Estimating Sum by Weighted Sampling

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 ˜O( √ 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 ˜O( 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...

• Type: Conference
• Year: 2007
• Where: ICALP
• Authors: Rajeev Motwani, Rina Panigrahy, Ying Xu 0002
• Keywords: ICALP 2007, Sum Estimator, Theoretical Computer Science, Uniform Sampling, Weighted Sampling