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Perfect Lp Sampling with Polylogarithmic Update Time

William Swartworth, David P. Woodruff, Samson Zhou

2025Year
1Citations
1Top-tier citations

Abstract

Perfect LpL_{p} sampling in a stream was introduced by Jayaram and Woodruff (FOCS 2018) as a streaming primitive which, given turnstile updates to a vector x∈{−poly⁡(n),…,poly⁡(n)}nx \in\{-\operatorname{poly}(n), \ldots, \operatorname{poly}(n)\}^{n}, outputs an index i∗∈{1,2,…,n}i^{*} \in\{1,2, \ldots, n\} such that the probability of returning index i is exactly Pr⁡[i∗=i]=∣xi∣p∥x∥pp±1nC\operatorname{Pr}\left[i^{*}=i\right]=\frac{\left|x_{i}\right|^{p}}{\|x\|_{p}^{p}} \pm \frac{1}{n^{C}}, where C>0C\gt0 is an arbitrarily large constant. Jayaram and Woodruff achieved the optimal O~(log⁡2n)\tilde{O}\left(\log ^{2} n\right) bits of memory for 0(<)p(<)20(\lt)p(\lt)2, but their update time is at least nCn^{C} per stream update. Thus an important open question is to achieve efficient update time while maintaining optimal space. For 0(<)p(<)20(\lt)p(\lt)2, we give the first perfect LpL_{p}-sampler with the same optimal amount of memory but with only poly (log⁡n)(\log n) update time. Crucial to our result is an efficient simulation of a sum of reciprocals of powers of truncated exponential random variables by approximating its characteristic function, using the Gil-Pelaez inversion formula, and applying variants of the trapezoid formula to quickly approximate it.

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