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"Quantiles on Streams" [paper, 2009]
'Chiranjeeb Buragohain and Subhash Suri: "Quantiles on Streams" in Encyclopedia of Database Systems, Springer, pp 2235–2240, 2009. ISBN: 978-0-387-35544-3', cited by Martin Kleppman in as a good, short literature survey re estimating percentiles with a small memory footprint.
latency  percentiles  coding  quantiles  streams  papers  algorithms 
october 2014 by jm
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