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DOI: 10.4230/LIPIcs.APPROX-RANDOM.2014.531
An Optimal Algorithm for Large Frequency Moments Using O(n^(1-2/k)) Bits

Authors: Vladimir Braverman, Jonathan Katzman, Charles Seidell, and Gregory Vorsanger

Published in: LIPIcs, Volume 28, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2014)

Abstract
In this paper, we provide the first optimal algorithm for the remaining open question from the seminal paper of Alon, Matias, and Szegedy: approximating large frequency moments. We give an upper bound on the space required to find a k-th frequency moment of O(n^(1-2/k)) bits that matches, up to a constant factor, the lower bound of Woodruff et. al for constant epsilon and constant k. Our algorithm makes a single pass over the stream and works for any constant k > 3. It is based upon two major technical accomplishments: first, we provide an optimal algorithm for finding the heavy elements in a stream; and second, we provide a technique using Martingale Sketches which gives an optimal reduction of the large frequency moment problem to the all heavy elements problem. We also provide a polylogarithmic improvement for frequency moments, frequency based functions, spatial data streams, and measuring independence of data sets.
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Vladimir Braverman, Jonathan Katzman, Charles Seidell, and Gregory Vorsanger. An Optimal Algorithm for Large Frequency Moments Using O(n^(1-2/k)) Bits. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2014). Leibniz International Proceedings in Informatics (LIPIcs), Volume 28, pp. 531-544, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2014)

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@InProceedings{braverman_et_al:LIPIcs.APPROX-RANDOM.2014.531,
  author =	{Braverman, Vladimir and Katzman, Jonathan and Seidell, Charles and Vorsanger, Gregory},
  title =	{{An Optimal Algorithm for Large Frequency Moments Using O(n^(1-2/k)) Bits}},
  booktitle =	{Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2014)},
  pages =	{531--544},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-939897-74-3},
  ISSN =	{1868-8969},
  year =	{2014},
  volume =	{28},
  editor =	{Jansen, Klaus and Rolim, Jos\'{e} and Devanur, Nikhil R. and Moore, Cristopher},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.APPROX-RANDOM.2014.531},
  URN =		{urn:nbn:de:0030-drops-47217},
  doi =		{10.4230/LIPIcs.APPROX-RANDOM.2014.531},
  annote =	{Keywords: Streaming Algorithms, Randomized Algorithms, Frequency Moments, Heavy Hitters}
}
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