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Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

CountSketch is a popular dimensionality reduction technique that maps vectors to a lower dimension using randomized linear measurements. The sketch supports recovering $\ell_2$-heavy hitters of a vector (entries with $v[i]^2 \geq…

Data Structures and Algorithms · Computer Science 2022-03-01 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Moshe Shechner , Uri Stemmer

The problem of counting the number of models of a given Boolean formula has numerous applications, including computing the leakage of deterministic programs in Quantitative Information Flow. Model counting is a hard, #P-complete problem.…

Logic in Computer Science · Computer Science 2024-05-24 Michele Boreale , Daniele Gorla

Algorithmic Gaussianization is a phenomenon that can arise when using randomized sketching or sampling methods to produce smaller representations of large datasets: For certain tasks, these sketched representations have been observed to…

Machine Learning · Computer Science 2023-07-28 Michał Dereziński

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Statistics Theory · Mathematics 2007-08-02 Xinjia Chen

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Econometrics · Economics 2020-10-23 Ben Deaner

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

In this paper, we revisit the classic CountSketch method, which is a sparse, random projection that transforms a (high-dimensional) Euclidean vector $v$ to a vector of dimension $(2t-1) s$, where $t, s > 0$ are integer parameters. It is…

Data Structures and Algorithms · Computer Science 2021-02-04 Kasper Green Larsen , Rasmus Pagh , Jakub Tětek

Leveraging the kernel trick in both the input and output spaces, surrogate kernel methods are a flexible and theoretically grounded solution to structured output prediction. If they provide state-of-the-art performance on complex data sets…

Machine Learning · Statistics 2024-05-07 Tamim El Ahmad , Luc Brogat-Motte , Pierre Laforgue , Florence d'Alché-Buc

Distance computation is one of the most fundamental primitives used in communication networks. The cost of effectively and accurately computing pairwise network distances can become prohibitive in large-scale networks such as the Internet…

Data Structures and Algorithms · Computer Science 2011-12-07 Atish Das Sarma , Michael Dinitz , Gopal Pandurangan

We consider the problem of selecting non-zero entries of a matrix $A$ in order to produce a sparse sketch of it, $B$, that minimizes $\|A-B\|_2$. For large $m \times n$ matrices, such that $n \gg m$ (for example, representing $n$…

Machine Learning · Computer Science 2013-11-20 Dimitris Achlioptas , Zohar Karnin , Edo Liberty

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

Distribution estimation has been demonstrated as one of the most effective approaches in dealing with few-shot image classification, as the low-level patterns and underlying representations can be easily transferred across different tasks…

Computation and Language · Computer Science 2023-03-30 Han Liu , Feng Zhang , Xiaotong Zhang , Siyang Zhao , Fenglong Ma , Xiao-Ming Wu , Hongyang Chen , Hong Yu , Xianchao Zhang

Space-efficient streaming estimation of quantiles in massive datasets is a fundamental problem with numerous applications in data monitoring and analysis. While theoretical research led to optimal algorithms, such as the Greenwald-Khanna…

Data Structures and Algorithms · Computer Science 2025-09-12 Aleksander Łukasiewicz , Jakub Tětek , Pavel Veselý

In this paper, we develop an approach for the exact determination of the minimum sample size for the estimation of a Poisson parameter with prescribed margin of error and confidence level. The exact computation is made possible by reducing…

Statistics Theory · Mathematics 2008-06-19 Xinjia Chen

Random sketching is a dimensionality reduction technique that approximately preserves norms and singular values up to some $O(1)$ distortion factor with high probability. The most popular sketches in literature are the Gaussian sketch and…

Numerical Analysis · Mathematics 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

Sampling of signals belonging to a low-dimensional subspace has well-documented merits for dimensionality reduction, limited memory storage, and online processing of streaming network data. When the subspace is known, these signals can be…

Information Theory · Computer Science 2019-11-26 Fernando Gama , Antonio G. Marques , Gonzalo Mateos , Alejandro Ribeiro

Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete analysis of the data. While more data are better than less, diminishing returns suggest that we may not need terabytes of data…

Econometrics · Economics 2020-05-01 Sokbae Lee , Serena Ng

Sketching is a randomized dimensionality-reduction method that aims to preserve relevant information in large-scale datasets. Count sketch is a simple popular sketch which uses a randomized hash function to achieve compression. In this…

Machine Learning · Statistics 2019-11-05 Yang Shi , Animashree Anandkumar