Testing Data Binnings.
2020
Motivated by the question of data quantization and "binning," we revisit the problem of identity testing of discrete probability distributions. Identity testing (a.k.a. one-sample testing), a fundamental and by now well-understood problem in distribution testing, asks, given a reference distribution (model) 𝐪 and samples from an unknown distribution 𝐩, both over [n] = {1,2,… ,n}, whether 𝐩 equals 𝐪, or is significantly different from it.
In this paper, we introduce the related question of identity up to binning, where the reference distribution 𝐪 is over k ≪ n elements: the question is then whether there exists a suitable binning of the domain [n] into k intervals such that, once "binned," 𝐩 is equal to 𝐪. We provide nearly tight upper and lower bounds on the sample complexity of this new question, showing both a quantitative and qualitative difference with the vanilla identity testing one, and answering an open question of Canonne [Clement L. Canonne, 2019]. Finally, we discuss several extensions and related research directions.
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