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Square Hellinger Subadditivity for Bayesian Networks and its Applications to Identity Testing
Proceedings of the 2017 Conference on Learning Theory, PMLR 65:697-703, 2017.
Abstract
We show that the square Hellinger distance between two Bayesian networks on the same directed graph, G, is subadditive with respect to the neighborhoods of G. Namely, if P and Q are the probability distributions defined by two Bayesian networks on the same DAG, our inequality states that the square Hellinger distance, H2(P,Q), between P and Q is upper bounded by the sum, ∑vH2(Pv∪Πv,Qv∪Πv), of the square Hellinger distances between the marginals of P and Q on every node v and its parents Πv in the DAG. Importantly, our bound does not involve the conditionals but the marginals of P and Q. We derive a similar inequality for more general Markov Random Fields. As an application of our inequality, we show that distinguishing whether two (unknown) Bayesian networks P and Q on the same (but potentially unknown) DAG satisfy P=Q vs d_\rm TV(P,Q)>ε can be performed from \tilde{O}(|Σ|^3/4(d+1) ⋅n/ε^2) samples, where d is the maximum in-degree of the DAG and Σ the domain of each variable of the Bayesian networks. If P and Q are defined on potentially different and potentially unknown trees, the sample complexity becomes \tilde{O}(|Σ|^4.5 n/ε^2). In both cases the dependence of the sample complexity on n, ε is optimal up to logarithmic factors. Lastly, if P and Q are product distributions over {0,1}^n and Q is known, the sample complexity becomes O(\sqrt{n}/ε^2), which is optimal up to constant factors.