Distribution Estimation with Side Information
Haricharan Balasundaram, Andrew Thangaraj
TL;DR
This work addresses discrete distribution estimation from i.i.d. samples when side information is available, motivated by large alphabets in language data. It develops two models: a local information model where the true distribution lies in an $\ell_2$-ball around a guess $\pi^{(0)}$ and a partial-ordering model that partitions the alphabet into low- and high-probability sets. The authors propose an interpolation estimator between the empirical distribution and the guess in Model 1 and a two-level Good-Turing estimator in Model 2, establishing minimax upper and lower bounds for the squared $\ell_2$ loss and showing that side information can yield substantial gains, especially for small sample sizes. Simulations on natural language data and synthetic distributions corroborate the theoretical results, highlighting practical benefits for language modeling tasks where semantic side information is natural.
Abstract
We consider the classical problem of discrete distribution estimation using i.i.d. samples in a novel scenario where additional side information is available on the distribution. In large alphabet datasets such as text corpora, such side information arises naturally through word semantics/similarities that can be inferred by closeness of vector word embeddings, for instance. We consider two specific models for side information--a local model where the unknown distribution is in the neighborhood of a known distribution, and a partial ordering model where the alphabet is partitioned into known higher and lower probability sets. In both models, we theoretically characterize the improvement in a suitable squared-error risk because of the available side information. Simulations over natural language and synthetic data illustrate these gains.
