Variance-optimal sampling-based estimation of subset sums

kth th th th The present invention relates to a method of obtaining a generic sample of an input stream. The method is designated as VAROPT. The method comprises receiving an input stream of items arriving one at a time, and maintaining a sample S of items i. The sample S has a capacity for at most...

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Bibliographische Detailangaben
Hauptverfasser: Duffield, Nicholas, Lund, Carsten, Thorup, Mikkel, Cohen, Edith, Kaplan, Haim
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung:kth th th th The present invention relates to a method of obtaining a generic sample of an input stream. The method is designated as VAROPT. The method comprises receiving an input stream of items arriving one at a time, and maintaining a sample S of items i. The sample S has a capacity for at most k items i. The sample S is filled with k items i. An nitem i is received. It is determined whether the nitem i should be included in sample S. If the nitem i is included in sample S, then a previously included item i is dropped from sample S. The determination is made based on weights of items without distinguishing between previously included items i and the nitem i. The determination is implemented thereby updating weights of items i in sample S. The method is repeated until no more items are received.