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We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

统计方法学 · 统计学 2018-12-31 Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

Sketches, probabilistic structures for estimating item frequencies in infinite data streams with limited space, are widely used across various domains. Recent studies have shifted the focus from handcrafted sketches to neural sketches,…

机器学习 · 计算机科学 2025-05-27 Yuan Feng , Yukun Cao , Hairu Wang , Xike Xie , S Kevin Zhou

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…

机器学习 · 统计学 2019-11-05 Yang Shi , Animashree Anandkumar

In this paper, we present a new algorithm for maintaining linear sketches in turnstile streams with faster update time. As an application, we show that $\log n$ \texttt{Count} sketches or \texttt{CountMin} sketches with a constant number of…

数据结构与算法 · 计算机科学 2019-11-05 Josh Alman , Huacheng Yu

Given an undirected edge-weighted graph $G=(V,E)$ with $m$ edges and $n$ vertices, the minimum cut problem asks to find a subset of vertices $S$ such that the total weight of all edges between $S$ and $V \setminus S$ is minimized. Karger's…

数据结构与算法 · 计算机科学 2020-08-07 Paweł Gawrychowski , Shay Mozes , Oren Weimann

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…

数值分析 · 数学 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

Estimating quantiles is one of the foundational problems of data sketching. Given $n$ elements $x_1, x_2, \dots, x_n$ from some universe of size $U$ arriving in a data stream, a quantile sketch estimates the rank of any element with…

数据结构与算法 · 计算机科学 2024-04-08 Meghal Gupta , Mihir Singhal , Hongxun Wu

In rapid and massive data streams, it is often not possible to estimate the frequency of items with complete accuracy. To perform the operation in a reasonable amount of space and with sufficiently low latency, approximated methods are…

数据库 · 计算机科学 2019-04-18 Arijit Khan , Sixing Yan

The metric sketching problem is defined as follows. Given a metric on $n$ points, and $\epsilon>0$, we wish to produce a small size data structure (sketch) that, given any pair of point indices, recovers the distance between the points up…

计算几何 · 计算机科学 2016-11-30 Piotr Indyk , Tal Wagner

A key need in different disciplines is to perform analytics over fast-paced data streams, similar in nature to the traditional OLAP analytics in relational databases i.e., with filters and aggregates. Storing unbounded streams, however, is…

数据库 · 计算机科学 2023-09-13 Wieger R. Punter , Odysseas Papapetrou , Minos Garofalakis

Interactive analytics increasingly involves querying for quantiles over sub-populations of high cardinality datasets. Data processing engines such as Druid and Spark use mergeable summaries to estimate quantiles, but summary merge times can…

数据库 · 计算机科学 2018-07-17 Edward Gan , Jialin Ding , Kai Sheng Tai , Vatsal Sharan , Peter Bailis

We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…

统计方法学 · 统计学 2017-08-03 Matias Quiroz , Mattias Villani , Robert Kohn

We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees…

This paper considers the \textit{minimum spanning tree (MST)} problem in the Congested Clique model and presents an algorithm that runs in $O(\log \log \log n)$ rounds, with high probability. Prior to this, the fastest MST algorithm in this…

分布式、并行与集群计算 · 计算机科学 2014-12-09 Sriram V. Pemmaraju , Vivek B. Sardeshmukh

Data reduction in storage systems is becoming increasingly important as an effective solution to minimize the management cost of a data center. To maximize data-reduction efficiency, existing post-deduplication delta-compression techniques…

机器学习 · 计算机科学 2022-02-23 Jisung Park , Jeoggyun Kim , Yeseong Kim , Sungjin Lee , Onur Mutlu

Pairwise alignment of DNA sequencing data is a ubiquitous task in bioinformatics and typically represents a heavy computational burden. A standard approach to speed up this task is to compute "sketches" of the DNA reads (typically via…

信息论 · 计算机科学 2021-07-12 Ilan Shomorony , Govinda M. Kamath

The challenge of estimating similarity between sets has been a significant concern in data science, finding diverse applications across various domains. However, previous approaches, such as MinHash, have predominantly centered around…

数据结构与算法 · 计算机科学 2024-05-31 Fenghao Dong , Yang He , Yutong Liang , Zirui Liu , Yuhan Wu , Peiqing Chen , Tong Yang

Cardinality sketches are compact data structures for representing sets or vectors. These sketches are space-efficient, typically requiring only logarithmic storage in the input size, and enable approximation of cardinality (or the number of…

数据结构与算法 · 计算机科学 2025-03-17 Edith Cohen , Jelani Nelson , Tamás Sarlós , Mihir Singhal , Uri Stemmer

Network stream mining is fundamental to many network operations. Sketches, as compact data structures that offer low memory overhead with bounded accuracy, have emerged as a promising solution for network stream mining. Recent studies…

网络与互联网体系结构 · 计算机科学 2025-02-12 Yuanpeng Li , Zhen Xu , Zongwei Lv , Yannan Hu , Yong Cui , Tong Yang

Data sketches balance resource efficiency with controllable approximations for extracting features in high-volume, high-rate data. Two important points of interest are highlighted separately in recent works; namely, to (1) answer multiple…

数据结构与算法 · 计算机科学 2025-07-08 Martin Hilgendorf , Marina Papatriantafilou