Statistical distance of independent products #
Replacing independent coordinates costs at most the sum of their individual distances. The same
bound holds when the coordinates are conditionally independent given a shared public sample:
the sample is drawn once and remains visible on both sides. For k independent draws from one
law, replacing the law costs at most k times its distance; this is the statistical hop that
replaces approximately sampled values by exactly sampled ones.
Main results #
Cslib.Probability.PMF.dist_pi_le_sum: distance between products is at most the sum of distances.Cslib.Probability.PMF.dist_bind_pair_pi_le_sum: retain the shared public sample in that bound.Cslib.Probability.PMF.dist_iid_le:kindependent draws are at distance at mostktimes the distance of one draw.
References #
Replacing one independent coordinate cannot cost more than its own statistical distance.
The statistical distance of finite independent products is at most the sum of distances.
A common public sample may be retained when replacing conditionally independent coordinates. There is no requirement that the coordinates be independent after the public sample is hidden.