A computer implemented method of estimating a cardinality of a stream, comprising: receiving a query for estimating a cardinality of a stream comprising a plurality of elements, obtaining a sample comprising a group of the plurality of elements randomly sampled from the respective stream, computing a first and second data structures for the sample used to compute an estimated sample cardinality of the sample and a ratio indicative of a proportion between the estimated sample cardinality and the estimated cardinality of the stream and computing the estimated cardinality of the stream by applying the ratio to the estimated sample cardinality. Where the first data structure comprises a plurality of maximal hash values computed for the sample using a plurality of hash functions and the second data structure comprises a fixed- size subset of the elements having a minimal hash value among the elements of the group.
In @cite_12 @cite_21 , the authors present an estimator for the cardinality and entropy of a stream using @math samples. Their main idea is to create a frequency histogram fingerprint'' of all sampled elements, and then run a linear program that approximates the real distribution in the full stream. However, creating a fingerprint requires exact mapping and counting of all the distinct elements in the given sample, whose length is @math . This becomes difficult in most real-world applications, as the number of distinct elements in the sample can be very large. The algorithm proposed in the present paper requires significantly less processing of only a small portion of the sampled stream.
@cite_21 @cite_12
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It was recently shown that estimating the Shannon entropy @math of a discrete @math -symbol distribution @math requires @math samples, a number that grows near-linearly in the support size. In many applications @math can be replaced by the more general R 'enyi entropy of order @math , @math . We determine the number of samples needed to estimate @math for all @math , showing that @math requires a near-linear @math samples, but, perhaps surprisingly, integer @math requires only @math samples. Furthermore, developing on a recently established connection between polynomial approximation and estimation of additive functions of the form @math , we reduce the sample complexity for noninteger values of @math by a factor of @math compared to the empirical estimator. The estimators achieving these bounds are simple and run in time linear in the number of samples. Our lower bounds provide explicit constructions of distributions with different R 'enyi entropies that are hard to distinguish. Estimating the selectivity of multidimensional range queries over real valued attributes has significant applications in data exploration and database query optimization. In this paper, we consider the following problem: given a table of d attributes whose domain is the real numbers and a query that specifies a range in each dimension, find a good approximation of the number of records in the table that satisfy the query. The simplest approach to tackle this problem is to assume that the attributes are independent. More accurate estimators try to capture the joint data distribution of the attributes. In databases, such estimators include the construction of multidimensional histograms, random sampling, or the wavelet transform. In statistics, kernel estimation techniques are being used. Many traditional approaches assume that attribute values come from discrete, finite domains, where different values have high frequencies. However, for many novel applications (as in temporal, spatial, and multimedia databases) attribute values come from the infinite domain of real numbers. Consequently, each value appears very infrequently, a characteristic that affects the behavior and effectiveness of the estimator. Moreover, real-life data exhibit attribute correlations that also affect the estimator. We present a new histogram technique that is designed to approximate the density of multidimensional datasets with real attributes. Our technique defines buckets of variable size and allows the buckets to overlap. The size of the cells is based on the local density of the data. The use of overlapping buckets allows a more compact approximation of the data distribution. We also show how to generalize kernel density estimators and how to apply them to the multidimensional query approximation problem. Finally, we compare the accuracy of the proposed techniques with existing techniques using real and synthetic datasets. The experimental results show that the proposed techniques behave more accurately in high dimensionalities than previous approaches. A new class of algorithms to estimate the cardinality of very large multisets using constant memory and doing only one pass on the data is introduced here. It is based on order statistics rather than on bit patterns in binary representations of numbers. Three families of estimators are analyzed. They attain a standard error of 1M using M units of storage, which places them in the same class as the best known algorithms so far. The algorithms have a very simple internal loop, which gives them an advantage in terms of processing speed. For instance, a memory of only 12 kB and only few seconds are sufficient to process a multiset with several million elements and to build an estimate with accuracy of order 2 percent. The algorithms are validated both by mathematical analysis and by experimentations on real internet traffic. Counting the number of distinct elements in a large dataset is a common task in web applications and databases. This problem is difficult in limited memory settings where storing a large hash table table is intractable. This paper advances the state of the art in probabilistic methods for estimating the number of distinct elements in a streaming setting New streaming algorithms are given that provably