4 code implementations • 11 Feb 2019 • Ted Dunning, Otmar Ertl
We present on-line algorithms for computing approximations of rank-based statistics that give high accuracy, particularly near the tails of a distribution, with very small sketches.
Sequential Quantile Estimation Computation Data Structures and Algorithms
1 code implementation • 8 Jul 2012 • Ted Dunning
A variety of applications for these methods are examined in detail.