Computing Variance Online

September 5, 2020

In my previous post, A Fable of an Aggregator, I dedcribed the properties of an abstract data type (ADT) that enables concurrent execution of aggregations, such as sum, mean, max. For example, if we want the mean of a collection of values, it sufficies for us to accumluate its sum and count - dividing the former by the latter gives us the answer. More importantly, this accumulation can be done concurrently - and hence, it's parallelizable. ... Read more