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In this work, we present a comprehensive treatment of weighted random sampling (WRS) over data streams. More precisely, we examine two natural interpretations of the item weights, describe an existing algorithm for each case ([2, 4]),…

Data Structures and Algorithms · Computer Science 2015-07-29 Pavlos S. Efraimidis

We consider message-efficient continuous random sampling from a distributed stream, where the probability of inclusion of an item in the sample is proportional to a weight associated with the item. The unweighted version, where all weights…

Data Structures and Algorithms · Computer Science 2019-04-09 Rajesh Jayaram , Gokarna Sharma , Srikanta Tirthapura , David P. Woodruff

Efficient learning from streaming data is important for modern data analysis due to the continuous and rapid evolution of data streams. Despite significant advancements in stream pattern mining, challenges persist, particularly in managing…

Machine Learning · Computer Science 2024-11-04 Lamine Diop , Marc Plantevit , Arnaud Soulet

We consider communication-efficient weighted and unweighted (uniform) random sampling from distributed data streams presented as a sequence of mini-batches of items. This is a natural model for distributed streaming computation, and our…

Data Structures and Algorithms · Computer Science 2020-02-26 Lorenz Hübschle-Schneider , Peter Sanders

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

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 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

Joining records with all other records that meet a linkage condition can result in an astronomically large number of combinations due to many-to-many relationships. For such challenging (acyclic) joins, a random sample over the join result…

Databases · Computer Science 2022-01-11 Michael Shekelyan , Graham Cormode , Peter Triantafillou , Ali Shanghooshabad , Qingzhi Ma

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

Big data streams are possibly one of the most essential underlying notions. However, data streams are often challenging to handle owing to their rapid pace and limited information lifetime. It is difficult to collect and communicate stream…

Machine Learning · Computer Science 2022-03-03 Christos Karras , Aristeidis Karras , Spyros Sioutas

Weighted sampling is a fundamental tool in data analysis and machine learning pipelines. Samples are used for efficient estimation of statistics or as sparse representations of the data. When weight distributions are skewed, as is often the…

Machine Learning · Computer Science 2020-08-18 Edith Cohen , Rasmus Pagh , David P. Woodruff

From a high volume stream of weighted items, we want to maintain a generic sample of a certain limited size $k$ that we can later use to estimate the total weight of arbitrary subsets. This is the classic context of on-line reservoir…

Data Structures and Algorithms · Computer Science 2010-11-16 Edith Cohen , Nick Duffield , Haim Kaplan , Carsten Lund , Mikkel Thorup

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Data Structures and Algorithms · Computer Science 2018-08-31 Ronald L. Rivest

A new unequal probability sampling method is proposed. This method is sequential. The decision to select or not each unit is made based on the order in which the units appear. A variant of this method allows selecting a sample from a…

Methodology · Statistics 2021-11-17 Bardia Panahbehagh , Raphaël Jauslin , Yves Tillé

Graph Sampling provides an efficient yet inexpensive solution for analyzing large graphs. While extracting small representative subgraphs from large graphs, the challenge is to capture the properties of the original graph. Several sampling…

Data Structures and Algorithms · Computer Science 2019-10-21 Muhammad Irfan Yousuf , Raheel Anwar

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

When individuals in a population can be classified in classes or categories, the coverage of a sample, $C$, is defined as the probability that a randomly selected individual from the population belongs to a class represented in the sample.…

Computation · Statistics 2025-04-08 Carlos Hernandez-Suarez

Probability proportional to size (PPS) sampling schemes with a target sample size aim to produce a sample comprising a specified number $n$ of items while ensuring that each item in the population appears in the sample with a probability…

Methodology · Statistics 2024-11-14 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

This note explores probabilistic sampling weighted by uncertainty in active learning. This method has been previously used and authors have tangentially remarked on its efficacy. The scheme has several benefits: (1) it is computationally…

Machine Learning · Computer Science 2019-09-12 Vinay Jethava

Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker
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