Stream quantiles via maximal entropy histograms

Oggie Arandelovic*, Ducson Pham, Svetha Venkatesh

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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 for the utilization of the available storage space, and (iii) introduce two novel algorithms which exploit the proposed principle. Experiments on three large realworld data sets demonstrate that the proposed methods vastly outperform the existing alternatives.

Original languageEnglish
Title of host publicationNeural Information Processing - 21st International Conference, ICONIP 2014, Proceedings
PublisherSpringer-Verlag
Pages327-334
Number of pages8
Volume8835
ISBN (Print)9783319126395
Publication statusPublished - 2014
Event21st International Conference on Neural Information Processing, ICONIP 2014 - Kuching, Malaysia
Duration: 3 Nov 20146 Nov 2014

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume8835
ISSN (Print)03029743
ISSN (Electronic)16113349

Conference

Conference21st International Conference on Neural Information Processing, ICONIP 2014
Country/TerritoryMalaysia
CityKuching
Period3/11/146/11/14

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