Estimating sum by weighted sampling

  • Authors:
  • Rajeev Motwani;Rina Panigrahy;Ying Xu

  • Affiliations:
  • Dept of Computer Science, Stanford University;Microsoft Research, Mountain View, CA;Dept of Computer Science, Stanford University

  • Venue:
  • ICALP'07 Proceedings of the 34th international conference on Automata, Languages and Programming
  • Year:
  • 2007

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Abstract

We study the classic problem of estimating the sum of n variables. The traditional uniform sampling approach requires a linear number of samples to provide any non-trivial guarantees on the estimated sum. In this paper we consider various sampling methods besides uniform sampling, in particular sampling a variable with probability proportional to its value, referred to as linear weighted sampling. If only linear weighted sampling is allowed, we show an algorithm for estimating sum with Õ(√n) samples, and it is almost optimal in the sense that Ω(√n) samples are necessary for any reasonable sum estimator. If both uniform sampling and linear weighted sampling are allowed, we show a sum estimator with Õ(3√n) samples. More generally, we may allow general weighted sampling where the probability of sampling a variable is proportional to any function of its value. We prove a lower bound of Ω(3√n) samples for any reasonable sum estimator using general weighted sampling, which implies that our algorithm combining uniform and linear weighted sampling is an almost optimal sum estimator.