Andrey Akinshin writes about statistics, performance benchmarking, and .NET internals, including quantile estimation algorithms.
HN links it for quantile and median estimation, such as the P² algorithm, in threads about approximating medians without storing all values.
It certainly is possible to approximate the median: https://aakinshin.net/posts/p2-quantile-estimator/
A quick search shows that Boost.Accumulators have several median estimation implementations available to choose from: https://www.boost.org/doc/libs/1_84_0/doc/html/accumulators/user_s_guide.html#accumulators.user_s_guide.the_statistical_accumulators_library.median
> Median estimation based on the P^2 quantile estimator, the density estimator, or the P^2 cumulative distribution estimator.
See also the Greenwald Khanna quantile estimator, an online algorithm which can compute any quantile within a given ϵ.
https://aakinshin.net/posts/greenwald-khanna-quantile-estimator/