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We revisit the noisy binary search model of [Karp and Kleinberg, 2007], in which we have n coins with unknown probabilities p_i that we can flip. The coins are sorted by increasing p_i, and we would like to find where the probability crosses (to within ε) of a target value τ. This generalized the fixed-noise model of [Burnashev and Zigangirov, 1974], in which p_i = 1/2 ± ε, to a setting where coins near the target may be indistinguishable from it. It was shown in [Karp and Kleinberg, 2007] that Θ(1/ε² log n) samples are necessary and sufficient for this task. We produce a practical algorithm by solving two theoretical challenges: high-probability behavior and sharp constants. We give an algorithm that succeeds with probability 1-δ from 1/C_{τ, ε} ⋅ (log₂ n + O(log^{2/3} n log^{1/3} 1/(δ) + log 1/(δ))) samples, where C_{τ, ε} is the optimal such constant achievable. For δ > n^{-o(1)} this is within 1 + o(1) of optimal, and for δ ≪ 1 it is the first bound within constant factors of optimal. 

Location estimation is one of the most basic questions in parametric statistics. Suppose we have a known distribution density f, and we get n i.i.d. samples from f(x − µ) for some unknown shift µ. The task is to estimate µ to high accuracy with high probability. The maximum likelihood estimator (MLE) is known to be asymptotically optimal as n → ∞, but what is possible for finite n? In this paper, we give two location estimators that are optimal under different criteria: 1) an estimator that has minimax-optimal estimation error subject to succeeding with probability 1 − δ and 2) a confidence interval estimator which, subject to its output interval containing µ with probability at least 1 − δ, has the minimum expected squared interval width among all shift-invariant estimators. The latter construction can be generalized to minimizing the expectation of any loss function on the interval width. 

Uniformity testing is one of the most well-studied problems in property testing, with many known test statistics, including ones based on counting collisions, singletons, and the empirical TV distance. It is known that the optimal sample complexity to distinguish the uniform distribution on m elements from any ϵ-far distribution with 1−δ probability is n=Θ(mlog(1/δ)√ϵ2+log(1/δ)ϵ2), which is achieved by the empirical TV tester. Yet in simulation, these theoretical analyses are misleading: in many cases, they do not correctly rank order the performance of existing testers, even in an asymptotic regime of all parameters tending to 0 or ∞. We explain this discrepancy by studying the \emph{constant factors} required by the algorithms. We show that the collisions tester achieves a sharp maximal constant in the number of standard deviations of separation between uniform and non-uniform inputs. We then introduce a new tester based on the Huber loss, and show that it not only matches this separation, but also has tails corresponding to a Gaussian with this separation. This leads to a sample complexity of (1+o(1))mlog(1/δ)√ϵ2 in the regime where this term is dominant, unlike all other existing testers. 

The CSGM framework (Bora-Jalal-Price-Dimakis'17) has shown that deepgenerative priors can be powerful tools for solving inverse problems.However, to date this framework has been empirically successful only oncertain datasets (for example, human faces and MNIST digits), and itis known to perform poorly on out-of-distribution samples. In thispaper, we present the first successful application of the CSGMframework on clinical MRI data. We train a generative prior on brainscans from the fastMRI dataset, and show that posterior sampling viaLangevin dynamics achieves high quality reconstructions. Furthermore,our experiments and theory show that posterior sampling is robust tochanges in the ground-truth distribution and measurement process.Our code and models are available at: \url{https://github.com/utcsilab/csgm-mri-langevin}.