Near-Optimal Closeness Testing of Discrete Histogram Distributions

We investigate the problem of testing the equivalence between two discrete histograms. A {\em -histogram} over is a probability distribution that is piecewise constant over some set of intervals over . Histograms have been extensively studied in computer science and statistics. Given a set of samples from two -histogram distributions over , we want to distinguish (with high probability) between the cases that and . 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.
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