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Sample complexity of population recovery

Abstract

The problem of population recovery refers to estimating a distribution based on incomplete or corrupted samples. Consider a random poll of sample size nn conducted on a population of individuals, where each pollee is asked to answer dd binary questions. We consider one of the two polling impediments: (a) in lossy population recovery, a pollee may skip each question with probability ϵ\epsilon, (b) in noisy population recovery, a pollee may lie on each question with probability ϵ\epsilon. Given nn lossy or noisy samples, the goal is to estimate the probabilities of all 2d2^d binary vectors simultaneously within accuracy δ\delta with high probability. This paper settles the sample complexity of population recovery. For lossy model, the optimal sample complexity is Θ~(δ2max{ϵ1ϵ,1})\tilde\Theta(\delta^{-2\max\{\frac{\epsilon}{1-\epsilon},1\}}), improving the state of the art by Moitra and Saks in several ways: a lower bound is established, the upper bound is improved and the result depends at most on the logarithm of the dimension. Surprisingly, the sample complexity undergoes a phase transition from parametric to nonparametric rate when ϵ\epsilon exceeds 1/21/2. For noisy population recovery, the sharp sample complexity turns out to be more sensitive to dimension and scales as exp(Θ(d1/3log2/3(1/δ)))\exp(\Theta(d^{1/3} \log^{2/3}(1/\delta))) except for the trivial cases of ϵ=0,1/2\epsilon=0,1/2 or 11. For both models, our estimators simply compute the empirical mean of a certain function, which is found by pre-solving a linear program (LP). Curiously, the dual LP can be understood as Le Cam's method for lower-bounding the minimax risk, thus establishing the statistical optimality of the proposed estimators. The value of the LP is determined by complex-analytic methods.

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