Welford's Online algorithm ( Variance Calculations)

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Revision as of 11:15, 15 February 2023 by Admin (talk | contribs) (Created page with "== Time Complexity == $O(n)$ == Space Complexity == $O({1})$ auxiliary words (Maintains O(1) information (count, mean, M2) that is constantly updated as values are read) == Description == == Approximate? == Exact == Randomized? == No, deterministic == Model of Computation == Word/Real RAM == Year == 1962 == Reference == http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.302.7503&rep=rep1&type=pdf")

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Time Complexity

$O(n)$

Space Complexity

$O({1})$ auxiliary words

(Maintains O(1) information (count, mean, M2) that is constantly updated as values are read)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1962

Reference

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.302.7503&rep=rep1&type=pdf

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