An approach to pseudo-Median with SIMD
12/10/2023
In a previous posts I looked into using Single instruction, multiple data, SIMD to find the Median
value in a sample of integer values as well as I looked into generating pairwise averages.
The definition of median in case of
an odd sample size, find 'middle' element of the ordered samples.
an even sample size, find the 2 elements in the middle of an ordered sample size, and calculate the average of those.
I have recently came across a blog post from Andrey Akinshin proposing to benefits of using Hodges-Lehmann location estimator to calculate a pseudo-median value.