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Summary statistics such as the mean and variance are easily maintained for large, distributed data streams, but order statistics (i.e., sample quantiles) can only be approximately summarized.
The tail of the hypergeometric distribution
V. Chvátal · 1979
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Selection and sorting with limited storage
J. I. Munro and M. S. Paterson · 1980
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Optimal histograms with quality guarantees
H. V. Jagadish, N. Koudas, S. Muthukrishnan, V. Poosala, K. C. Sevcik, and T. Suel · 1998
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Metric Characterization of Random Variables and Random Processes
V. V. Buldygin and U. V. Kozachenko · 2000
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Space-efficient online computation of quantile summaries
M. B. Greenwald and S. Khanna · 2001
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Gigascope: a stream database for network applications
C. Cranor, T. Johnson, O. Spataschek, and V. Shkapenyuk · 2003
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The design of an acquisitional query processor for sensor networks
S. Madden, M. J. Franklin, J. M. Hellerstein, and W. Hong · 2003
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Rehist: Relative error histogram construction algorithms
S. Guha, K. Shim, and J. Woo · 2004
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Effective computation of biased quantiles over data streams
G. Cormode, F. Korn, S. Muthukrishnan, and D. Srivastava · 2005
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Space- and time-efficient deterministic algorithms for biased quantiles over data streams
G. Cormode, F. Korn, S. Muthukrishnan, and D. Srivastava · 2006
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Approximation and streaming algorithms for histogram construction problems
S. Guha, N. Koudas, and K. Shim · 2006
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Synopses for massive data: Samples, histograms, wavelets, sketches
G. Cormode, M. Garofalakis, P. J. Haas, and C. Jermaine · 2011
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Mergeable summaries
P. K. Agarwal, G. Cormode, Z. Huang, J. Phillips, Z. Wei, and K. Yi · 2012
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Scuba: Diving into data at facebook
L. Abraham, J. Allen, O. Barykin, V. Borkar, B. Chopra, C. Gerea, D. Merl, J. Metzler, D. Reiss, S. Subramanian, J. L. Wiener, and O. Zed · 2013
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The tail at scale
J. Dean and L. A. Barroso · 2013
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Uci machine learning repository
M. Lichman · 2013
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So, you want to trace your distributed system? key design insights from years of practical experience
R. R. Sambasivan, R. Fonseca, I. Shafer, and G. R. Ganger · 2014
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Datadog · 2018
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8 surprising facts about real docker adoption
Datadog · 2018
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Elasticsearch reference: Percentiles aggregation
Elasticsearch · 2018
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Moment-based quantile sketches for efficient high cardinality aggregation queries
E. Gan, J. Ding, K. S. Tai, V. Sharan, and P. Bailis · 2018
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Hdrhistogram: A high dynamic range (hdr) histogram
G. Tene · 2018
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https://github.com/DataDog/sketches-java
Datadog · 2019
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https://github.com/DataDog/sketches-go
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