Modern challenges in distribution testing

Abstract

Hypothesis testing is one of the most classical problems in statistics. While it has enjoyed over a century of intense study, only recent focus has been on the small-sample regime, with interest in sample complexities and minimax rates. Our understanding of many fundamental problems is now quite mature, but there are several questions which have arisen over the last decade, which have not yet received adequate attention. The goal of this dissertation is to identify and address several contemporary challenges in distribution testing. In particular, we make progress in answering the following questions: ** Can we test distributions with tolerance to model misspecification? ** How does the complexity of distribution testing change as we consider different measures of distance? ** Can we efficiently test for membership in (potentially infinite) classes of distributions? ** How can we avoid the curse of dimensionality when testing multivariate distributions? ** Is it possible to perform hypothesis testing on sensitive data, while respecting privacy of the dataset? ** Can we design more efficient algorithms if the dataset is sampled actively? Directions for further investigation are also discussed.