Perfect Lp Sampling with Polylogarithmic Update Time
William Swartworth, David P. Woodruff, Samson Zhou
摘要
Perfect sampling in a stream was introduced by Jayaram and Woodruff (FOCS 2018) as a streaming primitive which, given turnstile updates to a vector , outputs an index such that the probability of returning index i is exactly , where is an arbitrarily large constant. Jayaram and Woodruff achieved the optimal bits of memory for , but their update time is at least per stream update. Thus an important open question is to achieve efficient update time while maintaining optimal space. For , we give the first perfect -sampler with the same optimal amount of memory but with only poly 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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