2 ms·
Something I've found useful is being able to maintain a CDF over a sliding window of samples. The way I've traditionally done it is with an augmented binary tr
by mgaunard 1y ago
Something I've found useful is being able to maintain a CDF over a sliding window of samples.
The way I've traditionally done it is with an augmented binary tree where I can easily compute the prefix sum of the sample values.
I'm not sure if there are any insights from that article that would allow me to do it better.
- pizza 1y agoFWIW you might be interested in this, generalizing to many types of materialized views over increments of data via an equivalent of the chain rule over streams https://muratbuffalo.blogspot.com/2024/11/dbsp-automatic-incremental-view.html https://muratbuffalo.blogspot.com/2024/11/dbsp-automatic-inc...