Interaction Is Not Necessary for Order-Optimal 1-Bit Mean Estimation

Universal Refinement without Interaction: Order-Optimal 1-Bit Mean Estimation

This paper shows that interaction is unnecessary for order-optimal 1-bit mean estimation under finite central moments. For distributions satisfying $|\mathbb{E}X|\leq\lambda$ and $\mathbb{E}|X-\mathbb{E}X|^k\leq\sigma^k$ for a fixed $k>1$, we construct a fully non-adaptive public-coin protocol that fixes every measurable 1-bit query before communication. All localization and refinement queries are generated in a single batch; a subsequently decoded coarse center changes only how the stored refinement bits are interpreted. Two complementary constructions realize this decoder-side refinement: a finite dyadic scheme based on periodic residues and a continuous-scale scheme based on shifted random grids. Up to $k$-dependent constants, the refinement cost is $(\sigma/\epsilon)^2\log(1/\delta)$ for $k>2$, $(\sigma/\epsilon)^2[1+\log(\sigma/\epsilon)]\log(1/\delta)$ for $k=2$, and $(\sigma/\epsilon)^{k/(k-1)}\log(1/\delta)$ for $1<k<2$. Together with the additive localization cost $1+\log(\lambda/\sigma)$, these rates answer the Lau--Scarlett open problem for arbitrary measurable 1-bit queries in the affirmative. In the parameter range covered by existing small-error, high-confidence lower bounds, the resulting sample complexity is minimax optimal.

Interaction Is Unnecessary for Order-Optimal One-Bit Mean Estimation

Gaussian-efficient testing by betting on the mean of bounded data

Given $[0,1]$-valued random variables $X_1,\dots,X_n$ such that $\mathbb{E}[X_i | X_1,\dots,X_{i-1}]= \mu$ for all $i$, we propose a new nonasymptotic confidence interval for $\mu$ that is obtained by inverting terminal e-values generated by a novel betting strategy. When the data are iid, its limiting width matches that of the central limit theorem (``Gaussian-efficient''), finally surpassing the inefficient limits of previous betting intervals. Our main conceptual advance involves designing betting fractions that track the conditional rejection probability of the most powerful terminal test in a limiting Gaussian experiment. When one predictable variance estimator is shared across candidate means, the deterministic inversion is an interval for every data sequence and its two endpoints can be found easily. The width can be improved further with external randomization. In simulations, our method yields the tightest intervals to date; for every distribution tested and all sufficiently large $n$, our deterministic version beats STaR-Bets and is competitive with Gaffke, while the randomized improvement beats both. It thus combines finite-sample validity under martingale dependence, easy endpoint computation, Gaussian-efficient inference for iid data, and excellent empirical performance. We also extend the construction and its efficiency theory to sampling without replacement, where it again achieves state-of-the-art empirical performance.

Tight Information Complexity of the Coin Problem in the Broadcast Model

We study distributed testing of $\mathrm{Ber}(\alpha)$ versus $\mathrm{Ber}(\beta)$ in the broadcast, or shared-blackboard, model. For protocols with constant advantage, we characterise up to universal constant factors the information complexity under either hypothesis for every pair $\beta<\alpha$. The characterisation shows that the two information costs can be quite different and identifies three parameter regimes, with optimal protocols based respectively on clean samples, a noisy binary symmetric channel, and an asymmetric $Z$-channel. The lower bounds rely on a novel mixed Hellinger--Jensen--Shannon inequality that may be of independent interest. We also characterise the constant-advantage information complexity of testing arbitrary discrete distributions via an optimisation problem over channels, and show that binary-output channels suffice. We obtain bounds for bounded likelihood-ratio distributions, and give general upper bounds in terms of $\chi^2$ divergence. As applications, we recover the broadcast-model set-disjointness lower bound, and derive stronger lower bounds in the multi-pass streaming setting for some problems considered in prior work.

The Keyl-Werner algorithm is not optimal for spectrum estimation

We give an algorithm which, given $n = O(d^2 \cdot (\log\log(d)/\log(d))^2)$ copies of $\rho$, estimates the eigenvalues of $\rho$ to constant error in total variation distance. Thus, we can learn the eigenvalues of a quantum state with fewer copies than the $\Theta(d^2)$ needed to run full state tomography. This is the first improvement to spectrum estimation over the influential Keyl-Werner algorithm, which uses $n = \Theta(d^2)$ copies, thereby resolving a question raised by Keyl and Werner in 2001 and refuting a 2016 conjecture of Wright. Our main technical tool is a new tomography guarantee, where the error of tomography in a particular direction $|w\rangle$ scales with $\langle w | \rho |w\rangle$ for all directions simultaneously. From this stronger"relative-error"bound, we recover better algorithms for principal component analysis in Bures distance and tomography in $\chi^2$-divergence as corollaries.

On the Order-Conditional Optimality of Gaffke's Bound

Let $X = (X_1, \ldots, X_n)$ be a random vector from any Borel probability law on $\mathbb{R}_+^n$. We revisit the problem of deriving a lower confidence bound (LCB) on a scalar parameter of that law. We recast classical work, beginning with Buehler, in purely probabilistic terms to form a more accessible and extensible framework. We then specialize the framework to the case where the components of $X$ are independent. In this context, we prove that Gaffke's bound is Buehler optimal for the order that it induces with respect to the maximum marginal mean parameter: $max_{i \in [n]} E_Q[X_i]$, which reduces to the common mean when the $X_i$ are independent and identically distributed. That is to say, no other valid LCB that orders samples in the same way as Gaffke's bound can improve on it with respect to this parameter.