We summarize the results of an experimental performance evaluation of using an empirical histogram to approximate the steady-state distribution of the underlying stochastic proces...
Data--call records, internet packet headers, or other transaction records--are coming down a pipe at a ferocious rate, and we need to monitor statistics of the data. There is no r...
We investigate quantile regression based on the pinball loss and the ǫ-insensitive loss. For the pinball loss a condition on the data-generating distribution P is given that ensu...
Quantiles, also known as value-at-risk in financial applications, are important measures of random performance. Quantile sensitivities provide information on how changes in the i...
We present algorithms for fast quantile and frequency estimation in large data streams using graphics processor units (GPUs). We exploit the high computational power and memory ba...
Naga K. Govindaraju, Nikunj Raghuvanshi, Dinesh Ma...