arXiv subjects

Sayantan Sen

Publications and source records attributed to Sayantan Sen.

15 recordsLinked to original sources

arXiv2026

On the Power of Adaptivity in Testing Quantum States in Fidelity

We study the problems of quantum state certification, equivalence testing and independence testing. In certification, given samples of an unknown quantum state $\rho$ and the description of a state $\sigma$, the goal is to test whether $\rho=\sigma$, or whether $\rho$ and $\sigma$ are far in a given distance measure. In equivalence testing, $\sigma$ is also unknown and only accessible via samples. Independence testing decides whether $\rho_{AC}=\rho_A\otimes\rho_C$, or is far from being a product. The sample complexities of these problems are now well-understood for a decision gap $\varepsilon$ in trace distance: in the single-copy measurement setting with $d$-dimensional states, all three tasks can be solved using the same non-adaptive approach, which uses $\Theta(d^{3/2}/\varepsilon^2)$ samples and is optimal in general, even without adaptivity. In this work, we consider decision gaps expressed in fidelity and study possible separations between these problems and how adaptivity can help. We prove that certification with respect to fidelity for a state $\sigma$ of rank $r$ does not benefit from adaptivity and requires $\widetilde{\Theta}(r^{3/2}/\varepsilon)$ samples. For equivalence testing and independence testing, we provide adaptive algorithms using $\widetilde{O}(\min\{d^{3/2}/\varepsilon^2,d^{9/4}/\varepsilon\})$ and $\widetilde{O}(\min\{(d_Ad_C)^{3/2}/\varepsilon^2,d_A^{9/4}d_C^{3/4}/\varepsilon\})$ samples, for $d_A\geq d_C$, respectively. Our main technique is a framework that uses partial learning and a reduction to testing in $\ell_2$-distance, adapted from the distribution testing literature. We show that adaptivity matters for equivalence testing in fidelity by proving that $\widetilde{\Omega}(1/\varepsilon^2)$ samples are necessary in the non-adaptive case even for qubits, showing a separation from certification.

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arXiv2026

Testing Sparse Functions over the Reals

Over the last three decades, function testing has been extensively studied over Boolean, finite fields, and discrete settings. However, to encode the real-world applications more succinctly, function testing over the reals (where the domain and range, both are reals) is of prime importance. Recently, there have been some works in the direction of testing for algebraic representations of such functions: the work by Fleming and Yoshida (ITCS 20), Arora, Kelman, and Meir (SOSA 25) on linearity testing and the work of Arora, Bhattacharyya, Fleming, Kelman, and Yoshida (SODA 23) for testing low-degree polynomials. Our work follows the same avenue, wherein we study three well-studied sparse representations of functions, over the reals, namely (i) $k$-linearity, (ii) $k$-sparse polynomials, and (iii) $k$-junta. In this setting, given approximate query access to some $f:\mathbb{R}^n \rightarrow \mathbb{R}$, we want to decide if the function satisfies some property of interest, or if it is far from all functions that satisfy the property. Here, the distance is measured in the $\ell_1$-metric, under the assumption that we are drawing samples from the Standard Gaussian distribution. We present efficient testers and $\Omega(k)$ lower bounds for testing each of these three properties.

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arXiv2025

Instance Dependent Testing of Samplers using Interval Conditioning

Sampling algorithms play a pivotal role in probabilistic AI. However, verifying if a sampler program indeed samples from the claimed distribution is a notoriously hard problem. Provably correct testers like Barbarik, Teq, Flash, CubeProbe for testing of different kinds of samplers were proposed only in the last few years. All these testers focus on the worst-case efficiency, and do not support verification of samplers over infinite domains, a case occurring frequently in Astronomy, Finance, Network Security, etc. In this work, we design the first tester of samplers with instance-dependent efficiency, allowing us to test samplers over natural numbers. Our tests are developed via a novel distance estimation algorithm between an unknown and a known probability distribution using an interval conditioning framework. The core technical contribution is a new connection with probability mass estimation of a continuous distribution. The practical gains are also substantial: our experiments establish up to 1000x speedup over state-of-the-art testers.

