Computing accurate percentiles with DDSketch | Datadog

This post introduces DDSketch, a new quantile sketch designed to accurately compute percentiles on large-scale, noisy monitoring data. It addresses the challenges of exact percentile calculation and distributed aggregation by providing a mergeable sketch with relative-error guarantees. The post contrasts DDSketch with existing methods like GK sketches, highlighting how DDSketch reduces approximation errors and improves the accuracy of percentile plots, particularly for high percentiles.