MikeJaredS/hermiter
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Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)
5 mentions on Hacker News by 1 person: 4 stories, 1 comment · first 2020-09-12 · latest 2022-12-02
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…approaches based on stochastic approximation for example. We've recently released the code: https://github.com/MikeJaredS/hermiter I've done some comparisons versus the P^2 algorithm (using the OnlineStats implementation in Julia) and the…
comment by mike_steph · 2020-11-25 · in P² quantile estimator – estimating the median without storing values