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Ananda Theertha Suresh

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Published work

28 published item(s)

preprint2026arXiv

CoDistill-GRPO: A Co-Distillation Recipe for Efficient Group Relative Policy Optimization

Group Relative Policy Optimization (GRPO) has emerged as a powerful algorithm for improving the reasoning capabilities of language models, but often fails to improve small models due to sparse rewards on difficult tasks. Existing works mitigate this issue by leveraging a larger model, either to provide hints for rollouts or to provide dense reward signals through knowledge distillation (KD). However, this assumes the existence of such an oracle, and training one can significantly increase total training time. In this work, we propose CoDistill-GRPO, a co-distillation algorithm that simultaneously trains a large and a small model by maximizing carefully designed GRPO objectives. The two models learn from each other: the small model uses an on-policy KD reward to learn from the large model's distribution, while the large model is updated using rollouts generated by the small model with importance reweighting, reducing the computational overhead of rollout generation. We show that CoDistill-GRPO substantially improves small model performance over standard GRPO on mathematical benchmarks across both Qwen and Llama models. Specifically, with Qwen2.5-Math-1.5B, we observe an accuracy increase of over 11.6 percentage points over the base model and an additional 6.0 percentage points over GRPO on the Minerva dataset. Interestingly, the larger model (Qwen2.5-Math-7B) trained with CoDistill-GRPO nearly matches standard GRPO performance despite training on small-model rollouts. This highlights CoDistill-GRPO as a cost-effective alternative to GRPO for larger models, yielding an approximate 18% speedup, which may be of independent interest.

preprint2022arXiv

Correlated quantization for distributed mean estimation and optimization

We study the problem of distributed mean estimation and optimization under communication constraints. We propose a correlated quantization protocol whose leading term in the error guarantee depends on the mean deviation of data points rather than only their absolute range. The design doesn't need any prior knowledge on the concentration property of the dataset, which is required to get such dependence in previous works. We show that applying the proposed protocol as sub-routine in distributed optimization algorithms leads to better convergence rates. We also prove the optimality of our protocol under mild assumptions. Experimental results show that our proposed algorithm outperforms existing mean estimation protocols on a diverse set of tasks.

preprint2022arXiv

Differentially Private Learning with Margin Guarantees

We present a series of new differentially private (DP) algorithms with dimension-independent margin guarantees. For the family of linear hypotheses, we give a pure DP learning algorithm that benefits from relative deviation margin guarantees, as well as an efficient DP learning algorithm with margin guarantees. We also present a new efficient DP learning algorithm with margin guarantees for kernel-based hypotheses with shift-invariant kernels, such as Gaussian kernels, and point out how our results can be extended to other kernels using oblivious sketching techniques. We further give a pure DP learning algorithm for a family of feed-forward neural networks for which we prove margin guarantees that are independent of the input dimension. Additionally, we describe a general label DP learning algorithm, which benefits from relative deviation margin bounds and is applicable to a broad family of hypothesis sets, including that of neural networks. Finally, we show how our DP learning algorithms can be augmented in a general way to include model selection, to select the best confidence margin parameter.

preprint2022arXiv

Private Domain Adaptation from a Public Source

A key problem in a variety of applications is that of domain adaptation from a public source domain, for which a relatively large amount of labeled data with no privacy constraints is at one's disposal, to a private target domain, for which a private sample is available with very few or no labeled data. In regression problems with no privacy constraints on the source or target data, a discrepancy minimization algorithm based on several theoretical guarantees was shown to outperform a number of other adaptation algorithm baselines. Building on that approach, we design differentially private discrepancy-based algorithms for adaptation from a source domain with public labeled data to a target domain with unlabeled private data. The design and analysis of our private algorithms critically hinge upon several key properties we prove for a smooth approximation of the weighted discrepancy, such as its smoothness with respect to the $\ell_1$-norm and the sensitivity of its gradient. Our solutions are based on private variants of Frank-Wolfe and Mirror-Descent algorithms. We show that our adaptation algorithms benefit from strong generalization and privacy guarantees and report the results of experiments demonstrating their effectiveness.

