Local embedding by correlated sampling #
Alice holds x, Bob holds y, and (x, y) is drawn from P. They want to extend (x, y) by a
common value s drawn from the kernel K (x, y), but Alice only knows a kernel KX x and Bob only
knows KY y. Using correlated sampling, each samples from his own kernel with shared randomness
(Cslib.Probability.CorrelatedSampling.localSample). The result (x, y, s_A, s_B) is within
statistical distance 2 ε₁ + 2 ε₂ of (x, y, s, s), where ε₁ and ε₂ are the average distances
of KX x and KY y from K (x, y) (dist_embed_le). With K the conditional distribution of
S given (X, Y) and KX, KY the conditional distributions given X and Y, this is
Holenstein's embedding lemma Holenstein, Lemma 8: (X, Y) is
1 - 2ε₁ - 2ε₂-embeddable in (XS, YS).
Main definitions #
Cslib.Probability.CorrelatedSampling.localSample: Alice and Bob sample from their own kernels with shared randomness.
Main results #
Cslib.Probability.CorrelatedSampling.dist_localSample_le: for fixed inputs, the two local samples are within2 δ₁ + 2 δ₂of a common sample ofK (x, y).Cslib.Probability.CorrelatedSampling.dist_embed_le: Holenstein's embedding lemma.