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Estimation of Entropy in Constant Space with Improved Sample Complexity

Neural Information Processing Systems (NeurIPS), 2022
Abstract

Recent work of Acharya et al. (NeurIPS 2019) showed how to estimate the entropy of a distribution D\mathcal D over an alphabet of size kk up to ±ϵ\pm\epsilon additive error by streaming over (k/ϵ3)polylog(1/ϵ)(k/\epsilon^3) \cdot \text{polylog}(1/\epsilon) i.i.d. samples and using only O(1)O(1) words of memory. In this work, we give a new constant memory scheme that reduces the sample complexity to (k/ϵ2)polylog(1/ϵ)(k/\epsilon^2)\cdot \text{polylog}(1/\epsilon). We conjecture that this is optimal up to polylog(1/ϵ)\text{polylog}(1/\epsilon) factors.

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