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A technique introduced by Indyk and Woodruff [STOC 2005] has inspired several recent advances in data-stream algorithms. We show that a number of these results follow easily from the application of a single probabilistic method called {\em Precision Sampling}. Using this method, we obtain simple data-stream algorithms that maintain a randomized sketch of an input vector $x=(x_1,\ldots x_n)$, which is useful for the following applications: \begin{itemize} \item Estimating the $F_k$-moment of $x$, for $k>2$. \item Estimating the $\ell_p$-norm of $x$, for $p\in[1,2]$, with small update time. \item Estimating cascaded norms $\ell_p(\ell_q)$ for all $p,q>0$. \item$\ell_1$ sampling, where the goal is to produce an element $i$ with probability (approximately) $|x_i|/\|x\|_1$. It extends to similarly defined $\ell_p$-sampling, for $p\in [1,2]$. \end{itemize} For all these applications the algorithm is essentially the same: pre-multiply the vector $x$ entry-wise by a well-chosen random vector, and run a heavy-hitter estimation algorithm on the resulting vector. Our sketch is a linear function of $x$, thereby allowing general updates to the vector $x$. Precision Sampling itself addresses the problem of estimating a sum $\sum_{i=1}^n a_i$ from weak estimates of each real $a_i\in[0,1]$. More precisely, the estimator first chooses a desired precision $u_i\in(0,1]$ for each $i\in[n]$, and then it receives an estimate of every $a_i$ within additive $u_i$. Its goal is to provide a good approximation to $\sum a_i$ while keeping a tab on the cost $\sum_i (1/u_i)$. Here we refine previous work [Andoni, Krauthgamer, and Onak, FOCS 2010] which shows that as long as $\sum a_i=\Omega(1)$, a good multiplicative approximation can be achieved using total precision of only $O(n\log n)$.

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