preprint2022arXiv

Robust Estimation for Random Graphs

We study the problem of robustly estimating the parameter $p$ of an Erdős-Rényi random graph on $n$ nodes, where a $γ$ fraction of nodes may be adversarially corrupted. After showing the deficiencies of canonical estimators, we design a computationally-efficient spectral algorithm which estimates $p$ up to accuracy $\tilde O(\sqrt{p(1-p)}/n + γ\sqrt{p(1-p)} /\sqrt{n}+ γ/n)$ for $γ< 1/60$. Furthermore, we give an inefficient algorithm with similar accuracy for all $γ<1/2$, the information-theoretic limit. Finally, we prove a nearly-matching statistical lower bound, showing that the error of our algorithms is optimal up to logarithmic factors.

preprint2022arXiv

Scaling Language Model Size in Cross-Device Federated Learning

Most studies in cross-device federated learning focus on small models, due to the server-client communication and on-device computation bottlenecks. In this work, we leverage various techniques for mitigating these bottlenecks to train larger language models in cross-device federated learning. With systematic applications of partial model training, quantization, efficient transfer learning, and communication-efficient optimizers, we are able to train a $21$M parameter Transformer and $20.2$M parameter Conformer that achieve the same or better perplexity as that of a similarly sized LSTM with $\sim10\times$ smaller client-to-server communication cost and $11\%$ lower perplexity than smaller LSTMs commonly studied in literature.

preprint2022arXiv

The Fundamental Price of Secure Aggregation in Differentially Private Federated Learning

We consider the problem of training a $d$ dimensional model with distributed differential privacy (DP) where secure aggregation (SecAgg) is used to ensure that the server only sees the noisy sum of $n$ model updates in every training round. Taking into account the constraints imposed by SecAgg, we characterize the fundamental communication cost required to obtain the best accuracy achievable under $\varepsilon$ central DP (i.e. under a fully trusted server and no communication constraints). Our results show that $\tilde{O}\left( \min(n^2\varepsilon^2, d) \right)$ bits per client are both sufficient and necessary, and this fundamental limit can be achieved by a linear scheme based on sparse random projections. This provides a significant improvement relative to state-of-the-art SecAgg distributed DP schemes which use $\tilde{O}(d\log(d/\varepsilon^2))$ bits per client. Empirically, we evaluate our proposed scheme on real-world federated learning tasks. We find that our theoretical analysis is well matched in practice. In particular, we show that we can reduce the communication cost significantly to under $1.2$ bits per parameter in realistic privacy settings without decreasing test-time performance. Our work hence theoretically and empirically specifies the fundamental price of using SecAgg.

preprint2021arXiv

A Discriminative Technique for Multiple-Source Adaptation

We present a new discriminative technique for the multiple-source adaptation, MSA, problem. Unlike previous work, which relies on density estimation for each source domain, our solution only requires conditional probabilities that can easily be accurately estimated from unlabeled data from the source domains. We give a detailed analysis of our new technique, including general guarantees based on Rényi divergences, and learning bounds when conditional Maxent is used for estimating conditional probabilities for a point to belong to a source domain. We show that these guarantees compare favorably to those that can be derived for the generative solution, using kernel density estimation. Our experiments with real-world applications further demonstrate that our new discriminative MSA algorithm outperforms the previous generative solution as well as other domain adaptation baselines.

preprint2021arXiv

Advances and Open Problems in Federated Learning

Federated learning (FL) is a machine learning setting where many clients (e.g. mobile devices or whole organizations) collaboratively train a model under the orchestration of a central server (e.g. service provider), while keeping the training data decentralized. FL embodies the principles of focused data collection and minimization, and can mitigate many of the systemic privacy risks and costs resulting from traditional, centralized machine learning and data science approaches. Motivated by the explosive growth in FL research, this paper discusses recent advances and presents an extensive collection of open problems and challenges.

preprint2021arXiv

Approximating probabilistic models as weighted finite automata

Weighted finite automata (WFA) are often used to represent probabilistic models, such as $n$-gram language models, since they are efficient for recognition tasks in time and space. The probabilistic source to be represented as a WFA, however, may come in many forms. Given a generic probabilistic model over sequences, we propose an algorithm to approximate it as a weighted finite automaton such that the Kullback-Leiber divergence between the source model and the WFA target model is minimized. The proposed algorithm involves a counting step and a difference of convex optimization step, both of which can be performed efficiently. We demonstrate the usefulness of our approach on various tasks, including distilling $n$-gram models from neural models, building compact language models, and building open-vocabulary character models. The algorithms used for these experiments are available in an open-source software library.

