Variance-optimal sampling-based estimation of subset sums
Patent
Overview
Overview
abstract
The present invention relates to a method of obtaining a generic sample of an input stream. The method is designated as VAROPTk. 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 nth item i is received. It is determined whether the nth item i should be included in sample S. If the nth item 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 nth item i. The determination is implemented thereby updating weights of items i in sample S. The method is repeated until no more items are received.
