Not particularly innovative, but extremely useful: HDRHistograms let you very efficiently create, combine and query empirical probability distributions. If I'm

Not particularly innovative, but extremely useful: HDRHistograms let you very efficiently create, combine and query empirical probability distributions. If I'm doing anything with random or random-looking variation, I prefer to store the full distribution in a HDRHistogram rather than just the last value, last few values, mean value, or whatever. Opens up so many possibilities for analysis later down the road.