We consider the problem of estimating the first moment of a data stream
defined as $F_1 = \sum_{i \in \{1,2, ..., n\}} \abs{f_i}$ to within $1\pm
\epsilon$-relative error with high probability. Several algorithms are
well-known for this problem including the median estimator over $p$-stable
sketches by Indyk \cite{indy:focs00}, the geometric means estimator over
$p$-stable sketches by Li \cite{pinglib:2006} and the \Hss sketch based
algorithm in \cite{gc:random07}.
Statistical distance measures have found wide applicability in information
retrieval tasks that typically involve high dimensional datasets. In order to
reduce the storage space and ensure efficient performance of queries,
dimensionality reduction while preserving the inter-point similarity is highly
desirable. In this paper, we investigate various statistical distance measures
from the point of view of discovering low distortion embeddings into
low-dimensional spaces.