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Can you explain in more detail why this can't be updated online? We can track the rank of newly sampled pairs in LogN using something like an order statistic t
by jazzkingrt 5y ago
Can you explain in more detail why this can't be updated online?
We can track the rank of newly sampled pairs in LogN using something like an order statistic tree:
https://en.wikipedia.org/wiki/Order_statistic_tree https://en.wikipedia.org/wiki/Order_statistic_tree
But I guess the problem is that with each new pair, O(n) pairs could change their contribution to the correlation coefficient.