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Summaries of massive data sets support approximate query processing over the original data. A basic aggregate over a set of records is the weight of subpopulations specified as a predicate over records' attributes. Bottom-k sketches are a…

Databases · Computer Science 2008-02-26 Edith Cohen , Haim Kaplan

We consider the task of estimating the entropy of $k$-ary distributions from samples in the streaming model, where space is limited. Our main contribution is an algorithm that requires $O\left(\frac{k \log…

Information Theory · Computer Science 2019-11-20 Jayadev Acharya , Sourbh Bhadane , Piotr Indyk , Ziteng Sun

The "Subset Sum problem" is a very well-known NP-complete problem. In this work, a top-k variation of the "Subset Sum problem" is considered. This problem has wide application in recommendation systems, where instead of k best objects the k…

Data Structures and Algorithms · Computer Science 2021-08-27 Biswajit Sanyal , Subhashis Majumder , Priya Ranjan Sinha Mahapatra

In recent years, the problem of computing the frequencies of the induced $k$-vertex subgraphs of a graph, or \emph{$k$-graphlets}, has become central. One approach for this problem is to sample $k$-graphlets randomly. Classic algorithms for…

Data Structures and Algorithms · Computer Science 2026-04-29 Marco Bressan , T-H. Hubert Chan , Qipeng Kuang , Mauro Sozio

The manuscript introduces a method to select a random sample from a stream by deciding on each sampling unit immediately after observing it. The process could be applied to unequal as well as equal probability sampling. The implementation…

Data Structures and Algorithms · Computer Science 2021-11-19 Bardia Panahbehagh , Raphaël Jauslin , Yves Tillé

Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…

Machine Learning · Statistics 2018-06-07 Zalán Borsos , Andreas Krause , Kfir Y. Levy

Collecting the most informative data from a large dataset distributed over a network is a fundamental problem in many fields, including control, signal processing and machine learning. In this paper, we establish a connection between…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Xu Zhang , Marcos M. Vasconcelos

This paper presents a novel algorithm solving the classic problem of generating a random sample of size s from population of size n with non-uniform probabilities. The sampling is done with replacement. The algorithm requires constant…

Data Structures and Algorithms · Computer Science 2016-11-03 Michał Startek

Network sampling is integral to the analysis of social, information, and biological networks. Since many real-world networks are massive in size, continuously evolving, and/or distributed in nature, the network structure is often sampled in…

Social and Information Networks · Computer Science 2012-11-16 Nesreen K. Ahmed , Jennifer Neville , Ramana Kompella

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

Weighted sampling without replacement has proved to be a very important tool in designing new algorithms. Efraimidis and Spirakis (IPL 2006) presented an algorithm for weighted sampling without replacement from data streams. Their algorithm…

Data Structures and Algorithms · Computer Science 2015-06-08 Vladimir Braverman , Rafail Ostrovsky , Gregory Vorsanger

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

This is paper introduces a new single-pass reservoir weighted-sampling stream aggregation algorithm, Priority-Based Aggregation (PBA). While order sampling is a powerful and e cient method for weighted sampling from a stream of uniquely…

Data Structures and Algorithms · Computer Science 2017-11-02 Nick Duffield , Yunhong Xu , Liangzhen Xia , Nesreen Ahmed , Minlan Yu

In processing large quantities of data, a fundamental problem is to obtain a summary which supports approximate query answering. Random sampling yields flexible summaries which naturally support subset-sum queries with unbiased estimators…

Data Structures and Algorithms · Computer Science 2011-02-28 Edith Cohen , Graham Cormode , Nick Duffield

Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…

Artificial Intelligence · Computer Science 2013-01-18 Luis E. Ortiz , Leslie Pack Kaelbling

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

We give efficient algorithms for volume sampling, i.e., for picking $k$-subsets of the rows of any given matrix with probabilities proportional to the squared volumes of the simplices defined by them and the origin (or the squared volumes…

Data Structures and Algorithms · Computer Science 2010-04-26 Amit Deshpande , Luis Rademacher

The probabilistic-stream model was introduced by Jayram et al. \cite{JKV07}. It is a generalization of the data stream model that is suited to handling ``probabilistic'' data where each item of the stream represents a probability…

Data Structures and Algorithms · Computer Science 2007-05-23 Andrew McGregor , S. Muthukrishnan

We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…

Data Structures and Algorithms · Computer Science 2016-02-09 Artem Barger , Dan Feldman