@dxbydt_jasq streaming median is a hard problem, but you might get a decent estimate and performance with CMS cc @posco @avibryant
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Replying to @vitalygordon
@BigDataSc@dxbydt_jasq@avibryant I don't know how to use CMS for this, but q-digest (QTree in algebird) or t-digest can estimate.2 replies 0 retweets 1 like -
Replying to @posco
@posco@BigDataSc@dxbydt_jasq you can build a binary tree of CMS where the keys at each level are bins covering 2^-depth of the full range.1 reply 0 retweets 0 likes
@posco @BigDataSc @dxbydt_jasq sorry, "binary tree" isn't quite right; IIRC, 1 CMS per level, deeper -> more error, smaller bins.
10:02 PM - 19 Mar 2015
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