beat the "optimal" errors for Min-count and HyperLogLog while using the same sketch. This paper also contributes to the understanding and theory of probabilistic cardinality estimation introducing the concept of an area cutting process and the martingale estimator. These ideas lead to theoretical analyses of both old and new sketches and estimators and show the new estimators are optimal for several streaming settings while also providing accurate error bounds that match those obtained via simulation. Furthermore, the area cutting process provides a geometric intuition behind all methods for counting distinct elements which are not affected by duplicates. This intuition leads to a new sketch, Discrete Max-count, and the analysis of a class of sketches, self-similar area cutting decompositions that have attractive properties and unbiased estimators for both streaming and non-streaming settings. Together, these contributions lead to multi-faceted advances in sketch construction, cardinality and error estimation, the theory, and intuition for the problem of approximate counting of distinct elements for both the streaming and non-streaming cases. Intermittently powered applications create a need for low-cost security and privacy in potentially hostile environments, supported by primitives including identification and random number generation. Our measurements show that power-up of SRAM produces a physical fingerprint. We propose a system of fingerprint extraction and random numbers in SRAM (FERNS) that harvests static identity and randomness from existing volatile CMOS memory without requiring any dedicated circuitry. The identity results from manufacture-time physically random device threshold voltage mismatch, and the random numbers result from runtime physically random noise. We use experimental data from high-performance SRAM chips and the embedded SRAM of the WISP UHF RFID tag to validate the principles behind FERNS. For the SRAM chip, we demonstrate that 8-byte fingerprints can uniquely identify circuits among a population of 5,120 instances and extrapolate that 24-byte fingerprints would uniquely identify all instances ever produced. Using a smaller population, we demonstrate similar identifying ability from the embedded SRAM. In addition to identification, we show that SRAM fingerprints capture noise, enabling true random number generation. We demonstrate that a 512-byte SRAM fingerprint contains sufficient entropy to generate 128-bit true random numbers and that the generated numbers pass the NIST tests for runs, approximate entropy, and block frequency. Given data stream @math of size @math of numbers from @math , the frequency of @math is defined as @math . The @math -th of @math is defined as @math . We consider the problem of approximating frequency moments in insertion-only streams for @math . For any constant @math we show an @math upper bound on the space complexity of the problem. Here @math is the iterative @math function. To simplify the presentation, we make the following assumptions: @math and @math are polynomially far; approximation error @math and parameter @math are constants. We observe a natural bijection between streams and special matrices. Our main technical contribution is a non-uniform sampling method on matrices. We call our method a ; it samples a heavy element (i.e., element @math with frequency @math ) with probability @math and gives approximation @math . In addition, the estimations never exceed the real values, that is @math for all @math . As a result, we reduce the space complexity of finding a heavy element to @math bits. We apply our method of recursive sketches and resolve the problem with @math bits. We study a fingerprinting game in which the number of colluders and the collusion channel are unknown. The encoder embeds fingerprints into a host sequence and provides the decoder with the capability to trace back pirated copies to the colluders. Fingerprinting capacity has recently been derived as the limit value of a sequence of maximin games with mutual information as their payoff functions. However, these games generally do not admit saddle-point solutions and are very hard to solve numerically. Here under the so-called Boneh-Shaw marking assumption, we reformulate the capacity as the value of a single two-person zero-sum game, and show that it is achieved by a saddle-point solution. If the maximal coalition size is k and the fingerprinting alphabet is binary, we show that capacity decays quadratically with k. Furthermore, we prove rigorously that the asymptotic capacity is 1 (k221n2) and we confirm our earlier conjecture that Tardos' choice of the arcsine distribution asymptotically maximizes the mutual information payoff function while the interleaving attack minimizes it. Along with the asymptotics, numerical solutions to the game for small k are also presented. We propose to establish a secure communication channel among devices based on similar audio patterns. Features from ambient audio are used to generate a shared cryptographic key between devices without exchanging information about the ambient audio itself or the features utilized for the key generation process. We explore a common audio-fingerprinting approach and account for the noise in the derived fingerprints by employing error correcting codes. This fuzzy-cryptography scheme enables the adaptation of a specific value for the tolerated noise among fingerprints based on environmental conditions by altering the parameters of the error correction and the length of the audio samples utilized. In this paper, we experimentally verify the feasibility of the protocol in four different realistic settings and a laboratory experiment. The case studies include an office setting, a scenario where an attacker is capable of reproducing parts of the audio context, a setting near a traffic loaded road, and a crowded canteen environment. We apply statistical tests to show that the