Data is increasingly generated by instruments that monitor the environment – telescopes looking at the heavens, DNA sequenc- ers decoding molecules, bar-code readers watching passing freight-cars, patient monitors watching the life-signs of a person in the emergency room, cell-phone and credit-card systems look- ing for fraud, RFID scanners watching products flow through the supply chain, and smart-dust sensing its environment. In each of these cases, one wants to compare.