403.16981 - Pensia et al., 25 Mar 2024) in Subsection 2.5, Large error probability regime: Weak detection