Order-Optimal Sequential 1-Bit Mean Estimation in General Tail Regimes

arXiv stat.ML / 4/10/2026

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Key Points

  • The paper studies mean estimation when communication is strictly limited to 1-bit messages, using only randomized threshold queries whose thresholds are chosen sequentially based on past 1-bit outcomes.
  • It proposes an adaptive estimator that is (ε, δ)-PAC for any distribution with bounded mean μ∈[-λ,λ] and bounded k-th central moment, achieving order-optimal sample complexity across these “general tail” regimes for any fixed k>1.
  • For tail regimes with k≠2, the sample complexity matches unquantized minimax lower bounds up to an unavoidable logarithmic localization cost O(log(λ/σ), while for finite variance (k=2) it incurs a fundamental additional multiplicative O(log(σ/ε)) penalty due to 1-bit quantization.
  • The authors prove an information-theoretic lower bound showing the extra log penalty in the k=2 case is inherent to 1-bit quantization rather than an artifact of the proposed algorithm.
  • They also demonstrate a large adaptivity gap: any non-adaptive 1-bit estimator (even with interval queries) must scale linearly with the search-space parameter λ/σ, making adaptive sequential querying far more sample efficient, and they provide algorithmic extensions for unknown budgets and unknown scale parameters.

Abstract

In this paper, we study the problem of mean estimation under strict 1-bit communication constraints. We propose a novel adaptive mean estimator based solely on randomized threshold queries, where each 1-bit outcome indicates whether a given sample exceeds a sequentially chosen threshold. Our estimator is (\epsilon, \delta)-PAC for any distribution with a bounded mean \mu \in [-\lambda, \lambda] and a bounded k-th central moment \mathbb{E}[|X-\mu|^k] \le \sigma^k for any fixed k > 1. Crucially, our sample complexity is order-optimal in all such tail regimes, i.e., for every such k value. For k eq 2, our estimator's sample complexity matches the unquantized minimax lower bounds plus an unavoidable O(\log(\lambda/\sigma)) localization cost. For the finite-variance case (k=2), our estimator's sample complexity has an extra multiplicative O(\log(\sigma/\epsilon)) penalty, and we establish a novel information-theoretic lower bound showing that this penalty is a fundamental limit of 1-bit quantization. We also establish a significant adaptivity gap: for both threshold queries and more general interval queries, the sample complexity of any non-adaptive estimator must scale linearly with the search space parameter \lambda/\sigma, rendering it vastly less sample efficient than our adaptive approach. Finally, we present algorithmic variants that (i) handle an unknown sampling budget, (ii) adapt to an unknown scale parameter~\sigma given (possibly loose) bounds, and (iii) require only two stages of adaptivity at the expense of more complicated general 1-bit queries.