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Estimating quantiles, like the median or percentiles, is a fundamental task in data mining and data science. A (streaming) quantile summary is a data structure that can process a set S of n elements in a streaming fashion and at the end,…

Data Structures and Algorithms · Computer Science 2023-03-14 Sepehr Assadi , Nirmit Joshi , Milind Prabhu , Vihan Shah

A quantile summary is a data structure that approximates to $\varepsilon$-relative error the order statistics of a much larger underlying dataset. In this paper we develop a randomized online quantile summary for the cash register data…

Data Structures and Algorithms · Computer Science 2015-03-05 David Felber , Rafail Ostrovsky

This paper resolves one of the longest standing basic problems in the streaming computational model. Namely, optimal construction of quantile sketches. An $\varepsilon$ approximate quantile sketch receives a stream of items $x_1,\ldots,x_n$…

Data Structures and Algorithms · Computer Science 2016-04-07 Zohar Karnin , Kevin Lang , Edo Liberty

As data volume grows extensively, data profiling helps to extract metadata of large-scale data. However, one kind of metadata, order statistics, is difficult to be computed because they are not mergeable or incremental. Thus, the limitation…

Data Structures and Algorithms · Computer Science 2020-06-29 Zhiwei Chen , Aoqian Zhang

Quantile classifiers for potentially high-dimensional data are defined by classifying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles.…

Methodology · Statistics 2013-11-13 Christian Hennig , Cinzia Viroli

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…

Data Structures and Algorithms · Computer Science 2023-08-25 Graham Cormode , Zohar Karnin , Edo Liberty , Justin Thaler , Pavel Veselý

Quantiles are very important statistics information used to describe the distribution of datasets. Given the quantiles of a dataset, we can easily know the distribution of the dataset, which is a fundamental problem in data analysis.…

Databases · Computer Science 2015-08-25 Zixuan Zhuang

Computing the approximate quantiles or ranks of a stream is a fundamental task in data monitoring. Given a stream of elements $x_1, x_2, \dots, x_n$ and a query $x$, a relative-error quantile estimation algorithm can estimate the rank of…

Data Structures and Algorithms · Computer Science 2024-11-05 Elena Gribelyuk , Pachara Sawettamalya , Hongxun Wu , Huacheng Yu

Estimating quantiles is one of the foundational problems of data sketching. Given $n$ elements $x_1, x_2, \dots, x_n$ from some universe of size $U$ arriving in a data stream, a quantile sketch estimates the rank of any element with…

Data Structures and Algorithms · Computer Science 2024-04-08 Meghal Gupta , Mihir Singhal , Hongxun Wu

Approximating quantiles and distributions over streaming data has been studied for roughly two decades now. Recently, Karnin, Lang, and Liberty proposed the first asymptotically optimal algorithm for doing so. This manuscript complements…

Data Structures and Algorithms · Computer Science 2019-07-02 Nikita Ivkin , Edo Liberty , Kevin Lang , Zohar Karnin , Vladimir Braverman

Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…

Methodology · Statistics 2022-01-11 Rohit Pandey

In the approximate quantiles problem, the goal is to output $m$ quantile estimates, the ranks of which are as close as possible to $m$ given quantiles $0 \leq q_1 \leq\dots \leq q_m \leq 1$. We present a mechanism for approximate quantiles…

Data Structures and Algorithms · Computer Science 2025-12-15 Jacob Imola , Fabrizio Boninsegna , Hannah Keller , Anders Aamand , Amrita Roy Chowdhury , Rasmus Pagh

Let X = (x_0,...,x_{n-1})$ be a sequence of n numbers. For \epsilon > 0, we say that x_i is an \epsilon-approximate median if the number of elements strictly less than x_i, and the number of elements strictly greater than x_i are each less…

Quantum Physics · Physics 2007-05-23 Ashwin Nayak , Felix Wu

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

This paper studies the problem of finding the exact ranking from noisy comparisons. A comparison over a set of $m$ items produces a noisy outcome about the most preferred item, and reveals some information about the ranking. By repeatedly…

Machine Learning · Computer Science 2021-07-30 Wenbo Ren , Jia Liu , Ness B. Shroff

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…

Machine Learning · Statistics 2023-04-18 Rasool Fakoor , Taesup Kim , Jonas Mueller , Alexander J. Smola , Ryan J. Tibshirani

This paper focuses on generalizing quantiles from the ordering point of view. We propose the concept of partial quantiles, which are based on a given partial order. We establish that partial quantiles are equivariant under order-preserving…

Statistics Theory · Mathematics 2011-05-31 Alexandre Belloni , Robert L. Winkler

Space efficient algorithms play a central role in dealing with large amount of data. In such settings, one would like to analyse the large data using small amount of "working space". One of the key steps in many algorithms for analysing…

Data Structures and Algorithms · Computer Science 2015-01-19 Anup Bhattacharya , Davis Issac , Ragesh Jaiswal , Amit Kumar

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Data Structures and Algorithms · Computer Science 2021-10-29 Lorenzo Beretta , Jakub Tětek
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