entropy of fingerprints based on ambient audio is high. The proposed scheme constitutes a totally unobtrusive but cryptographically strong security mechanism based on contextual information. There is growing interest in algorithms for processing and querying continuous data streams (i.e., data seen only once in a fixed order) with limited memory resources. In its most general form, a data stream is actually an update stream, i.e., comprising data-item deletions as well as insertions. Such massive update streams arise naturally in several application domains (e.g., monitoring of large IP network installations or processing of retail-chain transactions). Estimating the cardinality of set expressions defined over several (possibly distributed) update streams is perhaps one of the most fundamental query classes of interest; as an example, such a query may ask “what is the number of distinct IP source addresses seen in passing packets from both router R1 and R 2 but not router R3?”. Earlier work only addressed very restricted forms of this problem, focusing solely on the special case of insert-only streams and specific operators (e.g., union). In this paper, we propose the first space-efficient algorithmic solution for estimating the cardinality of full-fledged set expressions over general update streams. Our estimation algorithms are probabilistic in nature and rely on a novel, hash-based synopsis data structure, termed ”2-level hash sketch”. We demonstrate how our 2-level hash sketch synopses can be used to provide low-error, high-confidence estimates for the cardinality of set expressions (including operators such as set union, intersection, and difference) over continuous update streams, using only space that is significantly sublinear in the sizes of the streaming input (multi-)sets. Furthermore, our estimators never require rescanning or resampling of past stream items, regardless of the number of deletions in the stream. We also present lower bounds for the problem, demonstrating that the space usage of our estimation algorithms is within small factors of the optimal. Finally, we propose an optimized, time-efficient stream synopsis (based on 2-level hash sketches) that provides similar, strong accuracy-space guarantees while requiring only guaranteed logarithmic maintenance time per update, thus making our methods applicable for truly rapid-rate data streams. Our results from an empirical study of our synopsis and estimation techniques verify the effectiveness of our approach. We give efficient algorithms for volume sampling, i.e., for picking @math -subsets of the rows of any given matrix with probabilities proportional to the squared volumes of the simplices defined by them and the origin (or the squared volumes of the parallelepipeds defined by these subsets of rows). In other words, we can efficiently sample @math -subsets of @math with probabilities proportional to the corresponding @math by @math principal minors of any given @math by @math positive semi definite matrix. This solves an open problem from the monograph on spectral algorithms by Kannan and Vempala (see Section @math of KV , also implicit in BDM, DRVW ). Our first algorithm for volume sampling @math -subsets of rows from an @math -by- @math matrix runs in @math arithmetic operations (where @math is the exponent of matrix multiplication) and a second variant of it for @math -approximate volume sampling runs in @math arithmetic operations, which is almost linear in the size of the input (i.e., the number of entries) for small @math . Our efficient volume sampling algorithms imply the following results for low-rank matrix approximation: (1) Given @math , in @math arithmetic operations we can find @math of its rows such that projecting onto their span gives a @math -approximation to the matrix of rank @math closest to @math under the Frobenius norm. This improves the @math -approximation of Boutsidis, Drineas and Mahoney BDM and matches the lower bound shown in DRVW . The method of conditional expectations gives a algorithm with the same complexity. The running time can be improved to @math at the cost of losing an extra @math in the approximation factor. (2) The same rows and projection as in the previous point give a @math -approximation to the matrix of rank @math closest to @math under the spectral norm. In this paper, we show an almost matching lower bound of @math , even for @math . In this paper we propose a satisfiability-based approach for enumerating all frequent, closed and maximal patterns with wildcards in a given sequence. In this context, since frequency is the most used criterion, we introduce a new polynomial inductive formulation of the cardinality constraint as a Boolean formula. A nogood-based formulation of the anti-monotonicity property is proposed and dynamically used for pruning. This declarative framework allows us to exploit the efficiency of modern SAT solvers and particularly their clause learning component. The experimental evaluation on real world data shows the feasibility of our proposed approach in practice. Accurately and efficiently estimating the number of distinct values for some attribute(s) or sets of attributes in a data set is of critical importance to many database operations, such as query optimization and approximation query answering. Previous work has focused on the estimation of the number of distinct values for a single attribute and most existing work adopts a data sampling approach. This paper addresses the equally important issue of estimating the number of distinct value combinations for multiple attributes which we call COLSCARD (for COLumn Set CARDinality). It also takes a different approach that uses existing statistical information (e.g., histograms) available on the individual attributes to assist estimation. We start with cases where exact frequency information on individual attributes is available, and present a pair of lower and upper bounds on