Series

Moment — the series

3 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. +1−1keys, most frequent firstΣ s(x)·f(x) = 9,034squared: 81,613,156true F2: 36,931,352121.0% outa polynomial of degree 4 · cash-register model · counts exactone register, 32 bits

    The estimate that squares the stream

    The length of a stream is a counter and the number of distinct keys is a register bank. The sum of the squared frequencies has nothing obvious to count — and one number, one sign per key, and a squaring get within 4% of it in a fortieth of the space.

    part 1 · streaming
  2. 1 coefficient13 members2 coefficients169 members3 coefficients2,197 members4 coefficients28,561 members1 key2 keys3 keys4 keys5 keysexact92% gone99% gone100% gone100% goneexactexact92% gone99% gone100% goneexactexactexact92% gone99% goneexactexactexactexact92% goneevery member walked · GF(13) · no tolerance and no seeddegree 1, 2, 3, 4

    The independence an estimator spends

    Every sketch's analysis begins by assuming a truly random hash, and nobody comes back to that line. Independence has a degree, the degree is enumerable over a small field, and an estimator's mean and its variance spend different amounts of it.

    part 2 · randomness
  3. Count-Min 4×64exact0 under200 overrms 303Count-Sketch 4×64-2,774-1,38701,3872,774120 under80 overrms 256cash register · insertions only, Zipf s = 1.1 · counts exact8,192 bits each

    A sketch that is allowed to be under

    Count-Min's estimate is never below the truth, and it pays for that with an error proportional to the whole stream. Give every key a sign and take a median instead, and the same table is 2.7 times more accurate on the keys anybody asks about — and wrong in both directions.

    part 3 · structures

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