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Published 20 hours ago • verified publisher icon cubed-dev

Implement `var` and `std`

Open tomwhite opened this issue 3 years ago • 4 comments

Similar to the implementation of mean.

tomwhite avatar Jun 29 '22 10:06 tomwhite

The implementation described at https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm looks like the one to use here.

tomwhite avatar Sep 23 '24 12:09 tomwhite

Do you have access to this paper? I think it would be a better algorithm for variance, since it's numerically stable: https://dl.acm.org/doi/10.1145/3221269.3223036 (the wiki article references this paper).

alxmrs avatar Sep 26 '24 13:09 alxmrs

Found it here! https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf

alxmrs avatar Sep 26 '24 13:09 alxmrs

Slides are a good summary, too: https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-slides.pdf

alxmrs avatar Sep 26 '24 13:09 alxmrs