Stream Quantiles via Maximal Entropy Histograms

We address the problem of estimating the running quantile of a data stream when the memory for storing observations is limited. We (i) highlight the limitations of approaches previously described in the literature which make them unsuitable for non-stationary streams, (ii) describe a novel principle...

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Bibliographic Details
Main Authors: Arandjelovic, O., Pham, DucSon, Venkatesh, S.
Other Authors: Loo, C.K.
Format: Conference Paper
Published: Springer 2014
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/49483