Gk

Calculating Percentiles on Streaming Data Part 7: Cormode-Korn-Muthukrishnan-Srivastava

Calculating Percentiles on Streaming Data Part 7: Cormode-Korn-Muthukrishnan-Srivastava

This is part 7 of my series on calculating percentiles on streaming data. In 2005, Graham Cormode, Flip Korn, S. Muthukrishnan, and Divesh Srivastava published a paper called Effective Computation of Biased Quantiles over Data Streams [CKMS05]. This paper took the Greenwald-Khanna algorithm [GK01] and made the following notable changes: Generalized the algorithm to work with arbitrary targeted quantiles, where a targeted quantile is a combination of a quantile $\phi$ and a maximum allowable error $\epsilon$.