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arXiv2025

Testing (Conditional) Mutual Information

We investigate the sample complexity of mutual information and conditional mutual information testing. For conditional mutual information testing, given access to independent samples of a triple of random variables $(A, B, C)$ with unknown distribution, we want to distinguish between two cases: (i) $A$ and $C$ are conditionally independent, i.e., $I(A\!:\!C|B) = 0$, and (ii) $A$ and $C$ are conditionally dependent, i.e., $I(A\!:\!C|B) \geq \varepsilon$ for some threshold $\varepsilon$. We establish an upper bound on the number of samples required to distinguish between the two cases with high confidence, as a function of $\varepsilon$ and the three alphabet sizes. We conjecture that our bound is tight and show that this is indeed the case in several parameter regimes. For the special case of mutual information testing (when $B$ is trivial), we establish the necessary and sufficient number of samples required up to polylogarithmic terms. Our technical contributions include a novel method to efficiently simulate weakly correlated samples from the conditionally independent distribution $P_{A|B} P_{C|B} P_B$ given access to samples from an unknown distribution $P_{ABC}$, and a new estimator for equivalence testing that can handle such correlated samples, which might be of independent interest.

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arXiv2024

Testing vs Estimation for Index-Invariant Properties in the Huge Object Model

The Huge Object model of property testing [Goldreich and Ron, TheoretiCS 23] concerns properties of distributions supported on $\{0,1\}^n$, where $n$ is so large that even reading a single sampled string is unrealistic. Instead, query access is provided to the samples, and the efficiency of the algorithm is measured by the total number of queries that were made to them. Index-invariant properties under this model were defined in [Chakraborty et al., COLT 23], as a compromise between enduring the full intricacies of string testing when considering unconstrained properties, and giving up completely on the string structure when considering label-invariant properties. Index-invariant properties are those that are invariant through a consistent reordering of the bits of the involved strings. Here we provide an adaptation of Szemer\'edi's regularity method for this setting, and in particular show that if an index-invariant property admits an $\epsilon$-test with a number of queries depending only on the proximity parameter $\epsilon$, then it also admits a distance estimation algorithm whose number of queries depends only on the approximation parameter.

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arXiv2024

Efficient Sample-optimal Learning of Gaussian Tree Models via Sample-optimal Testing of Gaussian Mutual Information

Learning high-dimensional distributions is a significant challenge in machine learning and statistics. Classical research has mostly concentrated on asymptotic analysis of such data under suitable assumptions. While existing works [Bhattacharyya et al.: SICOMP 2023, Daskalakis et al.: STOC 2021, Choo et al.: ALT 2024] focus on discrete distributions, the current work addresses the tree structure learning problem for Gaussian distributions, providing efficient algorithms with solid theoretical guarantees. This is crucial as real-world distributions are often continuous and differ from the discrete scenarios studied in prior works. In this work, we design a conditional mutual information tester for Gaussian random variables that can test whether two Gaussian random variables are independent, or their conditional mutual information is at least $\varepsilon$, for some parameter $\varepsilon \in (0,1)$ using $\mathcal{O}(\varepsilon^{-1})$ samples which we show to be near-optimal. In contrast, an additive estimation would require $\Omega(\varepsilon^{-2})$ samples. Our upper bound technique uses linear regression on a pair of suitably transformed random variables. Importantly, we show that the chain rule of conditional mutual information continues to hold for the estimated (conditional) mutual information. As an application of such a mutual information tester, we give an efficient $\varepsilon$-approximate structure-learning algorithm for an $n$-variate Gaussian tree model that takes $\widetilde{\Theta}(n\varepsilon^{-1})$ samples which we again show to be near-optimal. In contrast, when the underlying Gaussian model is not known to be tree-structured, we show that $\widetilde{{{\Theta}}}(n^2\varepsilon^{-2})$ samples are necessary and sufficient to output an $\varepsilon$-approximate tree structure. We perform extensive experiments that corroborate our theoretical convergence bounds.

