In this note, we introduce the notion of ranked spreadness, a strengthening of the usual spread condition in which the elements of each member can be ordered so that their one-coordinate marginals decay geometrically with their rank. This additional structure removes the dependence on the maximum set size in random-containment estimates. We prove width-free hitting and weighted-concentration theorems for ranked-spread set systems, together with an elementary kernel-extraction theorem showing that ranked spreadness arises naturally in arbitrary distributions on small sets. Our main application is to the simulation of nonadaptive property testers by sample-based testers. If a one-sided tester has average query complexity $d$ and rejects every far input with probability at least $\delta$, then, for every integer $c>d/\delta$, it admits a one-sided sample-based simulation with expected sample complexity $O_{d,\delta,|\Sigma|}\bigl(n^{1-1/c}\bigr)$. More generally, if positive inputs are rejected with probability at most $\gamma$ and far inputs with probability at least $\delta>\gamma$, the same conclusion holds for every $c>d/(\delta-\gamma)$. In particular, for constant-query nonadaptive testers we obtain an exponent $1-\Theta(1/q)$, matching, up to the dependence on the rejection gap, the exponent conjectured by Fischer, Lachish, and Vasudev.
We initiate the study of *unate distributions* over $\{\pm1\}^n$ -- a natural analogue of unate Boolean functions -- by considering two basic testing problems that parallel well-studied questions for monotone distributions: - Uniformity Testing of Unate Distributions: We show that $\widetilde{\Theta}(n^{3/2})$ samples are sufficient and necessary, in contrast to the $\widetilde{\Theta}(n)$ sample complexity of the analogous problem for monotone distributions (Rubinfeld and Servedio, STOC 2005; Adamaszek, Czumaj, and Sohler, SODA 2010). - Unateness Testing of Arbitrary Distributions: We give a tester that uses $\widetilde{O}(n^{3/2})$ conditional samples in the subcube conditional model. On the other hand, every tester that draws conditional samples in a similar fashion, namely from $O(1)$-dimensional subcubes, must have an $\widetilde{\Omega}(n^{2/3})$ complexity. In the same model, the complexity of monotonicity testing was recently shown to be $\widetilde{\Theta}(n)$ (Chakrabarty et al., STOC 2025). Our algorithms for both problems significantly outperform the naive approach of reducing to the monotone case, which would incur $\Omega(n^2)$ sample complexity. Our uniformity tester relies on a subroutine that"weakly"learns the hidden orientations of a unate distribution, together with a new correlation bound for these estimates. Both tools may be of independent interest in studying monotonicity and unateness over $\{\pm1\}^n$.
Daeho Lee, Shivam Nadimpalli, Mingda Qiao et al.· 0 citations
Best-of-$N$ reranking draws independent candidates from a reference policy and selects the response maximal under a fixed, sample-independent strict total order on outcomes. The selected law may differ substantially from the reference in Kullback–Leibler divergence. Prior work introduced a bounded statistic depending only on the accepted response's reference mass and conjectured that its expectation upper-bounds this divergence. This letter proves the conjecture for every finite ordered distribution. The proof applies to the full positive cumulative-distribution-function power family, not only integer sample counts. It combines a strictly monotone binary gauge, a top-atom chain-rule recursion, and induction, and yields an exact nonnegative slack decomposition and a quantitative tightness bound. A beta-quantile representation identifies the universal divergence cap. We also treat reference-preserving reward ties, provide deterministic high-precision illustrations, derive clipped fixed-sample confidence bounds, and specify stable evaluation and exact probability-logging requirements.
Yutong Zhang, Yaoran Yang· IEEE Signal Processing Lette...· 0 citations
Given $[0,1]$-valued random variables $X_1,\dots,X_n$ such that $\mathbb{E}[X_i | X_1,\dots,X_{i-1}]= \mu$ for all $i$, we propose a new nonasymptotic confidence interval for $\mu$ that is obtained by inverting terminal e-values generated by a novel betting strategy. When the data are iid, its limiting width matches that of the central limit theorem (``Gaussian-efficient''), finally surpassing the inefficient limits of previous betting intervals. Our main conceptual advance involves designing betting fractions that track the conditional rejection probability of the most powerful terminal test in a limiting Gaussian experiment. When one predictable variance estimator is shared across candidate means, the deterministic inversion is an interval for every data sequence and its two endpoints can be found easily. The width can be improved further with external randomization. In simulations, our method yields the tightest intervals to date; for every distribution tested and all sufficiently large $n$, our deterministic version beats STaR-Bets and is competitive with Gaffke, while the randomized improvement beats both. It thus combines finite-sample validity under martingale dependence, easy endpoint computation, Gaussian-efficient inference for iid data, and excellent empirical performance. We also extend the construction and its efficiency theory to sampling without replacement, where it again achieves state-of-the-art empirical performance.
Diego Martinez-Taboada, Aaditya Ramdas· 0 citations
Learning the natural parameters $z \in \mathbb{R}^n$ of discrete distributions $\mu_z$ from independent samples constrained to a subset $S \subseteq \{0,1\}^n$ is a foundational challenge in high-dimensional statistics. Existing methods for efficiently estimating truncated Boolean product distributions, notably the work of [Fotakis et al'COLT'20, Algorithmica'22], require either strong local connectivity assumptions on $S$ -- a property denoted fatness -- or stringent anti-concentration assumptions and necessitate the total mass of the truncation set to be a constant with respect to $n$. Moreover, the results in [Fotakis et al'COLT'20, Algorithmica'22] suffer from sample complexities that scale as $\Omega(2^n)$ if the mass of $S$ is exponentially small in $n$. In this work, we circumvent these limitations by analyzing the geometry of $S$ under the measure $\mu_z$. We refine the existing parameter estimation guarantees under the fatness assumption, improving the prior sample complexity to $O( \log n / \epsilon^2)$ for $\ell_\infty$-recovery, matching the untruncated minimax rate. We further generalize fatness using the notion of influence utilized in the analysis of Boolean functions and provide sufficient conditions for efficient inference. Notably, unlike previous work, our method does not require sampling at arbitrary parameterizations of the model. Lastly, we establish a theoretical lower bound demonstrating the sample complexity exhibits an intrinsic exponential dependence on the width of the model and the minimum distance between elements in the set.
Interaction can reduce the required number of tests by a quadratic factor, but the apparent exponential branching of an interactive evaluation does not yield an exponential query advantage.
Nikolov and Ullman asked whether k statistical queries on a universe of size T can be released under pure differential privacy with expected worst-coordinate error at the square-root rate suggested by known lower bounds. We prove their conjectured upper bound. For every database size n and privacy parameter $\varepsilon>0$, there is an $\varepsilon$-differentially private mechanism with expected error $O(\min\{1,\sqrt{\log(2T)\log(2k)/(\varepsilon n)}\})$. This matches the lower-bound dependence in the standard high-dimensional regimes where those bounds apply; the shifted logarithms and outer minimum make the upper bound valid without additional parameter assumptions. The construction starts from a selection-only private multiplicative weights transcript, then replaces its probability mass function by a distance-penalized likelihood envelope. To prove that the modification preserves accuracy, a likelihood-level Maurey argument upper-bounds each Hamming-ball maximum by a small family of auxiliary PMW laws. Renyi moment bounds control nearby balls, a direct mixture bound controls distant balls, and grouping radii at the privacy scale prevents an additional $1/\varepsilon$ factor in the error. The mechanism is information-theoretic. A companion Lean 4 development machine-checks the finite construction, pure privacy after deterministic decoding, and the displayed all-regimes upper bound.