Entropy and information in neural spike trains: Progress on the sampling problem

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to synthetic data inspired by experiments, and to real experimental spike trains. The estimator performs admirably even very deep in the undersampled regime, where other techniques fail. This opens new possibilities for the information theoretic analysis of experiments, and may be of general interest as an example of learning from limited data.Comment: 7 pages, 4 figures; referee suggested changes, accepted versio

Quantum algorithms for testing properties of distributions

Suppose one has access to oracles generating samples from two unknown probability distributions P and Q on some N-element set. How many samples does one need to test whether the two distributions are close or far from each other in the L_1-norm ? This and related questions have been extensively studied during the last years in the field of property testing. In the present paper we study quantum algorithms for testing properties of distributions. It is shown that the L_1-distance between P and Q can be estimated with a constant precision using approximately N^{1/2} queries in the quantum settings, whereas classical computers need \Omega(N) queries. We also describe quantum algorithms for testing Uniformity and Orthogonality with query complexity O(N^{1/3}). The classical query complexity of these problems is known to be \Omega(N^{1/2}).Comment: 20 page

Testing probability distributions underlying aggregated data

In this paper, we analyze and study a hybrid model for testing and learning probability distributions. Here, in addition to samples, the testing algorithm is provided with one of two different types of oracles to the unknown distribution $D$ over $[n]$. More precisely, we define both the dual and cumulative dual access models, in which the algorithm $A$ can both sample from $D$ and respectively, for any $i\in[n]$, - query the probability mass $D(i)$ (query access); or - get the total mass of $\{1,\dots,i\}$, i.e. $\sum_{j=1}^i D(j)$ (cumulative access) These two models, by generalizing the previously studied sampling and query oracle models, allow us to bypass the strong lower bounds established for a number of problems in these settings, while capturing several interesting aspects of these problems -- and providing new insight on the limitations of the models. Finally, we show that while the testing algorithms can be in most cases strictly more efficient, some tasks remain hard even with this additional power

The Design of Arbitrage-Free Data Pricing Schemes

Motivated by a growing market that involves buying and selling data over the web, we study pricing schemes that assign value to queries issued over a database. Previous work studied pricing mechanisms that compute the price of a query by extending a data seller's explicit prices on certain queries, or investigated the properties that a pricing function should exhibit without detailing a generic construction. In this work, we present a formal framework for pricing queries over data that allows the construction of general families of pricing functions, with the main goal of avoiding arbitrage. We consider two types of pricing schemes: instance-independent schemes, where the price depends only on the structure of the query, and answer-dependent schemes, where the price also depends on the query output. Our main result is a complete characterization of the structure of pricing functions in both settings, by relating it to properties of a function over a lattice. We use our characterization, together with information-theoretic methods, to construct a variety of arbitrage-free pricing functions. Finally, we discuss various tradeoffs in the design space and present techniques for efficient computation of the proposed pricing functions.Comment: full pape