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arXiv2024

Quantum property testing in sparse directed graphs

We initiate the study of quantum property testing in sparse directed graphs, and more particularly in the unidirectional model, where the algorithm is allowed to query only the outgoing edges of a vertex. In the classical unidirectional model, the problem of testing $k$-star-freeness, and more generally $k$-source-subgraph-freeness, is almost maximally hard for large $k$. We prove that this problem has almost quadratic advantage in the quantum setting. Moreover, we show that this advantage is nearly tight, by showing a quantum lower bound using the method of dual polynomials on an intermediate problem for a new, property testing version of the $k$-collision problem that was not studied before. To illustrate that not all problems in graph property testing admit such a quantum speedup, we consider the problem of $3$-colorability in the related undirected bounded-degree model, when graphs are now undirected. This problem is maximally hard to test classically, and we show that also quantumly it requires a linear number of queries.

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arXiv2024

Near Uniform Triangle Sampling Over Adjacency List Graph Streams

Triangle counting and sampling are two fundamental problems for streaming algorithms. Arguably, designing sampling algorithms is more challenging than their counting variants. It may be noted that triangle counting has received far greater attention in the literature than the sampling variant. In this work, we consider the problem of approximately sampling triangles in different models of streaming with the focus being on the adjacency list model. In this problem, the edges of a graph $G$ will arrive over a data stream. The goal is to design efficient streaming algorithms that can sample and output a triangle from a distribution, over the triangles in $G$, that is close to the uniform distribution over the triangles in $G$. The distance between distributions is measured in terms of $\ell_1$-distance. The main technical contribution of this paper is to design algorithms for this triangle sampling problem in the adjacency list model with the space complexities matching their counting variants. For the sake of completeness, we also show results on the vertex and edge arrival models.

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arXiv2024

Distribution Learning Meets Graph Structure Sampling

This work establishes a novel link between the problem of PAC-learning high-dimensional graphical models and the task of (efficient) counting and sampling of graph structures, using an online learning framework. We observe that if we apply the exponentially weighted average (EWA) or randomized weighted majority (RWM) forecasters on a sequence of samples from a distribution P using the log loss function, the average regret incurred by the forecaster's predictions can be used to bound the expected KL divergence between P and the predictions. Known regret bounds for EWA and RWM then yield new sample complexity bounds for learning Bayes nets. Moreover, these algorithms can be made computationally efficient for several interesting classes of Bayes nets. Specifically, we give a new sample-optimal and polynomial time learning algorithm with respect to trees of unknown structure and the first polynomial sample and time algorithm for learning with respect to Bayes nets over a given chordal skeleton.

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arXiv2023

Testing Self-Reducible Samplers

Samplers are the backbone of the implementations of any randomised algorithm. Unfortunately, obtaining an efficient algorithm to test the correctness of samplers is very hard to find. Recently, in a series of works, testers like $\mathsf{Barbarik}$, $\mathsf{Teq}$, $\mathsf{Flash}$ for testing of some particular kinds of samplers, like CNF-samplers and Horn-samplers, were obtained. But their techniques have a significant limitation because one can not expect to use their methods to test for other samplers, such as perfect matching samplers or samplers for sampling linear extensions in posets. In this paper, we present a new testing algorithm that works for such samplers and can estimate the distance of a new sampler from a known sampler (say, uniform sampler). Testing the identity of distributions is the heart of testing the correctness of samplers. This paper's main technical contribution is developing a new distance estimation algorithm for distributions over high-dimensional cubes using the recently proposed sub-cube conditioning sampling model. Given subcube conditioning access to an unknown distribution $P$, and a known distribution $Q$ defined over $\{0,1\}^n$, our algorithm $\mathsf{CubeProbeEst}$ estimates the variation distance between $P$ and $Q$ within additive error $\zeta$ using $O\left({n^2}/{\zeta^4}\right)$ subcube conditional samples from $P$. Following the testing-via-learning paradigm, we also get a tester which distinguishes between the cases when $P$ and $Q$ are $\varepsilon$-close or $\eta$-far in variation distance with probability at least $0.99$ using $O({n^2}/{(\eta-\varepsilon)^4})$ subcube conditional samples. The estimation algorithm in the sub-cube conditioning sampling model helps us to design the first tester for self-reducible samplers.

