Optimal gossip algorithms for exact and approximate quantile computations
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Abstract: This paper gives drastically faster gossip algorithms to compute exact and approximate quantiles. Gossip algorithms, which allow each node to contact a uniformly random other node in each round, have been intensely studied and been adopted in many applications due to their fast convergence and their robustness to failures. Kempe et al. [FOCS'03] gave gossip algorithms to compute important aggregate statistics if every node is given a value. In particular, they gave a beautiful round algorithm to -approximate the sum of all values and an round algorithm to compute the exact -quantile, i.e., the the smallest value. We give an quadratically faster and in fact optimal gossip algorithm for the exact -quantile problem which runs in rounds. We furthermore show that one can achieve an exponential speedup if one allows for an -approximation. We give an round gossip algorithm which computes a value of rank between and at every node.% for any and . Our algorithms are extremely simple and very robust - they can be operated with the same running times even if every transmission fails with a, potentially different, constant probability. We also give a matching lower bound which shows that our algorithm is optimal for all values of .
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