Running median

http://stats.stackexchange.com/questions/7959/algorithm-to-dynamically-monitor-quantiles
http://stats.stackexchange.com/questions/103258/online-estimation-of-quartiles-without-storing-observations

http://en.wikipedia.org/wiki/Reservoir_sampling

https://dcc.ligo.org/T030168/public

http://web.ipac.caltech.edu/staff/fmasci/home/statistics_refs/Remedian.pdf

http://stats.stackexchange.com/questions/346/what-is-a-good-algorithm-for-estimating-the-median-of-a-huge-read-once-data-set

http://stackoverflow.com/questions/1309263/rolling-median-algorithm-in-c

http://stackoverflow.com/questions/10930732/c-efficiently-calculating-a-running-median