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Risk analysis for data-intensive stochastic models

机译:数据密集型随机模型的风险分析

摘要

A risk analysis system and method are provided. The system includes an analyzer for analyzing database instances by executing a query on each database instance and selecting a cutoff value. The analyzer also discards the sets of uncertainty data that yield query-result values below the cutoff value and retains the database instances that yield query-result values above the cutoff value as elite sets. The system also includes a cloner to replicate the elite sets, and a sampler to modify the elite sets so that each elite set is mutually statistically independent while still yielding query-result values above the cutoff value.
机译:提供了一种风险分析系统和方法。该系统包括用于通过对每个数据库实例执行查询并选择截止值来分析数据库实例的分析器。分析器还将丢弃产生低于临界值的查询结果值的不确定性数据集,并将产生高于临界值的查询结果值的数据库实例保留为精英集。该系统还包括用于复制精英集的克隆器,以及用于修改精英集的采样器,以使每个精英集在统计上相互独立,同时仍会产生高于临界值的查询结果值。

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