If an approximation is enough, the p2 quantile estimator (O(1) memory) is pretty neat: https://news.ycombinator.com/item?id=25201093 https://news.ycombinator.co

If an approximation is enough, the p2 quantile estimator (O(1) memory) is pretty neat: https://news.ycombinator.com/item?id=25201093 https://news.ycombinator.com/item?id=25201093