Relative Error Streaming Quantiles

Author:

Cormode Graham1,Karnin Zohar2,Liberty Edo3,Thaler Justin4,Vesely Pavel5

Affiliation:

1. University of Warwick Coventry, UK

2. Amazon, USA

3. Pinecone San Mateo, CA, USA

4. Georgetown University Washington, D.C., USA

5. Charles University Prague, Czech Republic

Abstract

Estimating 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 equipped with a total order, the task is to compute a sketch (data structure) of size polylogarithmic in n. Given the sketch and a query item y, one should be able to approximate its rank in the stream, i.e., the number of stream elements smaller than or equal to y.

Publisher

Association for Computing Machinery (ACM)

Subject

Information Systems,Software

Reference29 articles.

1. Mergeable summaries

2. R. Agrawal and A. Swami . A one-pass space-efficient algorithm for finding quantiles . In COMAD-95 , Pune, India , 1995 . R. Agrawal and A. Swami. A one-pass space-efficient algorithm for finding quantiles. In COMAD-95, Pune, India, 1995.

3. Approximate counts and quantiles over sliding windows

4. G. Cormode , Z. Karnin , E. Liberty , J. Thaler , and P. Vesel´y . Relative error streaming quantiles. arXiv preprint arXiv:2004.01668 , 2020 . G. Cormode, Z. Karnin, E. Liberty, J. Thaler, and P. Vesel´y. Relative error streaming quantiles. arXiv preprint arXiv:2004.01668, 2020.

5. Effective Computation of Biased Quantiles over Data Streams

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