tdunning/t-digest
View on GitHub ↗ ★ 2,177 Java
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
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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,…
comment by ted_dunning · 2024-07-26 · in My Favorite Algorithm: Linear Time Median Finding (2018) -
…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/
comment by ted_dunning · 2024-07-26 · in My Favorite Algorithm: Linear Time Median Finding (2018) -
…- 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) -
…like certain calendar dates, or annual conventions or contests that you need to be done by. [0] https://github.com/tdunning/t-digest
comment by jedberg · 2023-02-08 · in Ask HN: How do you deal with information and internet addiction? -
…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/…
comment by kelseyfrog · 2022-07-22 · in Ask HN: What are some cool but obscure data structures you know about? -
…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
comment by twic · 2022-07-22 · in Ask HN: What are some cool but obscure data structures you know about? -
…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.
comment by spullara · 2022-05-14 · in Monarch: Google’s Planet-Scale In-Memory Time Series Database -
…percentiles at the very tail end (like 99.999%) [1]: https://arxiv.org/pdf/1902.04023.pdf / https://github.com/tdunning/t-digest
comment by cyral · 2021-09-14 · in How percentile approximation works and why it's more useful than averages -
…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 -
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.
comment by superyesh · 2020-11-24 · in P² quantile estimator – estimating the median without storing values -
…numbers such that you can extract medians and quantiles, and the aggregates can be combined: https://github.com/tdunning/t-digest
comment by twic · 2020-08-01 · in Monitoring demystified: A guide for logging, tracing, metrics -
…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 -
How does this compare to t-digest? https://github.com/tdunning/t-digest/blob/master/docs/t-dige...
comment by MrBuddyCasino · 2019-08-29 · in DDSketch: A fast, fully-mergeable quantile sketch with relative-error guarantees -
…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…
comment by vvern · 2018-10-11 · in We can do better than percentile latencies -
How does it compare to https://github.com/tdunning/t-digest ?
comment by tsenart · 2018-08-15 · in Show HN: A Go implementation of TensorFlow's streaming quantiles estimator