preprint2021arXiv

Learning discrete distributions: user vs item-level privacy

Much of the literature on differential privacy focuses on item-level privacy, where loosely speaking, the goal is to provide privacy per item or training example. However, recently many practical applications such as federated learning require preserving privacy for all items of a single user, which is much harder to achieve. Therefore understanding the theoretical limit of user-level privacy becomes crucial. We study the fundamental problem of learning discrete distributions over $k$ symbols with user-level differential privacy. If each user has $m$ samples, we show that straightforward applications of Laplace or Gaussian mechanisms require the number of users to be $\mathcal{O}(k/(mα^2) + k/εα)$ to achieve an $\ell_1$ distance of $α$ between the true and estimated distributions, with the privacy-induced penalty $k/εα$ independent of the number of samples per user $m$. Moreover, we show that any mechanism that only operates on the final aggregate counts should require a user complexity of the same order. We then propose a mechanism such that the number of users scales as $\tilde{\mathcal{O}}(k/(mα^2) + k/\sqrt{m}εα)$ and hence the privacy penalty is $\tildeΘ(\sqrt{m})$ times smaller compared to the standard mechanisms in certain settings of interest. We further show that the proposed mechanism is nearly-optimal under certain regimes. We also propose general techniques for obtaining lower bounds on restricted differentially private estimators and a lower bound on the total variation between binomial distributions, both of which might be of independent interest.

preprint2020arXiv

Convergence of Chao Unseen Species Estimator

Support size estimation and the related problem of unseen species estimation have wide applications in ecology and database analysis. Perhaps the most used support size estimator is the Chao estimator. Despite its wide spread use, little is known about its theoretical properties. We analyze the Chao estimator and show that its worst case mean squared error (MSE) is smaller than the MSE of the plug-in estimator by a factor of $\mathcal{O} ((k/n)^4)$, where $k$ is the maximum support size and $n$ is the number of samples. Our main technical contribution is a new method to analyze rational estimators for discrete distribution properties, which may be of independent interest.

preprint2020arXiv

Differentially private anonymized histograms

For a dataset of label-count pairs, an anonymized histogram is the multiset of counts. Anonymized histograms appear in various potentially sensitive contexts such as password-frequency lists, degree distribution in social networks, and estimation of symmetric properties of discrete distributions. Motivated by these applications, we propose the first differentially private mechanism to release anonymized histograms that achieves near-optimal privacy utility trade-off both in terms of number of items and the privacy parameter. Further, if the underlying histogram is given in a compact format, the proposed algorithm runs in time sub-linear in the number of items. For anonymized histograms generated from unknown discrete distributions, we show that the released histogram can be directly used for estimating symmetric properties of the underlying distribution.

preprint2020arXiv

Sample complexity of population recovery

The problem of population recovery refers to estimating a distribution based on incomplete or corrupted samples. Consider a random poll of sample size $n$ conducted on a population of individuals, where each pollee is asked to answer $d$ binary questions. We consider one of the two polling impediments: (a) in lossy population recovery, a pollee may skip each question with probability $ε$, (b) in noisy population recovery, a pollee may lie on each question with probability $ε$. Given $n$ lossy or noisy samples, the goal is to estimate the probabilities of all $2^d$ binary vectors simultaneously within accuracy $δ$ with high probability. This paper settles the sample complexity of population recovery. For lossy model, the optimal sample complexity is $\tildeΘ(δ^{-2\max\{\fracε{1-ε},1\}})$, 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 $ε$ exceeds $1/2$. For noisy population recovery, the sharp sample complexity turns out to be more sensitive to dimension and scales as $\exp(Θ(d^{1/3} \log^{2/3}(1/δ)))$ except for the trivial cases of $ε=0,1/2$ or $1$. 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.

preprint2020arXiv

Three Approaches for Personalization with Applications to Federated Learning

The standard objective in machine learning is to train a single model for all users. However, in many learning scenarios, such as cloud computing and federated learning, it is possible to learn a personalized model per user. In this work, we present a systematic learning-theoretic study of personalization. We propose and analyze three approaches: user clustering, data interpolation, and model interpolation. For all three approaches, we provide learning-theoretic guarantees and efficient algorithms for which we also demonstrate the performance empirically. All of our algorithms are model-agnostic and work for any hypothesis class.

