Sketching, Moment Estimation, and the Lévy-Khintchine Representation Theorem

Abstract

In the d-dimensional turnstile streaming model, a frequency vector 𝐱 = (𝐱(1),…,𝐱(n)) ∈ (ℝ^d)ⁿ is updated entry-wisely over a stream. We consider the problem of f-moment estimation for which one wants to estimate f(𝐱)=∑_{v ∈ [n]}f(𝐱(v)) with a small-space sketch. A function f is tractable if the f-moment can be estimated to within a constant factor using polylog(n) space. 
The f-moment estimation problem has been intensively studied in the d = 1 case. Flajolet and Martin estimate the F₀-moment (f(x) = 1 (x > 0), incremental stream); Alon, Matias, and Szegedy estimate the L₂-moment (f(x) = x²); Indyk estimates the L_α-moment (f(x) = |x|^α), α ∈ (0,2]. For d ≥ 2, Ganguly, Bansal, and Dube estimate the L_{p,q} hybrid moment (f:ℝ^d → ℝ,f(x) = (∑_{j = 1}^d |x_j|^p)^q), p ∈ (0,2],q ∈ (0,1). For tractability, Bar-Yossef, Jayram, Kumar, and Sivakumar show that f(x) = |x|^α is not tractable for α > 2. Braverman, Chestnut, Woodruff, and Yang characterize the class of tractable one-variable functions except for a class of nearly periodic functions.
In this work we present a simple and generic scheme to construct sketches with the novel idea of hashing indices to Lévy processes, from which one can estimate the f-moment f(𝐱) where f is the characteristic exponent of the Lévy process. The fundamental Lévy-Khintchine representation theorem completely characterizes the space of all possible characteristic exponents, which in turn characterizes the set of f-moments that can be estimated by this generic scheme. 
The new scheme has strong explanatory power. It unifies the construction of many existing sketches (F₀, L₀, L₂, L_α, L_{p,q}, etc.) and it implies the tractability of many nearly periodic functions that were previously unclassified. Furthermore, the scheme can be conveniently generalized to multidimensional cases (d ≥ 2) by considering multidimensional Lévy processes and can be further generalized to estimate heterogeneous moments by projecting different indices with different Lévy processes. We conjecture that the set of tractable functions can be characterized using the Lévy-Khintchine representation theorem via what we called the Fourier-Hahn-Lévy method.