Tusnády问题与在线双样本稀疏化
Tusnády's problem and online two-sample thinning
Yuhao Lei
AI 速读 基于摘要
该文确定了Tusnády问题在任意固定维度下的精确偏差阶,并将其应用于未知共同分布的两个独立样本的在线稀疏化问题。
math.CO · cs.DS · math.PR
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We determine the sharp order of discrepancy in Tusnády's problem in every fixed dimension $d\ge 2$. The largest combinatorial discrepancy of $N$ points in $\mathbb{R}^d$ with respect to axis-parallel boxes is $Θ_d((\log N)^{d-1/2})$, extending Wei's planar result and matching Nikolov's upper bound. More strongly, with high probability, this lower bound holds simultaneously for every subset obtained by deleting at most a sufficiently small fixed fraction of a uniform $N$-point sample. We apply this geometric estimate to online thinning of two independent samples of size $n$ from an unknown common distribution, where observations must be kept or discarded upon arrival. For every fixed dimension $k\ge 1$ and expected deletion budget $ρn$, with $0<ρ<2$, we prove that the minimax expected prefix discrepancy over lower orthants is $Θ_{k,ρ}((\log n)^{k+1/2})$. In dimension one, the optimal terminal discrepancy is instead $Θ_ρ((\log\log n)^{3/2})$, giving a sharp separation between the prefix and terminal objectives. For $k\ge 2$, we obtain terminal bounds differing by a factor of $\log n$. The lower bounds are based on Gaussian small-ball estimates for box-incidence matrices, while the upper bounds use stationary Metropolis thinning and, in one dimension, a terminal cancellation procedure.