preprint2019arXiv

Sampled Softmax with Random Fourier Features

The computational cost of training with softmax cross entropy loss grows linearly with the number of classes. For the settings where a large number of classes are involved, a common method to speed up training is to sample a subset of classes and utilize an estimate of the loss gradient based on these classes, known as the sampled softmax method. However, the sampled softmax provides a biased estimate of the gradient unless the samples are drawn from the exact softmax distribution, which is again expensive to compute. Therefore, a widely employed practical approach involves sampling from a simpler distribution in the hope of approximating the exact softmax distribution. In this paper, we develop the first theoretical understanding of the role that different sampling distributions play in determining the quality of sampled softmax. Motivated by our analysis and the work on kernel-based sampling, we propose the Random Fourier Softmax (RF-softmax) method that utilizes the powerful Random Fourier Features to enable more efficient and accurate sampling from an approximate softmax distribution. We show that RF-softmax leads to low bias in estimation in terms of both the full softmax distribution and the full softmax gradient. Furthermore, the cost of RF-softmax scales only logarithmically with the number of classes.

preprint2016arXiv

A Unified Maximum Likelihood Approach for Optimal Distribution Property Estimation

The advent of data science has spurred interest in estimating properties of distributions over large alphabets. Fundamental symmetric properties such as support size, support coverage, entropy, and proximity to uniformity, received most attention, with each property estimated using a different technique and often intricate analysis tools. We prove that for all these properties, a single, simple, plug-in estimator---profile maximum likelihood (PML)---performs as well as the best specialized techniques. This raises the possibility that PML may optimally estimate many other symmetric properties.

preprint2016arXiv

Estimating Renyi Entropy of Discrete Distributions

It was recently shown that estimating the Shannon entropy $H({\rm p})$ of a discrete $k$-symbol distribution ${\rm p}$ requires $Θ(k/\log k)$ samples, a number that grows near-linearly in the support size. In many applications $H({\rm p})$ can be replaced by the more general Rényi entropy of order $α$, $H_α({\rm p})$. We determine the number of samples needed to estimate $H_α({\rm p})$ for all $α$, showing that $α< 1$ requires a super-linear, roughly $k^{1/α}$ samples, noninteger $α>1$ requires a near-linear $k$ samples, but, perhaps surprisingly, integer $α>1$ requires only $Θ(k^{1-1/α})$ samples. Furthermore, developing on a recently established connection between polynomial approximation and estimation of additive functions of the form $\sum_{x} f({\rm p}_x)$, we reduce the sample complexity for noninteger values of $α$ by a factor of $\log k$ compared to the empirical estimator. The estimators achieving these bounds are simple and run in time linear in the number of samples. Our lower bounds provide explicit constructions of distributions with different Rényi entropies that are hard to distinguish.

preprint2016arXiv

Estimating the number of unseen species: A bird in the hand is worth $\log n $ in the bush

Estimating the number of unseen species is an important problem in many scientific endeavors. Its most popular formulation, introduced by Fisher, uses $n$ samples to predict the number $U$ of hitherto unseen species that would be observed if $t\cdot n$ new samples were collected. Of considerable interest is the largest ratio $t$ between the number of new and existing samples for which $U$ can be accurately predicted. In seminal works, Good and Toulmin constructed an intriguing estimator that predicts $U$ for all $t\le 1$, thereby showing that the number of species can be estimated for a population twice as large as that observed. Subsequently Efron and Thisted obtained a modified estimator that empirically predicts $U$ even for some $t>1$, but without provable guarantees. We derive a class of estimators that $\textit{provably}$ predict $U$ not just for constant $t>1$, but all the way up to $t$ proportional to $\log n$. This shows that the number of species can be estimated for a population $\log n$ times larger than that observed, a factor that grows arbitrarily large as $n$ increases. We also show that this range is the best possible and that the estimators' mean-square error is optimal up to constants for any $t$. Our approach yields the first provable guarantee for the Efron-Thisted estimator and, in addition, a variant which achieves stronger theoretical and experimental performance than existing methodologies on a variety of synthetic and real datasets. The estimators we derive are simple linear estimators that are computable in time proportional to $n$. The performance guarantees hold uniformly for all distributions, and apply to all four standard sampling models commonly used across various scientific disciplines: multinomial, Poisson, hypergeometric, and Bernoulli product.

