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Estimation of Entropy in Constant Space with Improved Sample Complexity

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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