Corpus ID: 214794919

Relative Error Streaming Quantiles

@article{Cormode2020RelativeES,
  title={Relative Error Streaming Quantiles},
  author={Graham Cormode and Zohar S. Karnin and Edo Liberty and Justin Thaler and Pavel Vesel{\'y}},
  journal={ArXiv},
  year={2020},
  volume={abs/2004.01668}
}
  • Graham Cormode, Zohar S. Karnin, +2 authors Pavel Veselý
  • Published 2020
  • Mathematics, Computer Science
  • ArXiv
  • Approximating ranks, quantiles, and distributions over streaming data is a central task in data analysis and monitoring. Given a stream of $n$ items from a data universe $\mathcal{U}$ (equipped with a total order), the task is to compute a sketch (data structure) of size $\mathrm{poly}(\log(n), 1/\varepsilon)$. Given the sketch and a query item $y \in \mathcal{U}$, one should be able to approximate its rank in the stream, i.e., the number of stream elements smaller than $y$. Most works to date… CONTINUE READING

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