Concept

Method of conditional probabilities

In mathematics and computer science, the probabilistic method is used to prove the existence of mathematical objects with desired combinatorial properties. The proofs are probabilistic — they work by showing that a random object, chosen from some probability distribution, has the desired properties with positive probability. Consequently, they are nonconstructive — they don't explicitly describe an efficient method for computing the desired objects. The method of conditional probabilities , converts such a proof, in a "very precise sense", into an efficient deterministic algorithm, one that is guaranteed to compute an object with the desired properties. That is, the method derandomizes the proof. The basic idea is to replace each random choice in a random experiment by a deterministic choice, so as to keep the conditional probability of failure, given the choices so far, below 1. The method is particularly relevant in the context of randomized rounding (which uses the probabilistic method to design approximation algorithms). When applying the method of conditional probabilities, the technical term pessimistic estimator refers to a quantity used in place of the true conditional probability (or conditional expectation) underlying the proof. gives this description: We first show the existence of a provably good approximate solution using the probabilistic method... [We then] show that the probabilistic existence proof can be converted, in a very precise sense, into a deterministic approximation algorithm. (Raghavan is discussing the method in the context of randomized rounding, but it works with the probabilistic method in general.) To apply the method to a probabilistic proof, the randomly chosen object in the proof must be choosable by a random experiment that consists of a sequence of "small" random choices. Here is a trivial example to illustrate the principle. Lemma: It is possible to flip three coins so that the number of tails is at least 2. Probabilistic proof. If the three coins are flipped randomly, the expected number of tails is 1.

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