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cellarium-ai / cellarium-ml

Distributed single-cell data analysis.
BSD 3-Clause "New" or "Revised" License
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Implement Welford's online algorithm for variance calculation #163

Open mbabadi opened 5 months ago

mbabadi commented 5 months ago

Here: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance

It is more stable than both the naive and shifted.