This warrants a blog post I haven't written yet, but I made t-digest monoidal addition convergent instead of divergent.
#DataSciencepic.twitter.com/EiTMa3l30p
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not a substitute for blog post, but maybe a bit more context: https://github.com/isarn/isarn-sketches/issues/3 …
to be clear: this fixes the issue even on pairwise addition, not just the case where you are combining many?
Pairwise divergence is smaller, but yes: in this plot of the 1st 10 additions, the 2nd col. represents pairwise additions:pic.twitter.com/Af0i1jDTsQ
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