Sciweavers

ESA
2010
Springer

Estimating the Average of a Lipschitz-Continuous Function from One Sample

13 years 11 months ago
Estimating the Average of a Lipschitz-Continuous Function from One Sample
We study the problem of estimating the average of a Lipschitz continuous function f defined over a metric space, by querying f at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal is to find a distribution minimizing the expected estimation error against an adversarially chosen Lipschitz continuous function. Our work thus falls into the broad class of estimating aggregate statistics of a function from a small number of carefully chosen samples. The general problem has a wide range of practical applications in areas as diverse as sensor networks, social sciences and numerical analysis. However, the traditional work in numerical analysis has focused on asymptotic bounds, whereas we are interested in the best algorithm. For arbitrary discrete metric spaces of bounded doubling dimension, we obtain a PTAS for this problem. In the special case when the points lie on a line, the running time improves to an FPTAS. Both algorithms are bas...
Abhimanyu Das, David Kempe
Added 09 Nov 2010
Updated 09 Nov 2010
Type Conference
Year 2010
Where ESA
Authors Abhimanyu Das, David Kempe
Comments (0)