preprint2016arXiv

Maximum Selection and Sorting with Adversarial Comparators and an Application to Density Estimation

We study maximum selection and sorting of $n$ numbers using pairwise comparators that output the larger of their two inputs if the inputs are more than a given threshold apart, and output an adversarially-chosen input otherwise. We consider two adversarial models. A non-adaptive adversary that decides on the outcomes in advance based solely on the inputs, and an adaptive adversary that can decide on the outcome of each query depending on previous queries and outcomes. Against the non-adaptive adversary, we derive a maximum-selection algorithm that uses at most $2n$ comparisons in expectation, and a sorting algorithm that uses at most $2n \ln n$ comparisons in expectation. These numbers are within small constant factors from the best possible. Against the adaptive adversary, we propose a maximum-selection algorithm that uses $Θ(n\log (1/ε))$ comparisons to output a correct answer with probability at least $1-ε$. The existence of this algorithm affirmatively resolves an open problem of Ajtai, Feldman, Hassadim, and Nelson. Our study was motivated by a density-estimation problem where, given samples from an unknown underlying distribution, we would like to find a distribution in a known class of $n$ candidate distributions that is close to underlying distribution in $\ell_1$ distance. Scheffe's algorithm outputs a distribution at an $\ell_1$ distance at most 9 times the minimum and runs in time $Θ(n^2\log n)$. Using maximum selection, we propose an algorithm with the same approximation guarantee but run time of $Θ(n\log n)$.

preprint2016arXiv

Orthogonal Random Features

We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error. We call this technique Orthogonal Random Features (ORF), and provide theoretical and empirical justification for this behavior. Motivated by this discovery, we further propose Structured Orthogonal Random Features (SORF), which uses a class of structured discrete orthogonal matrices to speed up the computation. The method reduces the time cost from $\mathcal{O}(d^2)$ to $\mathcal{O}(d \log d)$, where $d$ is the data dimensionality, with almost no compromise in kernel approximation quality compared to ORF. Experiments on several datasets verify the effectiveness of ORF and SORF over the existing methods. We also provide discussions on using the same type of discrete orthogonal structure for a broader range of applications.

preprint2015arXiv

Automata and Graph Compression

We present a theoretical framework for the compression of automata, which are widely used in speech processing and other natural language processing tasks. The framework extends to graph compression. Similar to stationary ergodic processes, we formulate a probabilistic process of graph and automata generation that captures real world phenomena and provide a universal compression scheme LZA for this probabilistic model. Further, we show that LZA significantly outperforms other compression techniques such as gzip and the UNIX compress command for several synthetic and real data sets.

preprint2015arXiv

Competitive Distribution Estimation

Estimating an unknown distribution from its samples is a fundamental problem in statistics. The common, min-max, formulation of this goal considers the performance of the best estimator over all distributions in a class. It shows that with $n$ samples, distributions over $k$ symbols can be learned to a KL divergence that decreases to zero with the sample size $n$, but grows unboundedly with the alphabet size $k$. Min-max performance can be viewed as regret relative to an oracle that knows the underlying distribution. We consider two natural and modest limits on the oracle's power. One where it knows the underlying distribution only up to symbol permutations, and the other where it knows the exact distribution but is restricted to use natural estimators that assign the same probability to symbols that appeared equally many times in the sample. We show that in both cases the competitive regret reduces to $\min(k/n,\tilde{\mathcal{O}}(1/\sqrt n))$, a quantity upper bounded uniformly for every alphabet size. This shows that distributions can be estimated nearly as well as when they are essentially known in advance, and nearly as well as when they are completely known in advance but need to be estimated via a natural estimator. We also provide an estimator that runs in linear time and incurs competitive regret of $\tilde{\mathcal{O}}(\min(k/n,1/\sqrt n))$, and show that for natural estimators this competitive regret is inevitable. We also demonstrate the effectiveness of competitive estimators using simulations.

