Computing accurate percentiles with DDSketch | Datadog

What this post added

This post introduces DDSketch, a new quantile sketch algorithm designed to accurately compute percentiles from large-scale, distributed monitoring data. It addresses the challenges of exact percentile computation and distributed aggregation by providing a fully mergeable sketch with relative-error guarantees. The post explains the limitations of existing algorithms like GK and details how DDSketch's design enables accurate percentile calculation and efficient data aggregation.