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Ryan Donnell Carnegie Mellon University O. 1. Describe some TCS results requiring variants of the Central Limit Theorem. Talk Outline 2. Show a flexible.

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Presentation on theme: "Ryan Donnell Carnegie Mellon University O. 1. Describe some TCS results requiring variants of the Central Limit Theorem. Talk Outline 2. Show a flexible."— Presentation transcript:

1 Ryan Donnell Carnegie Mellon University O

2 1. Describe some TCS results requiring variants of the Central Limit Theorem. Talk Outline 2. Show a flexible proof of the CLT with error bounds. 3. Open problems and an advertisement.

3 1. Describe some TCS results requiring variants of the Central Limit Theorem. Talk Outline 2. Show a flexible proof of the CLT with error bounds. 3. Open problems and an advertisement.

4 Linear Threshold Functions

5

6 Learning Theory [O-Servedio08] Thm: Can learn LTFs f in poly(n) time, just from correlations E[f(x)x i ]. Key: G ~ N(0,1) when all |c i |.

7 Property Testing [Matulef-O-Rubinfeld-Servedio09] Thm: Can test if is -close to an LTF with poly(1/) queries. Key: when all |c i |.

8 Derandomization [Meka-Zuckerman10] Thm: PRG for LTFs with seed length O(log(n) log(1/)). Key: even when x i s not fully independent.

9 Multidimensional CLT? when all small compared to For

10 Derandomization+ [Gopalan-O-Wu-Zuckerman10] Thm: PRG for functions of O(1) LTFs with seed length O(log(n) log(1/)). Key: Derandomized multidimensional CLT.

11 Property Testing+ [Blais-O10] Thm: Testing if is a Majority of k bits needs k Ω(1) queries. Key: assuming E[X i ] = E[Y i ], Var[X i ] = Var[Y i ], and some other conditions. (actually, a multidimensional version)

12 Social Choice, Inapproximability [Mossel-O-Oleszkiewicz05] Thm: a) Among voting schemes where no voter has unduly large influence, Majority is most robust to noise. b) Max-Cut is UG-hard to.878-approx. Key: If P is a low-deg. multilin. polynomial, assuming P has small coeffs. on each coord.

13 1. Describe some TCS results requiring variants of the Central Limit Theorem. Talk Outline 2. Show a flexible proof of the CLT with error bounds. 3. Open problems and an advertisement.

14 Gaussians Standard Gaussian: G ~ N(0,1). Mean 0, Var 1. a + bG also a Gaussian: N(a,b 2 ) Sum of independent Gaussians is Gaussian: If G ~ N(a,b 2 ), H ~ N(c,d 2 ) are independent, then G + H ~ N(a+c,b 2 +d 2 ). Anti-concentration: Pr[ G [u, u+] ] O().

15 X 1, X 2, X 3, … independent, ident. distrib., mean 0, variance σ 2, Central Limit Theorem (CLT)

16 CLT with error bounds X 1 + · · · + X n is close toN(0,1), assuming X i is not too wacky. X 1, X 2, …, X n independent, ident. distrib., mean 0, variance 1/n, wacky:

17 Niceness of random variables Say E[X] = 0, stddev[X] = σ. eg: ±1. N(0,1). Unif on [-a,a]. not nice: def: ( σ). def: X is nice if

18 Niceness of random variables Say E[X] = 0, stddev[X] = σ. eg: ±1. N(0,1). Unif on [-a,a]. not nice: def: ( σ). def: X is C-nice if

19 Y -close to Z: Berry-Esseen Theorem X 1, X 2, …, X n independent, ident. distrib., mean 0, variance 1/n, X 1 + · · · + X n is -close toN(0,1), assuming X i is C-nice, where [Shevtsova07]:.7056

20 General Case X 1, X 2, …, X n independent, ident. distrib., mean 0, X 1 + · · · + X n is -close toN(0,1), assuming X i is C-nice, [Shiganov86]:.7915

21 Berry-Esseen: How to prove? 1. Characteristic functions 2.Steins method 3.Replacement = think like a cryptographer X 1, X 2, …, X n indep., mean 0, S = X 1 + · · · + X n G ~ N(0,1).-close to

22 Indistinguishability of random variables S -close to G:

23 Indistinguishability of random variables S -close to G: u

24 Indistinguishability of random variables S -close to G: u t

25 Indistinguishability of random variables S -close to G:

26 Replacement method S -close to G: u δ

27 Replacement method X 1, X 2, …, X n indep., mean 0, S = X 1 + · · · + X n G ~ N(0,1) For smooth

28 Replacement method X 1, X 2, …, X n indep., mean 0, G = G 1 + · · · + G n For smooth S = X 1 + · · · + X n Hybrid argument

29 X 1, X 2, …, X n indep., mean 0, S Y = Y 1 + · · · + Y n For smooth S X = X 1 + · · · + X n Invariance principle Y 1, Y 2, …, Y n Var[X i ] = Var[Y i ] =

30 Hybrid argument Def: Z i = Y 1 + · · · + Y i + X i+1 + · · · + X n S X = Z 0, S Y = Z n X 1, X 2, …, X n, Y 1, Y 2, …, Y n, independent, matching means and variances. S X = X 1 + · · · + X n S Y = Y 1 + · · · + Y n vs.

31 Hybrid argument Z i = Y 1 + · · · + Y i + X i+1 + · · · + X n Goal: X 1, X 2, …, X n, Y 1, Y 2, …, Y n, independent, matching means and variances.

32 Z i = Y 1 + · · · + Y i + X i+1 + · · · + X n

33 where U = Y 1 + · · · + Y i1 + X i+1 + · · · + X n. Note: U, X i, Y i independent. Goal: U T

34 = by indep. and matching means/variances!

35 Variant Berry-Esseen: Say If X 1, X 2, …, X n & Y 1, Y 2, …, Y n indep. and have matching means/variances, then

36 Usual Berry-Esseen: If X 1, X 2, …, X n indep., mean 0, u δ Hack

37 Usual Berry-Esseen: If X 1, X 2, …, X n indep., mean 0, Variant Berry-Esseen + Hack Usual Berry-Esseen except with error O( 1/4 )

38 Extensions are easy! Vector-valued version: Use multidimensional Taylor theorem. Derandomized version: If X 1, …, X m C-nice, 3-wise indep., then X 1 +···+ X m is O(C)-nice. Higher-degree version: X 1, …, X m C-nice, indep., Q is a deg.-d poly., then Q(X 1, …, X m ) is O(C) d -nice.

39 1. Describe some TCS results requiring variants of the Central Limit Theorem. Talk Outline 2. Show a flexible proof of the CLT with error bounds. 3. Open problems, advertisement, anecdote?

40 Open problems 1.Recover usual Berry-Esseen via the Replacement method. 2.Vector-valued: Get correct dependence on test sets K. (Gaussian surface area?) 3.Higher-degree: improve (?) the exponential dependence on degree d. 4.Find more applications in TCS.

41 Do you like LTFs and PTFs? Do you like probability and geometry?


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