What is: QuantTree histograms?
Source | QuantTree: Histograms for Change Detection in Multivariate Data Streams |
Year | 2000 |
Data Source | CC BY-SA - https://paperswithcode.com |
Given a training set drawn from an unknown -variate probability distribution, QuantTree constructs a histogram by recursively splitting . The splits are defined by a stochastic process so that each bin contains a certain proportion of the training set. These histograms can be used to define test statistics (e.g., the Pearson statistic) to tell whether a batch of data is drawn from or not. The most crucial property of QuantTree is that the distribution of any statistic based on QuantTree histograms is independent of , thus enabling nonparametric statistical testing.