Computational Implications of Reducing Data to Sufficient Statistics

@article{Montanari2014ComputationalIO,
  title={Computational Implications of Reducing Data to Sufficient Statistics},
  author={Andrea Montanari},
  journal={CoRR},
  year={2014},
  volume={abs/1409.3821}
}
Given a large dataset and an estimation task, it is common to pre-process the data by reducing them to a set of sufficient statistics. This step is often regarded as straightforward and advantageous (in that it simplifies statistical analysis). I show that –on the contrary– reducing data to sufficient statistics can change a computationally tractable estimation problem into an intractable one. I discuss connections with recent work in theoretical computer science, and implications for some… CONTINUE READING
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