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What is a good algorithm for estimating the median of a huge read-once data set?
Imagine you have a large, multivariate dataset that resides on disk.
Are there any known methods to efficiently compute median with a minimum number of passes through the data ?
I've found a candidate for variance/stddev in the name of Welfod/Knutt algorithm, but what about median ?
Thanks
http://stats.stackexchange.com/questions/346/what-is-a-good-algorithm-for-estimating-the-median-of-a-huge-read-once-data-set?
– ocram Jan 04 '12 at 08:46