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cs.DS2014
Two maximum entropy based algorithms for running quantile estimation in non-stationary data streams
Ognjen Arandjelovic, Duc-Son Pham, Svetha Venkatesh
The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example…
cs.DS2014★ 3 cited
Stream quantiles via maximal entropy histograms
Ognjen Arandjelovic, Ducson Pham, Svetha Venkatesh
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 previ…