SearcharxivSearch

arXiv · 1611.09981

Decoding from Pooled Data: Sharp Information-Theoretic Bounds

Abstract

Consider a population consisting of n individuals, each of whom has one of d types (e.g. their blood type, in which case d=4). We are allowed to query this database by specifying a subset of the population, and in response we observe a noiseless histogram (a d-dimensional vector of counts) of types of the pooled individuals. This measurement model arises in practical situations such as pooling of genetic data and may also be motivated by privacy considerations. We are interested in the number of queries one needs to unambiguously determine the type of each individual. In this paper, we study this information-theoretic question under the random, dense setting where in each query, a random subset of individuals of size proportional to n is chosen. This makes the problem a particular example of a random constraint satisfaction problem (CSP) with a "planted" solution. We establish almost matching upper and lower bounds on the minimum number of queries m such that there is no solution other than the planted one with probability tending to 1 as n tends to infinity. Our proof relies on the computation of the exact "annealed free energy" of this model in the thermodynamic limit, which corresponds to the exponential rate of decay of the expected number of solution to this planted CSP. As a by-product of the analysis, we show an identity of independent interest relating the Gaussian integral over the space of Eulerian flows of a graph to its spanning tree polynomial.

Explore related subjects

Keep this discovery

BibTeXRIS

Ahmed El Alaoui, Aaditya Ramdas, Florent Krzakala, Lenka Zdeborova, Michael I. Jordan. 2016-11-30. Decoding from Pooled Data: Sharp Information-Theoretic Bounds. https://doi.org/10.1137/18m1183339

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR