arXiv:2605.24741math.STcs.IT2026-05

比较三种鲁棒二元假设检验的样本复杂度,发现其对扰动敏感但可常数倍比价。

On the Sample Complexity of Robust Binary Hypothesis Testing

  • 提出减法污染模型的最坏分布公式,使其与经典模型对齐。
  • 样本复杂度在ε扰动下可能呈多项式级增长,知ε精确值比近似值重要得多。
  • 三类模型复杂度可常数因子内相互转化,适合关注鲁棒性理论的研究者。

研究三种标准污染模型下的鲁棒二元假设检验样本复杂度:ε-加性(Huber)、ε-减性及ε-总变差(TV),分别记为n*_{Hub}(ε)、n*_{Sub}(ε)、n*_{TV}(ε)。对于减性污染模型,证明最坏分布存在,并给出显式公式,使其与经典Huber和TV模型对齐。进一步表明,在所有三种模型中,样本复杂度对污染参数ε高度不稳定,即使ε有o(ε)扰动,复杂度也可能增加多项式因子;且当ε精确已知与仅知o(ε)误差时,复杂度间可能存在多项式因子差距。尽管如此,三类模型间的样本复杂度在常数因子尺度上可比:对任意固定δ₀>0,以下关系成立:(i) n*_{Hub}(ε) ≲ n*_{TV}(ε) ≲ n*_{Hub}(2ε),(ii) n*_{Sub}(ε) ≲ n*_{TV}(ε) ≲ n*_{Sub}((2+δ₀)ε),(iii) n*_{Sub}(ε) ≲ n*_{Hub}(ε) ≲ n*_{Sub}((1+δ₀)ε),且缩放常数紧致。最后将结果扩展至自适应污染模型。

原文摘要 · Abstract (English)

We study the sample complexity of robust binary hypothesis testing under three standard contamination models: $\varepsilon$-additive (Huber), $\varepsilon$-subtractive, and $\varepsilon$-total variation (TV), denoted by $n^*_{\mathrm{Hub}}(\varepsilon)$, $n^*_{\mathrm{Sub}}(\varepsilon)$, and $n^*_{\mathrm{TV}}(\varepsilon)$, respectively. For subtractive contamination, we show that least favourable distributions exist and provide explicit formulas for the same, bringing this model in line with the classical Huber and TV models. Next we show that in all three models, sample complexity may be highly unstable in the contamination parameter $\varepsilon$, increasing by polynomial factors even for $o(\varepsilon)$ perturbations. Similarly, there may be polynomial factor gaps between the sample complexities when $\varepsilon$ is known exactly versus when it is known up to $o(\varepsilon)$ error. Despite the instability of the sample complexity in all models, we show that the sample complexities across models are comparable up to constant-factor rescaling of $\varepsilon$. Specifically, for any fixed $δ_0>0$, the following hold for all distributions $p$ and $q$: (i) $n^*_{\mathrm{Hub}}(\varepsilon) \lesssim n^*_{\mathrm{TV}}(\varepsilon) \lesssim n^*_{\mathrm{Hub}}(2\varepsilon)$, (ii) $n^*_{\mathrm{Sub}}(\varepsilon) \lesssim n^*_{\mathrm{TV}}(\varepsilon) \lesssim n^*_{\mathrm{Sub}}((2+δ_0)\varepsilon)$, and (iii) $n^*_{\mathrm{Sub}}(\varepsilon) \lesssim n^*_{\mathrm{Hub}}(\varepsilon) \lesssim n^*_{\mathrm{Sub}}((1+δ_0)\varepsilon)$, and the scaling constants are tight. Finally, we extend our results to adaptive versions of the contamination models.

假设检验鲁棒性样本复杂度

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