Practical variants of the KLL quantile sketch halve error for given size, reduce update time to O(log(1/ε)), and add weighted-stream and memory-optimized variants.
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Streaming Quantiles Algorithms with Small Space and Update Time
Practical variants of the KLL quantile sketch halve error for given size, reduce update time to O(log(1/ε)), and add weighted-stream and memory-optimized variants.