Monemizadeh

On Sketching Trimmed Statistics

Announce Type: replace Abstract: We study sketching trimmed statistics of a frequency vector, including the $F_p$ moment of the top-$k$ coordinates and of the trimmed-$k$ vector. Despite their natural role in robust analytics, this is the first time these problems have been studied in any sublinear space setting. For $p \in [0,2]$, we obtain $poly(\log n/\varepsilon)$-space algorithms for both tasks when $k$ is moderately large, and for general $k$ we identify a sharp structural threshold...