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Related papers: Sampling to estimate arbitrary subset sums

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For high volume data streams and large data warehouses, sampling is used for efficient approximate answers to aggregate queries over selected subsets. Mathematically, we are dealing with a set of weighted items and want to support queries…

Data Structures and Algorithms · Computer Science 2007-05-23 Mario Szegedy , Mikkel Thorup

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

Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…

Machine Learning · Statistics 2022-06-16 Daniel Ting

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

In this work, we present a new random sampling method for data streams where the probability of an element's inclusion in the sample is proportional to a weight associated with that element. Our method is based on sampling with replacement,…

Data Structures and Algorithms · Computer Science 2026-03-18 Adriano Meligrana , Adriano Fazzone

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

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying…

Machine Learning · Statistics 2016-10-18 Qiang Liu , Jason D. Lee

We study the use of sampling for efficiently mining the top-K frequent itemsets of cardinality at most w. To this purpose, we define an approximation to the top-K frequent itemsets to be a family of itemsets which includes (resp., excludes)…

Data Structures and Algorithms · Computer Science 2012-04-23 Andrea Pietracaprina , Matteo Riondato , Eli Upfal , Fabio Vandin

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Data Structures and Algorithms · Computer Science 2021-10-29 Lorenzo Beretta , Jakub Tětek

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

Frequently one has to search within a finite population for a single particular individual or item with a rare characteristic. Whether an item possesses the characteristic can only be determined by close inspection. The availability of…

Probability · Mathematics 2013-10-23 André J. Hoogstrate , Chris A. J. Klaassen

Many data sources are naturally modeled by multiple weight assignments over a set of keys: snapshots of an evolving database at multiple points in time, measurements collected over multiple time periods, requests for resources served at…

Databases · Computer Science 2010-11-11 Edith Cohen , Haim Kaplan , Subhabrata Sen

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

Consistent sampling is a technique for specifying, in small space, a subset $S$ of a potentially large universe $U$ such that the elements in $S$ satisfy a suitably chosen sampling condition. Given a subset $\mathcal{I}\subseteq U$ it…

Data Structures and Algorithms · Computer Science 2014-04-21 Konstantin Kutzkov , Rasmus Pagh

We present a subset selection algorithm designed to work with arbitrary model families in a practical batch setting. In such a setting, an algorithm can sample examples one at a time but, in order to limit overhead costs, is only able to…

Machine Learning · Computer Science 2023-01-31 Gui Citovsky , Giulia DeSalvo , Sanjiv Kumar , Srikumar Ramalingam , Afshin Rostamizadeh , Yunjuan Wang

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

We consider the problem of choosing the best of $n$ samples, out of a large random pool, when the sampling of each member is associated with a certain cost. The quality (worth) of the best sample clearly increases with $n$, but so do the…

Statistics Theory · Mathematics 2015-06-16 Joseph D. Skufca , Daniel ben-Avraham

Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

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

To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…

Computation · Statistics 2022-10-11 Jing Wang , HaiYing Wang , Shifeng Xiong
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