Monotone Estimation Framework and its Applications for Scalable Analytics of Large Data Sets
summary
Defines a monotone sampling with seed u model where each sample reveals a set of consistent data vectors and estimators must be unbiased, nonnegative and admissible with bounded variance. Gives explicit admissible estimators and a unique monotone L-star estimator that follows the lower-bound function; it strictly dominates Horvitz–Thompson for multi-instance queries. Proves a variance-competitive ratio 4 guarantee (tight), reports experiments on coordinated weighted samples for segment sums and L1/L2 differences showing much lower error than independent sampling, and suggests small improvements and open bounds.
AI-written summary · about
chapters (6)
- 0:00Introduction to monotone schemes
- 3:53Properties of estimators
- 9:32Applications and coordination
- 17:13Horvitz-Thompson estimation
- 23:43Optimal monotone estimators
- 34:24Summary and open questions
related talks
01h 26mStreaming, Sketching and Sufficient Statistics II
35mSampling for Subset Selection and Applications
01h 10mSketching High-Dimensional Data
01h 24mStreaming, Sketching and Sufficient Statistics I
41mIntegrating Functions via Distance Sensitive Hashing
01h 04mSampling Big Ideas in Sublinear Algorithms
37mLow-rank Matrix Completion: Adaptive Sampling Can Help When, How?
37mApproaches to online quantile estimation
