Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals
Stoev, Stilian A.
Taqqu, Murad S.
MetadataShow full item record
Citation (published version)Stilian A Stoev, Murad S Taqqu. 2010. "Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals." arXiv.
Max-stable random sketches can be computed efficiently on fast streaming positive data sets by using only sequential access to the data. They can be used to answer point and Lp-norm queries for the signal. There is an intriguing connection between the so-called p-stable (or sum-stable) and the max-stable sketches. Rigorous performance guarantees through error-probability estimates are derived and the algorithmic implementation is discussed.