Biblio

We show that a class of statistical properties of distributions, which includes such practically relevant properties as entropy, the number of distinct elements, and distance metrics between pairs of distributions, can be estimated given a sublinear sized sample. Specifically, given a sample consisting of independent draws from any distribution over at most k distinct elements, these properties can be estimated accurately using a sample of size O(k log k). For these estimation tasks, this performance is optimal, to constant factors. Complementing these theoretical results, we also demonstrate that our estimators perform exceptionally well, in practice, for a variety of estimation tasks, on a variety of natural distributions, for a wide range of parameters. The key step in our approach is to first use the sample to characterize the ``unseen'' portion of the distribution—effectively reconstructing this portion of the distribution as accurately as if one had a logarithmic factor larger sample. This goes beyond such tools as the Good-Turing frequency estimation scheme, which estimates the total probability mass of the unobserved portion of the distribution: We seek to estimate the shape of the unobserved portion of the distribution. This work can be seen as introducing a robust, general, and theoretically principled framework that, for many practical applications, essentially amplifies the sample size by a logarithmic factor; we expect that it may be fruitfully used as a component within larger machine learning and statistical analysis systems.

We study the problem of estimating distinct elements in the data stream model, which has a central role in traffic monitoring, query optimization, data mining and data integration. Different from all previous work, we study the problem in the noisy data setting, where two different looking items in the stream may reference the same entity (determined by a distance function and a threshold value), and the goal is to estimate the number of distinct entities in the stream. In this paper, we formalize the problem of robust distinct elements, and develop space and time-efficient streaming algorithms for datasets in the Euclidean space, using a novel technique we call bucket sampling. We also extend our algorithmic framework to other metric spaces by establishing a connection between bucket sampling and the theory of locality sensitive hashing. Moreover, we formally prove that our algorithms are still effective under small distinct elements ambiguity. Our experiments demonstrate the practicality of our algorithms.