• Efficient quantile tracking using an oracle 

      Hammer, Hugo Lewi; Yazidi, Anis; Riegler, Michael; Rue, Håvard (Applied intelligence (Boston);, Peer reviewed; Journal article, 2022-04-14)
      Concept drift is a well-known issue that arises when working with data streams. In this paper, we present a procedure that allows a quantile tracking procedure to cope with concept drift. We suggest using expected quantile ...
    • Estimating tukey depth using incremental quantile estimators 

      Hammer, Hugo Lewi; Yazidi, Anis; Rue, Håvard (Pattern Recognition;Volume 122, February 2022, 108339, Peer reviewed; Journal article, 2022)
      Measures of distance or how data points are positioned relative to each other are fundamental in pattern recognition. The concept of depth measures how deep an arbitrary point is positioned in a dataset, and is an interesting ...
    • Joint tracking of multiple quantiles through conditional quantiles 

      Hammer, Hugo Lewi; Yazidi, Anis; Rue, Håvard (Information Sciences;Volume 563, July 2021, Peer reviewed; Journal article, 2021-03-05)
      The estimation of quantiles is one of the most fundamental data mining tasks. As most real-time data streams vary dynamically over time, there is a quest for adaptive quantile estimators. The most well-known type of adaptive ...
    • A new quantile tracking algorithm using a generalized exponentially weighted average of observations 

      Hammer, Hugo Lewi; Yazidi, Anis; Rue, Håvard (Applied Intelligence;Published online 10 November, 2018, Journal article; Journal article; Peer reviewed, 2018-11-10)
      The Exponentially Weighted Average (EWA) of observations is known to be state-of-art estimator for tracking expectations of dynamically varying data stream distributions. However, how to devise an EWA estimator to rather ...
    • Tracking of Multiple Quantiles in Dynamically Varying Data Streams 

      Hammer, Hugo Lewi; Yazidi, Anis; Rue, Håvard (Pattern Analysis and Applications;, Journal article; Peer reviewed, 2019-01-16)
      In this paper we consider the problem of tracking multiple quantiles of dynamicallyvarying data stream distributions. The method is based on making incremental updates ofthe quantile estimates every time ...