In multimedia, text or bioinformatics databases, applicat ions query sequences of n consecutive symbols called n-grams. Estimating the number of distinct n-grams is a view-size estimation problem. While view sizes can be estimated by sampling under statistical assumptions, we desire an unassuming algorithm with universally valid accuracy bounds. Most related work has focused on repeatedly hashing the data, which is prohibitive for large data sources. We prove that a one-pass one-hash algorithm is suffi cient for accurate estimates if the hashing is sufficiently independent. T o reduce costs further, we investigate recursive random hashing algorithms and show that they are sufficiently independent in practice. We compare our run ning times with exact counts using suffix arrays and show that, while we use ha rdly any storage, we are an order of magnitude faster. The approach further is extended to a one-pass one-hash computation of n-gram entropy and iceberg counts. The experiments use a large collection of English text from the Gutenberg Project as well as synthetic data.
View-size estimation through sampling has been made adaptive by @cite_1 : their strategy is to first attempt to determine whether the distribution is skewed and then use an appropriate statistical estimator. We can also count the marginal frequencies of each attribute value (or symbol in an @math -gram setting) and use them to give estimates as well as (exact) lower and upper bound on the view size @cite_46 . Other researchers make particular assumptions on the distribution of relations @cite_54 @cite_7 @cite_17 @cite_15 .
@cite_7 @cite_15 @cite_54 @cite_1 @cite_46 @cite_17
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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. Despite recent effort to estimate topology characteristics of large graphs (i.e., online social networks and peer-to-peer networks), little attention has been given to develop a formal methodology to characterize the vast amount of content distributed over these networks. Due to the large scale nature of these networks, exhaustive enumeration of this content is computationally prohibitive. In this paper, we show how one can obtain content properties by sampling only a small fraction of vertices. We first show that when sampling is naively applied, this can produce a huge bias in content statistics (i.e., average number of content duplications). To remove this bias, one may use maximum likelihood estimation to estimate content characteristics. However our experimental results show that one needs to sample most vertices in the graph to obtain accurate statistics using such a method. To address this challenge, we propose two efficient estimators: special copy estimator (SCE) and weighted copy estimator (WCE) to measure content characteristics using available information in sampled contents. SCE uses the special content copy indicator to compute the estimate, while WCE derives the estimate based on meta-information in sampled vertices. We perform experiments to show WCE and SCE are cost effective and also asymptotically unbiased ''. Our methodology provides a new tool for researchers to efficiently query content distributed in large scale networks. 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. SUMMARY A generalization of the sampling method introduced by (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed. For numerical problems in a large number of dimensions, Monte Carlo methods are often more efficient than conventional numerical methods. However, implementation of the Monte Carlo methods requires sampling from high dimensional probability distributions and this may be very difficult and expensive in analysis and computer time. General methods for sampling from, or estimating expectations with respect to, such distributions are as follows. (i) If possible, factorize the distribution into the product of one-dimensional conditional distributions from which samples may be obtained. (ii) Use importance sampling, which may also be used for variance reduction. That is, in order to evaluate the integral J = X) p(x)dx = Ev(f), where p(x) is a probability density function, instead of obtaining independent samples XI, ..., Xv from p(x) and using the estimate J, = Zf(xi) N, we instead obtain the sample from a distribution with density q(x) and use the estimate J2 = Y f(xj)p(x1) q(xj)N . This may be advantageous if it is easier to sample from q(x) thanp(x), but it is a difficult method to use in a large number of dimensions, since the values of the weights w(xi) = p(x1) q(xj) for reasonable values of N may all be extremely small, or a few may be extremely large. In estimating the probability of an event A, however, these difficulties may not be as serious since the only values of w(x) which are important are those for which x -A. Since the methods proposed by Trotter & Tukey (1956) for the estimation of conditional expectations require the use of importance sampling, the same difficulties may be encountered in their use. (iii) Use a simulation technique; that is, if it is difficult to sample directly from p(x) or if p(x) is unknown, sample from some distribution q(y) and obtain the sample x values as some function of the corresponding y values. If we want samples from the conditional dis