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tresil | 3 years ago

Big fan of HLL

Apache foundation has a fantastic DataSketches library that includes HLL and many other powerful data analytics algorithms: https://datasketches.apache.org/

Lee Rhodes has done an excellent introduction to this library - explaining some of the use cases, advantages, and things to be aware of when using these techniques: https://www.youtube.com/watch?v=nO9pauS-mGQ

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twic|3 years ago

On sketches, there is a genre of structure for estimating histogram-like statistics (median, 99th centile, etc) in fixed space, which i really like. Two examples:

t-digest https://github.com/tdunning/t-digest

DDSketch https://github.com/DataDog/sketches-java

ranman|3 years ago

t-digest is used by AWS X-ray to render their charts