Abstract

We study the following independence testing problem: given access to samples from a distribution PP over {0,1}n\{0,1\}^n, decide whether PP is a product distribution or whether it is ε\varepsilon-far in total variation distance from any product distribution. For arbitrary distributions, this problem requires exp⁡(n)\exp(n) samples. We show in this work that if PP has a sparse structure, then in fact only linearly many samples are required. Specifically, if PP is Markov with respect to a Bayesian network whose underlying DAG has in-degree bounded by dd, then Θ~(2d/2⋅n/ε2)\tildeΘ(2^{d/2}\cdot n/\varepsilon^2) samples are necessary and sufficient for independence testing.

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