You might be interested in https://www.datadoghq.com/blog/engineering/computing-accurate-percentiles-with-ddsketch/ https://www.datadoghq.com/blog/engineering/c

You might be interested in https://www.datadoghq.com/blog/engineering/computing-accurate-percentiles-with-ddsketch/ https://www.datadoghq.com/blog/engineering/computing-accurat... Disclaimer: I work there/built the TypeScript implementation of the library