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by twic 1423 days ago
On sketches, there is a genre of structure for estimating histogram-like 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

2 comments

In the same spirit there is also Circllhist from Circonus. https://arxiv.org/abs/2001.06561

There was a good discussion on approaches to store histogram here: https://news.ycombinator.com/item?id=31379383

t-digest is used by AWS X-ray to render their charts