import numpy as np
indices=np.array([0,1,0,1,1,2,3,3,3,2,0,2])
data = np.arange(len(indices))
binned = np.array([data[indices == i] for i in range(4)])

array([[ 0,  2, 10],
   [ 1,  3,  4],
   [ 5,  9, 11],
   [ 6,  7,  8]])

np.median(binned, axis=1)

array([2., 3., 9., 7.])

indices=np.array([0,1,1,1,3,1,1,0,0,0,3])
data = np.arange(len(indices))

[data[indices == i] for i in range(4)]

[array([0, 7, 8, 9]),
 array([1, 2, 3, 5, 6]),
 array([], dtype=int64),
 array([ 4, 10])]

[np.median(data[indices == i]) for i in range(4)]

[7.5, 3.0, nan, 7.0]