DDSketch gives the first fully mergeable quantile sketch whose estimates carry formal relative-error guarantees, using logarithmic buckets and bounded memory for heavy-tailed data.
Our Java implementation provides multiple ver- sions of DDSketch: buckets can be stored in a contiguous way (for fast addition) or in a sparse way (for smaller memory footprint)
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DDSketch: A fast and fully-mergeable quantile sketch with relative-error guarantees
DDSketch gives the first fully mergeable quantile sketch whose estimates carry formal relative-error guarantees, using logarithmic buckets and bounded memory for heavy-tailed data.