System and method for computing exact success probability for quantile estimation
AssigneeYahoo Assets LLC
InventorEric Bax
Life of this patent
Estimating the term…
Abstract
The present teaching related to estimating quantiles. An input is received that specifies one or more quantiles to be determined from a sample obtained by sampling from a full data set. The one or more quantile estimates are indicative of corresponding quantiles by rank in the full data set within an accuracy range. The one or more quantile estimates are then determined based on the sample with a probability estimated to represent a confidence in that the one or more quantile estimates are indicative of corresponding quantiles by rank in the full data set within the accuracy range. A decision may then be made based on at least some of the one or more quantile estimates, the accuracy range, and the confidence.
Claims20
A method implemented on at least one processor, a memory, and a communication platform for estimating quantiles, comprising:
- receiving a sample of a first size with a plurality of items sampled from a full data set of a second size;
- receiving an input specifying one or more quantile estimates to be determined from the sample, wherein the one or more quantile estimates from the sample are indicative of corresponding quantiles by rank in the full data set within an accuracy range;
- generating the one or more quantile estimates from the sample with a probability estimated to represent a confidence in that the one or more quantile estimates are indicative of corresponding quantiles by rank in the full data set within the accuracy range;
- and
- producing a decision based on at least some of the one or more quantile estimates, the accuracy range, and the confidence.
A machine readable medium having information recorded thereon for estimating quantiles, wherein the information, when read by the machine, causes the machine to perform the following steps:
- receiving a sample of a first size with a plurality of items sampled from a full data set of a second size;
- receiving an input specifying one or more quantile estimates to be determined from the sample, wherein the one or more quantile estimates from the sample are indicative of corresponding quantiles by rank in the full data set within an accuracy range;
- generating the one or more quantile estimates from the sample with a probability estimated to represent a confidence in that the one or more quantile estimates are indicative of corresponding quantiles by rank in the full data set within the accuracy range;
- and
- producing a decision based on at least some of the one or more quantile estimates, the accuracy range, and the confidence.
A system for estimating quantiles, comprising:
- a quantile estimate generator implemented by a processor and configured for
- receiving a sample of a first size with a plurality of items sampled from a full data set of a second size,
- receiving an input specifying one or more quantile estimates to be determined from the sample, wherein the one or more quantile estimates from the sample are indicative of corresponding quantiles by rank in the full data set within an accuracy range, and
- generating the one or more quantile estimates from the sample with a probability estimated to represent a confidence in that the one or more quantile estimates are indicative of corresponding quantiles by rank in the full data set within the accuracy range;
- and
- a quantile-based decision determiner implemented by a processor an configured for producing a decision based on at least some of the one or more quantile estimates, the accuracy range, and the confidence.
Dependencies are inferred from the claim text.