Is it really that different from, say, the way Prometheus supports histogram-based quantiles? https://prometheus.io/docs/practices/histograms/

Granted, it looks like Monarch supports a more cleanly-defined schema for distributions, whereas Prometheus just relies on you to define the buckets yourself and follow the convention of using a "le" label to expose them. But the underlying representation (an empirical CDF) seems to be the same, and so the accuracy tradeoffs should also be the same.

Much different. When you are reporting histograms you can combine them and see the true p50 or whatever across all the individual systems reporting the metric.

nvarsj

Can you elaborate a bit? You can do the same in Prometheus by summing the bucket counts. Not sure what you mean by “true p50” either. With buckets it’s always an approximation based on the bucket widths.

spullara

Ah, I misunderstood what you meant. If you are reporting static buckets I get how that is better than what folks typically do but how do you know the buckets a priori? Others back their histograms with things like https://github.com/tdunning/t-digest. It is pretty powerful as the buckets are dynamic based on the data and histograms can be added together.