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Something I've found useful is being able to maintain a CDF over a sliding window of samples.

The way I've traditionally done it is with an augmented binary tree where I can easily compute the prefix sum of the sample values.

I'm not sure if there are any insights from that article that would allow me to do it better.



FWIW you might be interested in this, generalizing to many types of materialized views over increments of data via an equivalent of the chain rule over streams https://muratbuffalo.blogspot.com/2024/11/dbsp-automatic-inc...




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