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Stream sampling for variance-optimal estimation of subset sums.
Edith Cohen
Nick G. Duffield
Haim Kaplan
Carsten Lund
Mikkel Thorup
Published in:
SODA (2009)
Keyphrases
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estimation error
real time
data streams
dynamic programming
unbiased estimator
conditional expectation
importance sampling
optimal design
optimal control
sample size
maximum profit
standard deviation
monte carlo
sliding window
worst case
least squares
optimal solution
neural network
data sets