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- W2763374339 abstract "The estimation of the quantiles is pertinent when one is mining data streams. However, the complexity of quantile estimation is much higher than the corresponding estimation of the mean and variance, and this increased complexity is more relevant as the size of the data increases. Clearly, in the context of “infinite” data streams, a computational and space complexity that is linear in the size of the data is definitely not affordable. In order to alleviate the problem complexity, recently, a very limited number of studies have devised incremental quantile estimators [7, 12]. Estimators within this class resort to updating the quantile estimates based on the most recent observation(s), and this yields updating schemes with a very small computational footprint – a constant-time (i.e., O(1)) complexity. In this article, we pursue this research direction and present an estimator that we refer to as a Higher-Fidelity Frugal [7] quantile estimator. Firstly, it guarantees a substantial advancement of the family of Frugal estimators introduced in [7]. The highlight of the present scheme is that it works in the discretized space, and it is thus a pioneering algorithm within the theory of discretized algorithms (The fact that discretized Learning Automata schemes are superior to their continuous counterparts has been clearly demonstrated in the literature. This is the first paper, to our knowledge, that proves the advantages of discretization within the domain of quantile estimation). Comprehensive simulation results show that our estimator outperforms the original Frugal algorithm in terms of accuracy." @default.
- W2763374339 created "2017-10-20" @default.
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- W2763374339 date "2017-01-01" @default.
- W2763374339 modified "2023-09-27" @default.
- W2763374339 title "A Higher-Fidelity Frugal Quantile Estimator" @default.
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- W2763374339 doi "https://doi.org/10.1007/978-3-319-69179-4_6" @default.
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