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Am/test/hl api noise checks #1975
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tfhe/src/high_level_api/tests/noise_distribution/encryption_noise.rs
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- add arithmetic mean primitive - add variance confidence interval based on Chi Square test - add a test on the confidence interval taken from a web site giving examples of confidence intervals
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I'll try the "bootstrapping" method found online for the confidence interval for non gaussian stuff, if it does not work we won't have much choice than to go with the current stuff even if the confidence interval seems to not behave as expected for the TUniform distribution here |
got something that looks more reasonable based on the central limit theorem the gist is X ~ TUniform(b) for a sufficient number of samples E[Y] = sum(Y_i) / N distribution follows a normal law https://en.wikipedia.org/wiki/Central_limit_theorem#Classical_CLT using that relationship with the normal law we can get a link between the variance estimate we want and that normal law allowing to use the normal law inverse CDF to have a confidence interval, managed to confirm that the confidence interval looks ok |
@mayeul-zama as I'm touching some of the stats primitives that you touched recently