preprint2015arXiv

Faster Algorithms for Testing under Conditional Sampling

There has been considerable recent interest in distribution-tests whose run-time and sample requirements are sublinear in the domain-size $k$. We study two of the most important tests under the conditional-sampling model where each query specifies a subset $S$ of the domain, and the response is a sample drawn from $S$ according to the underlying distribution. For identity testing, which asks whether the underlying distribution equals a specific given distribution or $ε$-differs from it, we reduce the known time and sample complexities from $\tilde{\mathcal{O}}(ε^{-4})$ to $\tilde{\mathcal{O}}(ε^{-2})$, thereby matching the information theoretic lower bound. For closeness testing, which asks whether two distributions underlying observed data sets are equal or different, we reduce existing complexity from $\tilde{\mathcal{O}}(ε^{-4} \log^5 k)$ to an even sub-logarithmic $\tilde{\mathcal{O}}(ε^{-5} \log \log k)$ thus providing a better bound to an open problem in Bertinoro Workshop on Sublinear Algorithms [Fisher, 2004].

preprint2015arXiv

Sparse Solutions to Nonnegative Linear Systems and Applications

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other than non-negativity. Our algorithm is combinatorial in nature, inspired by techniques for the set cover problem, as well as the multiplicative weight update method. We then present a natural application to learning mixture models in the PAC framework. For learning a mixture of $k$ axis-aligned Gaussians in $d$ dimensions, we give an algorithm that outputs a mixture of $O(k/ε^3)$ Gaussians that is $ε$-close in statistical distance to the true distribution, without any separation assumptions. The time and sample complexity is roughly $O(kd/ε^3)^{d}$. This is polynomial when $d$ is constant -- precisely the regime in which known methods fail to identify the components efficiently. Given that non-negativity is a natural assumption, we believe that our result may find use in other settings in which we wish to approximately explain data using a small number of a (large) candidate set of components.

preprint2015arXiv

Universal Compression of Power-Law Distributions

English words and the outputs of many other natural processes are well-known to follow a Zipf distribution. Yet this thoroughly-established property has never been shown to help compress or predict these important processes. We show that the expected redundancy of Zipf distributions of order $α>1$ is roughly the $1/α$ power of the expected redundancy of unrestricted distributions. Hence for these orders, Zipf distributions can be better compressed and predicted than was previously known. Unlike the expected case, we show that worst-case redundancy is roughly the same for Zipf and for unrestricted distributions. Hence Zipf distributions have significantly different worst-case and expected redundancies, making them the first natural distribution class shown to have such a difference.

preprint2014arXiv

Near-optimal-sample estimators for spherical Gaussian mixtures

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. For mixtures of any $k$ $d$-dimensional spherical Gaussians, we derive an intuitive spectral-estimator that uses $\mathcal{O}_k\bigl(\frac{d\log^2d}{ε^4}\bigr)$ samples and runs in time $\mathcal{O}_{k,ε}(d^3\log^5 d)$, both significantly lower than previously known. The constant factor $\mathcal{O}_k$ is polynomial for sample complexity and is exponential for the time complexity, again much smaller than what was previously known. We also show that $Ω_k\bigl(\frac{d}{ε^2}\bigr)$ samples are needed for any algorithm. Hence the sample complexity is near-optimal in the number of dimensions. We also derive a simple estimator for one-dimensional mixtures that uses $\mathcal{O}\bigl(\frac{k \log \frac{k}ε }{ε^2} \bigr)$ samples and runs in time $\widetilde{\mathcal{O}}\left(\bigl(\frac{k}ε\bigr)^{3k+1}\right)$. Our other technical contributions include a faster algorithm for choosing a density estimate from a set of distributions, that minimizes the $\ell_1$ distance to an unknown underlying distribution.

preprint2014arXiv

Universal Compression of Envelope Classes: Tight Characterization via Poisson Sampling

The Poisson-sampling technique eliminates dependencies among symbol appearances in a random sequence. It has been used to simplify the analysis and strengthen the performance guarantees of randomized algorithms. Applying this method to universal compression, we relate the redundancies of fixed-length and Poisson-sampled sequences, use the relation to derive a simple single-letter formula that approximates the redundancy of any envelope class to within an additive logarithmic term. As a first application, we consider i.i.d. distributions over a small alphabet as a step-envelope class, and provide a short proof that determines the redundancy of discrete distributions over a small al- phabet up to the first order terms. We then show the strength of our method by applying the formula to tighten the existing bounds on the redundancy of exponential and power-law classes, in particular answering a question posed by Boucheron, Garivier and Gassiat.