Nice blog post on approximate quantiles by the guys behind Druid at Metamarkets. The basic technique they use is the histogram proposed by Ben-Haim & Tom-Tov for their Streaming Parallel Decision Tree.
Posts Tagged ‘approximation’
The Art of Approximating Distributions: Histograms and Quantiles at Scale
Posted in Research, Technology, tagged approximation, big data, quantiles on 22 September 2013| Leave a Comment »