COLSCARD that are consistent with the available information, as well as an estimator of COLSCARD based on probability. We then proceed to study the case where only partial information (in the form of histograms) is available on individual attributes, and show how the proposed estimator can be adapted to this case. We consider two types of widely used histograms and show how they can be constructed in order to obtain optimal approximation. An experimental evaluation of the proposed estimation method on synthetic as well as two real data sets is provided. Abstract This paper studies the problem of line spectral estimation in the continuum of a bounded interval with one snapshot of array measurement. The single-snapshot measurement data are turned into a Hankel data matrix which admits the Vandermonde decomposition and is suitable for the MUSIC algorithm. The MUSIC algorithm amounts to finding the null space (the noise space) of the adjoint of the Hankel matrix, forming the noise-space correlation function and identifying the s smallest local minima of the noise-space correlation as the frequency set. In the noise-free case exact reconstruction is guaranteed for any arbitrary set of frequencies as long as the number of measurement data is at least twice the number of distinct frequencies to be recovered. In the presence of noise the stability analysis shows that the perturbation of the noise-space correlation is proportional to the spectral norm of the noise matrix as long as the latter is smaller than the smallest (nonzero) singular value of the noiseless Hankel data matrix. Under the assumption that the true frequencies are separated by at least twice the Rayleigh Length (RL), the stability of the noise-space correlation is proved by means of novel discrete Ingham inequalities which provide bounds on the largest and smallest nonzero singular values of the noiseless Hankel data matrix. The numerical performance of MUSIC is tested in comparison with other algorithms such as BLO-OMP and SDP (TV-min). While BLO-OMP is the stablest algorithm for frequencies separated above 4 RL, MUSIC becomes the best performing one for frequencies separated between 2 RL and 3 RL. Also, MUSIC is more efficient than other methods. MUSIC truly shines when the frequency separation drops to 1 RL or below when all other methods fail. Indeed, the resolution length of MUSIC decreases to zero as noise decreases to zero as a power law with an exponent smaller than an upper bound established by Donoho. The need to rank items based on user input arises in many practical applications such as elections, group-decision making and recommendation systems. The primary challenge in such scenarios is to decide a global ranking based on partial preferences provides by users. The standard approach to address this challenge is to ask users to provide explicit numerical ratings (cardinal information) of a subset of items. The main appeal of such an approach is the ease of aggregation. However, the rating scale as well as the individual ratings are often arbitrary and may not be consistent from one user to another. A more natural alternative to numerical ratings requires users to compare pairs of items (ordinal information). In contrast to cardinal information, such comparisons provide an “absolute” indicator of the user's preference. However, it is often hard to combine or aggregate comparisons to obtain a consistent global ranking. In this work, we provide a tractable framework for utilizing comparison data as well as first-order marginal information for the purpose of ranking. We treat the available information as partial samples from an unknown distribution over permutations. Using the Principle of Maximum Entropy, we devise a concise parameterization of distribution consistent with observations using only O(n2) parameters, where n is the number of items in question. We propose a distributed, iterative algorithm for estimating the parameters of the distribution. We establish the correctness of the algorithm as well as identify the rate of convergence explicitly. Using the learnt distribution, we provide efficient approach to (a) learn the mode of the distribution using ‘maximum weight matching’, (b) identification of top k items, and (c) an aggregate ranking of all n items. Through evaluation of our approach on real-data, we verify effectiveness of our solutions as well as the scalability of the algorithm. We give efficient protocols and matching accuracy lower bounds for frequency estimation in the local model for differential privacy. In this model, individual users randomize their data themselves, sending differentially private reports to an untrusted server that aggregates them. We study protocols that produce a succinct histogram representation of the data. A succinct histogram is a list of the most frequent items in the data (often called "heavy hitters") along with estimates of their frequencies; the frequency of all other items is implicitly estimated as 0. If there are n users whose items come from a universe of size d, our protocols run in time polynomial in n and log(d). With high probability, they estimate the accuracy of every item up to error O(√ log(d) (e2n) ). Moreover, we show that this much error is necessary, regardless of computational efficiency, and even for the simple setting where only one item appears with significant frequency in the data set. Previous protocols (Mishra and Sandler, 2006; Hsu, Khanna and Roth, 2012) for this task either ran in time Ω(d) or had much worse error (about √[6] log(d) (e2n) ), and the only known lower bound on error was Ω(1 √ n ). We also adapt a result of (2010) to the local setting. In a model with public coins, we show that each user need only send 1 bit to the server. For all known local protocols (including ours), the transformation preserves computational efficiency. This paper improves upon best-known guarantees for exact reconstruction of a sparse signal f