Optimal Quantile Approximation in Streams

@article{Karnin2016OptimalQA,
  title={Optimal Quantile Approximation in Streams},
  author={Zohar S. Karnin and Kevin J. Lang and Edo Liberty},
  journal={2016 IEEE 57th Annual Symposium on Foundations of Computer Science (FOCS)},
  year={2016},
  pages={71-78}
}
  • Zohar S. Karnin, Kevin J. Lang, Edo Liberty
  • Published in
    IEEE 57th Annual Symposium on…
    2016
  • Mathematics, Computer Science
  • This paper resolves one of the longest standing basic problems in the streaming computational model. Namely, optimal construction of quantile sketches. An ε approximate quantile sketch receives a stream of items x1,⋯,xn and allows one to approximate the rank of any query item up to additive error ε n with probability at least 1-δ.The rank of a query x is the number of stream items such that xi ≤ x. The minimal sketch size required for this task is trivially at least 1/ε.Felber and Ostrovsky… CONTINUE READING

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