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Posted to dev@mahout.apache.org by "Suneel Marthi (JIRA)" <ji...@apache.org> on 2013/11/20 23:43:35 UTC

[jira] [Updated] (MAHOUT-1361) Online algorithm for computing accurate Quantiles using 1-D clustering

     [ https://issues.apache.org/jira/browse/MAHOUT-1361?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Suneel Marthi updated MAHOUT-1361:
----------------------------------

    Description: 
Implementation of Ted Dunning's paper and initial work on this subject. See https://github.com/tdunning/t-digest/blob/master/docs/theory/t-digest-paper/histo.pdf for the paper.

An on-line algorithm for computing approximations of rank-based statistics that allows controllable accuracy. This algorithm can also be used to compute hybrid statistics such as trimmed means in addition to computing arbitrary quantiles.


  was:
Implementation of Ted Dunning's paper and initial work on this subject.

An on-line algorithm for computing approximations of rank-based statistics that allows controllable accuracy. This algorithm can also be used to compute hybrid statistics such as trimmed means in addition to computing arbitrary quantiles.



> Online algorithm for computing accurate Quantiles using 1-D clustering
> ----------------------------------------------------------------------
>
>                 Key: MAHOUT-1361
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-1361
>             Project: Mahout
>          Issue Type: New Feature
>          Components: Math
>    Affects Versions: 0.9
>            Reporter: Suneel Marthi
>            Assignee: Suneel Marthi
>             Fix For: 0.9
>
>
> Implementation of Ted Dunning's paper and initial work on this subject. See https://github.com/tdunning/t-digest/blob/master/docs/theory/t-digest-paper/histo.pdf for the paper.
> An on-line algorithm for computing approximations of rank-based statistics that allows controllable accuracy. This algorithm can also be used to compute hybrid statistics such as trimmed means in addition to computing arbitrary quantiles.



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