Work

Communication Complexity of Distributed High Dimensional Correlation Testing

Year: 2020
Type: dissertation
Abstract: Two parties observe independent copies of a $d$-dimensional vector and a scalar. They seek to test if their data is correlated or not, namely they seek to test if the norm $\|ρ\|_2$ of the correlation vector $ρ$ between their observations exceeds $τ$ or is it $0$. To that end, they communicate interactively and declare the output of the test. We show that roughly order $d/τ^2$ bits of communication are sufficient and necessary for resolving the distributed correlation testing problem above. Furthermore, we establish a lower bound of roughly $d^2/τ^2$ bits for communication needed for distributed correlation estimation, rendering the estimate-and-test approach suboptimal in communication required for distributed correlation testing. For the one-dimensional case with one-way communication, our bounds are tight even in the constant and provide a precise dependence of communication complexity on the probabilities of error of two types.
Language: English
Open Access status: green
OpenAlex ID: W3026196705
Cites: 33
Cited by:
Related to: 10