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MCDB-R: Risk Analysis in the Database
MCDB-R: Risk Analysis in the Database   (Citations: 1)
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Enterprises often need to assess and manage the risk arising from uncertainty in their data. Such uncertainty is typically modeled as a probability distribution over the uncertain data values, specified by means of a complex (often predictive) stochastic model. The probability distribution over data values leads to a probability dis- tribution over database query results, and risk assessment amounts to exploration of the upper or lower tail of a query-result distribu- tion. In this paper, we extend the Monte Carlo Database System to efficiently obtain a set of samples from the tail of a query-result distribution by adapting recent "Gibbs cloning" ideas from the sim- ulation literature to a database setting.
Journal: Proceedings of The Vldb Endowment - PVLDB , vol. 3, no. 1, pp. 782-793, 2010
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