LIPIcs.ICALP.2021.112.pdf
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We study the classical problem of moment estimation of an underlying vector whose n coordinates are implicitly defined through a series of updates in a data stream. We show that if the updates to the vector arrive in the random-order insertion-only model, then there exist space efficient algorithms with improved dependencies on the approximation parameter ε. In particular, for any real p > 2, we first obtain an algorithm for F_p moment estimation using 𝒪̃(1/(ε^{4/p})⋅ n^{1-2/p}) bits of memory. Our techniques also give algorithms for F_p moment estimation with p > 2 on arbitrary order insertion-only and turnstile streams, using 𝒪̃(1/(ε^{4/p})⋅ n^{1-2/p}) bits of space and two passes, which is the first optimal multi-pass F_p estimation algorithm up to log n factors. Finally, we give an improved lower bound of Ω(1/(ε²)⋅ n^{1-2/p}) for one-pass insertion-only streams. Our results separate the complexity of this problem both between random and non-random orders, as well as one-pass and multi-pass streams.
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