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Implement var and std #29

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Tracked by #20
tomwhite opened this issue Jun 29, 2022 · 4 comments · May be fixed by #327
Open
Tracked by #20

Implement var and std #29

tomwhite opened this issue Jun 29, 2022 · 4 comments · May be fixed by #327
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array api good first issue Good for newcomers

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@tomwhite
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Similar to the implementation of mean.
@tomwhite tomwhite added the good first issue Good for newcomers label Jul 2, 2023
alxmrs added a commit to alxmrs/cubed that referenced this issue Nov 21, 2023
@alxmrs
Implementation of std and var.
d1191f1 
Fixes cubed-dev#29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions.
@alxmrs alxmrs linked a pull request Nov 21, 2023 that will close this issue
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@tomwhite tomwhite mentioned this issue Aug 12, 2024
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@tomwhite
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The implementation described at https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm looks like the one to use here.

alxmrs added a commit to alxmrs/cubed that referenced this issue Sep 26, 2024
@alxmrs
Implementation of std and var.
97514e3 
Fixes cubed-dev#29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions.
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alxmrs commented Sep 26, 2024

Do you have access to this paper? I think it would be a better algorithm for variance, since it's numerically stable: https://dl.acm.org/doi/10.1145/3221269.3223036 (the wiki article references this paper).

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alxmrs commented Sep 26, 2024

Found it here! https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf

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alxmrs commented Sep 26, 2024

Slides are a good summary, too: https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-slides.pdf

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Implementation of std and var. alxmrs/cubed
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