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What is: QuantTree histograms?

SourceQuantTree: Histograms for Change Detection in Multivariate Data Streams
Year2000
Data SourceCC BY-SA - https://paperswithcode.com

Given a training set drawn from an unknown dd-variate probability distribution, QuantTree constructs a histogram by recursively splitting Rd\mathbb{R}^d. 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 ϕ0\phi_0 or not. The most crucial property of QuantTree is that the distribution of any statistic based on QuantTree histograms is independent of ϕ0\phi_0, thus enabling nonparametric statistical testing.