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arXiv2022

A (simple) classical algorithm for estimating Betti numbers

We describe a simple algorithm for estimating the $k$-th normalized Betti number of a simplicial complex over $n$ elements using the path integral Monte Carlo method. For a general simplicial complex, the running time of our algorithm is $n^{O\left(\frac{1}{\sqrt{\gamma}}\log\frac{1}{\varepsilon}\right)}$ with $\gamma$ measuring the spectral gap of the combinatorial Laplacian and $\varepsilon \in (0,1)$ the additive precision. In the case of a clique complex, the running time of our algorithm improves to $\left(n/\lambda_{\max}\right)^{O\left(\frac{1}{\sqrt{\gamma}}\log\frac{1}{\varepsilon}\right)}$ with $\lambda_{\max} \geq k$, where $\lambda_{\max}$ is the maximum eigenvalue of the combinatorial Laplacian. Our algorithm provides a classical benchmark for a line of quantum algorithms for estimating Betti numbers. On clique complexes it matches their running time when, for example, $\gamma \in \Omega(1)$ and $k \in \Omega(n)$.

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arXiv2022

Testing of Index-Invariant Properties in the Huge Object Model

The study of distribution testing has become ubiquitous in the area of property testing, both for its theoretical appeal, as well as for its applications in other fields of Computer Science. The original distribution testing model relies on samples drawn independently from the distribution to be tested. However, when testing distributions over the $n$-dimensional Hamming cube $\left\{0,1\right\}^{n}$ for a large $n$, even reading a few samples is infeasible. To address this, Goldreich and Ron [ITCS 2022] have defined a model called the huge object model, in which the samples may only be queried in a few places. In this work, we initiate a study of a general class of properties in the huge object model, those that are invariant under a permutation of the indices of the vectors in $\left\{0,1\right\}^{n}$, while still not being necessarily fully symmetric as per the definition used in traditional distribution testing. We prove that every index-invariant property satisfying a bounded VC-dimension restriction admits a property tester with a number of queries independent of n. To complement this result, we argue that satisfying only index-invariance or only a VC-dimension bound is insufficient to guarantee a tester whose query complexity is independent of n. Moreover, we prove that the dependency of sample and query complexities of our tester on the VC-dimension is tight. As a second part of this work, we address the question of the number of queries required for non-adaptive testing. We show that it can be at most quadratic in the number of queries required for an adaptive tester of index-invariant properties. This is in contrast with the tight exponential gap for general non-index-invariant properties. Finally, we provide an index-invariant property for which the quadratic gap between adaptive and non-adaptive query complexities for testing is almost tight.

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arXiv2022

Tolerant Bipartiteness Testing in Dense Graphs

Bipartite testing has been a central problem in the area of property testing since its inception in the seminal work of Goldreich, Goldwasser and Ron [FOCS'96 and JACM'98]. Though the non-tolerant version of bipartite testing has been extensively studied in the literature, the tolerant variant is not well understood. In this paper, we consider the following version of tolerant bipartite testing: Given a parameter $\varepsilon \in (0,1)$ and access to the adjacency matrix of a graph $G$, we can decide whether $G$ is $\varepsilon$-close to being bipartite or $G$ is at least $(2+\Omega(1))\varepsilon$-far from being bipartite, by performing $\widetilde{\mathcal{O}}\left(\frac{1}{\varepsilon ^3}\right)$ queries and in $2^{\widetilde{\mathcal{O}}(1/\varepsilon)}$ time. This improves upon the state-of-the-art query and time complexities of this problem of $\widetilde{\mathcal{O}}\left(\frac{1}{\varepsilon ^6}\right)$ and $2^{\widetilde{\mathcal{O}}(1/\varepsilon^2)}$, respectively, from the work of Alon, Fernandez de la Vega, Kannan and Karpinski (STOC'02 and JCSS'03), where $\widetilde{\mathcal{O}}(\cdot)$ hides a factor polynomial in $\log \frac{1}{\varepsilon}$.

