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Frugal Streaming for Estimating Quantiles:One (or two) memory suffices
[article]
2014
arXiv
pre-print
Modern applications require processing streams of data for estimating statistical quantities such as quantiles with small amount of memory. In many such applications, in fact, one needs to compute such statistical quantities for each of a large number of groups, which additionally restricts the amount of memory available for the stream for any particular group. We address this challenge and introduce frugal streaming, that is algorithms that work with tiny -- typically, sub-streaming -- amount
arXiv:1407.1121v1
fatcat:lchb6d3oczblzav7nv2jztaqkm