Welford's Online algorithm ( Variance Calculations)
Revision as of 12:15, 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")
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