I thought this was a good write-up of how TimescaleDB works with approximate percentiles (focusing on time-series data): https://blog.timescale.com/blog/how-percentile-approximation-works-and-why-its-more-useful-than-averages/

Thanks for sharing @User. Just fyi, we do have TDigest based approximations for percentile in Pinot.

For distinctcount pinot has apache sketches based implementation. Apache sketches library also has quantile sketch - any interest in supporting percentile aggregation based on apache sketches library?

If there’s a requirement it should be easy to add