Decomposition tables for experiments I. A chain of randomizations

One aspect of evaluating the design for an experiment is the discovery of the relationships between subspaces of the data space. Initially we establish the notation and methods for evaluating an experiment with a single randomization. Starting with two structures, or orthogonal decompositions of the data space, we describe how to combine them to form the overall decomposition for a single-randomization experiment that is ``structure balanced.'' The relationships between the two structures are characterized using efficiency factors. The decomposition is encapsulated in a decomposition table. Then, for experiments that involve multiple randomizations forming a chain, we take several structures that pairwise are structure balanced and combine them to establish the form of the orthogonal decomposition for the experiment. In particular, it is proven that the properties of the design for such an experiment are derived in a straightforward manner from those of the individual designs. We show how to formulate an extended decomposition table giving the sources of variation, their relationships and their degrees of freedom, so that competing designs can be evaluated.Comment: Published in at http://dx.doi.org/10.1214/09-AOS717 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Randomized Algorithms for Tracking Distributed Count, Frequencies, and Ranks

We show that randomization can lead to significant improvements for a few fundamental problems in distributed tracking. Our basis is the {\em count-tracking} problem, where there are $k$ players, each holding a counter $n_i$ that gets incremented over time, and the goal is to track an \eps-approximation of their sum $n=\sum_i n_i$ continuously at all times, using minimum communication. While the deterministic communication complexity of the problem is \Theta(k/\eps \cdot \log N), where $N$ is the final value of $n$ when the tracking finishes, we show that with randomization, the communication cost can be reduced to \Theta(\sqrt{k}/\eps \cdot \log N). Our algorithm is simple and uses only O(1) space at each player, while the lower bound holds even assuming each player has infinite computing power. Then, we extend our techniques to two related distributed tracking problems: {\em frequency-tracking} and {\em rank-tracking}, and obtain similar improvements over previous deterministic algorithms. Both problems are of central importance in large data monitoring and analysis, and have been extensively studied in the literature.Comment: 19 pages, 1 figur