from a small universal sample of Fourier measurements. The method for reconstruction that has recently gained momentum in the sparse approximation theory is to relax this highly nonconvex problem to a convex problem and then solve it as a linear program. We show that there exists a set of frequencies Ω such that one can exactly reconstruct every r-sparse signal f of length n from its frequencies in Ω, using the convex relaxation, and Ω has size k(r, n) = O(r log(n)·log 2 (r) log(r logn)) = O(r log 4 n ). A random set Ω satisfies this with high probability. This estimate is optimal within the log log n and log 3 r factors. We also give a relatively short argument for a similar problem with k(r, n) ≈ r[12 + 8 log(n r)] Gaussian measurements. We use methods of geometric functional analysis and probability theory in Banach spaces, which makes our arguments quite short. The problem of finding heavy hitters and approximating the frequencies of items is at the heart of many problems in data stream analysis. It has been observed that several proposed solutions to this problem can outperform their worst-case guarantees on real data. This leads to the question of whether some stronger bounds can be guaranteed. We answer this in the positive by showing that a class of counter-based algorithms (including the popular and very space-efficient Frequent and SpacesSaving algorithms) provides much stronger approximation guarantees than previously known. Specifically, we show that errors in the approximation of individual elements do not depend on the frequencies of the most frequent elements, but only on the frequency of the remaining tail. This shows that counter-based methods are the most space-efficient (in fact, space-optimal) algorithms having this strong error bound. This tail guarantee allows these algorithms to solve the sparse recovery problem. Here, the goal is to recover a faithful representation of the vector of frequencies, f. We prove that using space O(k), the algorithms construct an approximation f* to the frequency vector f so that the L1 error ppf−pf*p1 is close to the best possible error minf′ pf′ − fp1, where f′ ranges over all vectors with at most k non-zero entries. This improves the previously best known space bound of about O(k log n) for streams without element deletions (where n is the size of the domain from which stream elements are drawn). Other consequences of the tail guarantees are results for skewed (Zipfian) data, and guarantees for accuracy of merging multiple summarized streams. Abstract In this paper, we describe the concept of music scene description and address the problem of detecting melody and bass lines in real-world audio signals containing the sounds of various instruments. Most previous pitch-estimation methods have had difficulty dealing with such complex music signals because these methods were designed to deal with mixtures of only a few sounds. To enable estimation of the fundamental frequency (F0) of the melody and bass lines, we propose a predominant-F0 estimation method called PreFEst that does not rely on the unreliable fundamental component and obtains the most predominant F0 supported by harmonics within an intentionally limited frequency range. This method estimates the relative dominance of every possible F0 (represented as a probability density function of the F0) by using MAP (maximum a posteriori probability) estimation and considers the F0’s temporal continuity by using a multiple-agent architecture. Experimental results with a set of ten music excerpts from compact-disc recordings showed that a real-time system implementing this method was able to detect melody and bass lines about 80 of the time these existed. The recovery of signal parameters from noisy sampled data is a fundamental problem in digital signal processing. In this paper, we consider the following spectral analysis problem: Let f be a real-valued sum of complex exponentials. Determine all parameters of f, i.e., all different frequencies, all coefficients, and the number of exponentials from finitely many equispaced sampled data of f. This is a nonlinear inverse problem. In this paper, we present new results on an approximate Prony method (APM) which is based on [1]. In contrast to [1], we apply matrix perturbation theory such that we can describe the properties and the numerical behavior of the APM in detail. The number of sampled data acts as regularization parameter. The first part of APM estimates the frequencies and the second part solves an overdetermined linear Vandermonde-type system in a stable way. We compare the first part of APM also with the known ESPRIT method. The second part is related to the nonequispaced fast Fourier transform (NFFT). Numerical experiments show the performance of our method. We study the problem of estimating the best k term Fourier representation for a given frequency sparse signal (i.e., vector) A of length N≫k. More explicitly, we investigate how to deterministically identify k of the largest magnitude frequencies of @math , and estimate their coefficients, in polynomial(k,log N) time. Randomized sublinear-time algorithms which have a small (controllable) probability of failure for each processed signal exist for solving this problem ( in ACM STOC, pp. 152–161, 2002; Proceedings of SPIE Wavelets XI, 2005). In this paper we develop the first known deterministic sublinear-time sparse Fourier Transform algorithm which is guaranteed to produce accurate results. As an added bonus, a simple relaxation of our deterministic Fourier result leads to a new Monte Carlo Fourier algorithm with similar runtime sampling bounds to the current best randomized Fourier method ( in Proceedings of SPIE Wavelets XI, 2005). Finally, the Fourier algorithm we develop here implies a simpler optimized version of the deterministic compressed sensing method previously developed in (Iwen in Proc. of ACM-SIAM Symposium on Discrete Algorithms (SODA’08), 2008).