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arXiv2021

Exploring the Gap between Tolerant and Non-tolerant Distribution Testing

The framework of distribution testing is currently ubiquitous in the field of property testing. In this model, the input is a probability distribution accessible via independently drawn samples from an oracle. The testing task is to distinguish a distribution that satisfies some property from a distribution that is far from satisfying it in the $\ell_1$ distance. The task of tolerant testing imposes a further restriction, that distributions close to satisfying the property are also accepted. This work focuses on the connection of the sample complexities of non-tolerant ("traditional") testing of distributions and tolerant testing thereof. When limiting our scope to label-invariant (symmetric) properties of distribution, we prove that the gap is at most quadratic. Conversely, the property of being the uniform distribution is indeed known to have an almost-quadratic gap. When moving to general, not necessarily label-invariant properties, the situation is more complicated, and we show some partial results. We show that if a property requires the distributions to be non-concentrated, then it cannot be non-tolerantly tested with $o(\sqrt{n})$ many samples, where $n$ denotes the universe size. Clearly, this implies at most a quadratic gap, because a distribution can be learned (and hence tolerantly tested against any property) using $\mathcal{O}(n)$ many samples. Being non-concentrated is a strong requirement on the property, as we also prove a close to linear lower bound against their tolerant tests. To provide evidence for other general cases (where the properties are not necessarily label-invariant), we show that if an input distribution is very concentrated, in the sense that it is mostly supported on a subset of size $s$ of the universe, then it can be learned using only $\mathcal{O}(s)$ many samples. The learning procedure adapts to the input, and works without knowing $s$ in advance.

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arXiv2021

A Faster Algorithm for Max Cut in Dense Graphs

We design an algorithm for approximating the size of \emph{Max Cut} in dense graphs. Given a proximity parameter $\varepsilon \in (0,1)$, our algorithm approximates the size of \emph{Max Cut} of a graph $G$ with $n$ vertices, within an additive error of $\varepsilon n^2$, with sample complexity $\mathcal{O}(\frac{1}{\varepsilon^3} \log^2 \frac{1}{\varepsilon} \log \log \frac{1}{\varepsilon})$ and query complexity of $\mathcal{O}(\frac{1}{\varepsilon^4} \log^3 \frac{1}{\varepsilon} \log \log \frac{1}{\varepsilon})$. Since Goldreich, Goldwasser and Ron (JACM 98) gave the first algorithm with sample complexity $\mathcal{O}(\frac{1}{\varepsilon^5}\log \frac{1}{\varepsilon})$ and query complexity of $\mathcal{O}(\frac{1}{\varepsilon^7}\log^2 \frac{1}{\varepsilon})$, there have been several efforts employing techniques from diverse areas with a focus on improving the sample and query complexities. Our work makes the first improvement in the sample complexity as well as query complexity after more than a decade from the previous best results of Alon, Vega, Kannan and Karpinski (JCSS 03) and of Mathieu and Schudy (SODA 08) respectively, both with sample complexity $\mathcal{O}\left(\frac{1}{{\varepsilon}^4}{\log}\frac{1}{\varepsilon}\right)$. We also want to note that the best time complexity of this problem was by Alon, Vega, Karpinski and Kannan (JCSS 03). By combining their result with an approximation technique by Arora, Karger and Karpinski (STOC 95), they obtained an algorithm with time complexity of $2^{\mathcal{O}(\frac{1}{{\varepsilon}^2} \log \frac{1}{\varepsilon})}$. In this work, we have improved this further to $2^{\mathcal{O}(\frac{1}{\varepsilon} \log \frac{1}{\varepsilon} )}$.

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