You may appreciate ddsketch https://www.datadoghq.com/blog/engineering/computing-accurate-percentiles-with-ddsketch/ https://www.datadoghq.com/blog/engineering/

You may appreciate ddsketch https://www.datadoghq.com/blog/engineering/computing-accurate-percentiles-with-ddsketch/ https://www.datadoghq.com/blog/engineering/computing-accurat... Or tdigest. For the prom use case, i usually prefer ddsketch. Easier to integrate. Tdigest is really complicated. That said there are definitely interesting work that need to happen on compressing time series histograms for heatmaps. Iirc influx had some interesting work there.