Max-stable sketches: estimation of lp-norms, dominance norms and point queries for non-negative signals

SA Stoev, MS Taqqu - arXiv preprint arXiv:1005.4344, 2010 - arxiv.org
SA Stoev, MS Taqqu
arXiv preprint arXiv:1005.4344, 2010arxiv.org
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.
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.
arxiv.org