The 3Vs -- Volume, Velocity and Variety -- of Big Data continues to be a large challenge for systems and algorithms designed to store, process and disseminate information for discovery and exploration under real-time constraints. Common signal processing operations such as sampling and filtering, which have been used for decades to compress signals are often undefined in data that is characterized by heterogeneity, high dimensionality, and lack of known structure. In this article, we describe and demonstrate an approach to sample large datasets such as social media data. We evaluate the effect of sampling on a common predictive analytic: link prediction. Our results indicate that greatly sampling a dataset can still yield meaningful link prediction results.