On Practical Algorithms for Entropy Estimation and the Improved Sample Complexity of Compressed Counting
Abstract
Estimating the p-th frequency moment of data stream is a very heavily studied problem. The problem is actually trivial when p = 1, assuming the strict Turnstile model. The sample complexity of our proposed algorithm is essentially O(1) near p=1. This is a very large improvement over the previously believed O(1/eps2) bound. The proposed algorithm makes the long-standing problem of entropy estimation an easy task, as verified by the experiments included in the appendix.
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