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tdunning/t-digest

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A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means

17 mentions on Hacker News by 14 people: 2 stories, 15 comments · first 2016-12-16 · latest 2024-07-26

Mentions per year 17 mentions · busiest year 2020 (4)
20082026
  1. The state of the art has moved well beyond these algorithms. See these https://github.com/tdunning/t-digest https://www.sciencedirect.com/science/article/pii/S266596382... https://arxiv.org/pdf/2102.09299 And, as I mentioned else-thread,…
  2. …for humans than a bound on quantile error. I say this as the author of the t-digest. [1] https://github.com/tdunning/t-digest/blob/main/core/src/main... [2] https://hdrhistogram.org/
  3. …- most production systems I’ve worked on that do this are using them under the hood. 1: https://github.com/tdunning/t-digest
    comment by wrigby · 2023-08-24 · in Understanding Percentiles (2021)
  4. …like certain calendar dates, or annual conventions or contests that you need to be done by. [0] https://github.com/tdunning/t-digest
  5. …problems I couldn't before. I hope they are as useful or intriguing to you as they are to me. 1. https://github.com/tdunning/t-digest 2. https://pdsa.readthedocs.io/en/latest/rank/qdigest.html 3. https://florian.github.io/count-min-sketch/…
  6. …statistics (median, 99th centile, etc) in fixed space, which i really like. Two examples: t-digest https://github.com/tdunning/t-digest DDSketch https://github.com/DataDog/sketches-java
  7. …do but how do you know the buckets a priori? Others back their histograms with things like https://github.com/tdunning/t-digest . It is pretty powerful as the buckets are dynamic based on the data and histograms can be added together.
  8. …percentiles at the very tail end (like 99.999%) [1]: https://arxiv.org/pdf/1902.04023.pdf / https://github.com/tdunning/t-digest
  9. …usage and somewhat reduce runtime by using a sketching data structure like Dunning’s t-digest: https://github.com/tdunning/t-digest/blob/main/docs/t-digest... . There is an open source Python implementation, although I haven’t used it and…
    comment by alexhutcheson · 2021-03-02 · in Show HN: Fast Rolling Quantiles for Python
  10. Great article! One of my favorite data-structures lately is the https://github.com/tdunning/t-digest . Would be great to see how it compares and what additional accuracy we get but storing some of the data.
  11. …numbers such that you can extract medians and quantiles, and the aggregates can be combined: https://github.com/tdunning/t-digest
  12. …rollup but keep their tails accurate to parts per million and the middle to be parts per hundred: https://github.com/tdunning/t-digest
    comment by ckdarby · 2020-02-22 · in M3DB, a distributed timeseries database
  13. How does this compare to t-digest? https://github.com/tdunning/t-digest/blob/master/docs/t-dige...
  14. …being able to be merged unless they are configured the same way. Instead you can use the t-digest ( https://github.com/tdunning/t-digest ), a very cool online quantile estimation data structure from Ted Dunning (which he has recently…
  15. How does it compare to https://github.com/tdunning/t-digest ?