SEMIPARAMETRIC METHODS IN THE ESTIMATION OF TAIL PROBABILITIES AND EXTREME QUANTILES

In quantitative risk analysis, the problem of estimating small threshold exceedance probabilities and extreme quantiles arise ubiquitously in bio-surveillance, economics, natural disaster insurance actuary, quality control schemes, etc. A useful way to make an assessment of extreme events is to estimate the probabilities of exceeding large threshold values and extreme quantiles judged by interested authorities. Such information regarding extremes serves as essential guidance to interested authorities in decision making processes. However, in such a context, data are usually skewed in nature, and the rarity of exceedance of large threshold implies large fluctuations in the distribution's upper tail, precisely where the accuracy is desired mostly. Extreme Value Theory (EVT) is a branch of statistics that characterizes the behavior of upper or lower tails of probability distributions. However, existing methods in EVT for the estimation of small threshold exceedance probabilities and extreme quantiles often lead to poor predictive performance in cases where the underlying sample is not large enough or does not contain values in the distribution's tail. In this dissertation, we shall be concerned with an out of sample semiparametric (SP) method for the estimation of small threshold probabilities and extreme quantiles. The proposed SP method for interval estimation calls for the fusion or integration of a given data sample with external computer generated independent samples. Since more data are used, real as well as artificial, under certain conditions the method produces relatively short yet reliable confidence intervals for small exceedance probabilities and extreme quantiles.

Towards Proactive Context-aware Computing and Systems

A primary goal of context-aware systems is delivering the right information at the right place and right time to users in order to enable them to make effective decisions and improve their quality of life. There are three key requirements for achieving this goal: determining what information is relevant, personalizing it based on the users’ context (location, preferences, behavioral history etc.), and delivering it to them in a timely manner without an explicit request from them. These requirements create a paradigm that we term as “Proactive Context-aware Computing”. Most of the existing context-aware systems fulfill only a subset of these requirements. Many of these systems focus only on personalization of the requested information based on users’ current context. Moreover, they are often designed for specific domains. In addition, most of the existing systems are reactive - the users request for some information and the system delivers it to them. These systems are not proactive i.e. they cannot anticipate users’ intent and behavior and act proactively without an explicit request from them. In order to overcome these limitations, we need to conduct a deeper analysis and enhance our understanding of context-aware systems that are generic, universal, proactive and applicable to a wide variety of domains. To support this dissertation, we explore several directions. Clearly the most significant sources of information about users today are smartphones. A large amount of users’ context can be acquired through them and they can be used as an effective means to deliver information to users. In addition, social media such as Facebook, Flickr and Foursquare provide a rich and powerful platform to mine users’ interests, preferences and behavioral history. We employ the ubiquity of smartphones and the wealth of information available from social media to address the challenge of building proactive context-aware systems. We have implemented and evaluated a few approaches, including some as part of the Rover framework, to achieve the paradigm of Proactive Context-aware Computing. Rover is a context-aware research platform which has been evolving for the last 6 years. Since location is one of the most important context for users, we have developed ‘Locus’, an indoor localization, tracking and navigation system for multi-story buildings. Other important dimensions of users’ context include the activities that they are engaged in. To this end, we have developed ‘SenseMe’, a system that leverages the smartphone and its multiple sensors in order to perform multidimensional context and activity recognition for users. As part of the ‘SenseMe’ project, we also conducted an exploratory study of privacy, trust, risks and other concerns of users with smart phone based personal sensing systems and applications. To determine what information would be relevant to users’ situations, we have developed ‘TellMe’ - a system that employs a new, flexible and scalable approach based on Natural Language Processing techniques to perform bootstrapped discovery and ranking of relevant information in context-aware systems. In order to personalize the relevant information, we have also developed an algorithm and system for mining a broad range of users’ preferences from their social network profiles and activities. For recommending new information to the users based on their past behavior and context history (such as visited locations, activities and time), we have developed a recommender system and approach for performing multi-dimensional collaborative recommendations using tensor factorization. For timely delivery of personalized and relevant information, it is essential to anticipate and predict users’ behavior. To this end, we have developed a unified infrastructure, within the Rover framework, and implemented several novel approaches and algorithms that employ various contextual features and state of the art machine learning techniques for building diverse behavioral models of users. Examples of generated models include classifying users’ semantic places and mobility states, predicting their availability for accepting calls on smartphones and inferring their device charging behavior. Finally, to enable proactivity in context-aware systems, we have also developed a planning framework based on HTN planning. Together, these works provide a major push in the direction of proactive context-aware computing.

A Binary Classifier for Test Case Feasibility Applied to Automatically Generated Tests of Event-Driven Software

Modern software application testing, such as the testing of software driven by graphical user interfaces (GUIs) or leveraging event-driven architectures in general, requires paying careful attention to context. Model-based testing (MBT) approaches first acquire a model of an application, then use the model to construct test cases covering relevant contexts. A major shortcoming of state-of-the-art automated model-based testing is that many test cases proposed by the model are not actually executable. These \textit{infeasible} test cases threaten the integrity of the entire model-based suite, and any coverage of contexts the suite aims to provide. In this research, I develop and evaluate a novel approach for classifying the feasibility of test cases. I identify a set of pertinent features for the classifier, and develop novel methods for extracting these features from the outputs of MBT tools. I use a supervised logistic regression approach to obtain a model of test case feasibility from a randomly selected training suite of test cases. I evaluate this approach with a set of experiments. The outcomes of this investigation are as follows: I confirm that infeasibility is prevalent in MBT, even for test suites designed to cover a relatively small number of unique contexts. I confirm that the frequency of infeasibility varies widely across applications. I develop and train a binary classifier for feasibility with average overall error, false positive, and false negative rates under 5\%. I find that unique event IDs are key features of the feasibility classifier, while model-specific event types are not. I construct three types of features from the event IDs associated with test cases, and evaluate the relative effectiveness of each within the classifier. To support this study, I also develop a number of tools and infrastructure components for scalable execution of automated jobs, which use state-of-the-art container and continuous integration technologies to enable parallel test execution and the persistence of all experimental artifacts.

Top-K Query Processing in Edge-Labeled Graph Data

Edge-labeled graphs have proliferated rapidly over the last decade due to the increased popularity of social networks and the Semantic Web. In social networks, relationships between people are represented by edges and each edge is labeled with a semantic annotation. Hence, a huge single graph can express many different relationships between entities. The Semantic Web represents each single fragment of knowledge as a triple (subject, predicate, object), which is conceptually identical to an edge from subject to object labeled with predicates. A set of triples constitutes an edge-labeled graph on which knowledge inference is performed. Subgraph matching has been extensively used as a query language for patterns in the context of edge-labeled graphs. For example, in social networks, users can specify a subgraph matching query to find all people that have certain neighborhood relationships. Heavily used fragments of the SPARQL query language for the Semantic Web and graph queries of other graph DBMS can also be viewed as subgraph matching over large graphs. Though subgraph matching has been extensively studied as a query paradigm in the Semantic Web and in social networks, a user can get a large number of answers in response to a query. These answers can be shown to the user in accordance with an importance ranking. In this thesis proposal, we present four different scoring models along with scalable algorithms to find the top-k answers via a suite of intelligent pruning techniques. The suggested models consist of a practically important subset of the SPARQL query language augmented with some additional useful features. The first model called Substitution Importance Query (SIQ) identifies the top-k answers whose scores are calculated from matched vertices' properties in each answer in accordance with a user-specified notion of importance. The second model called Vertex Importance Query (VIQ) identifies important vertices in accordance with a user-defined scoring method that builds on top of various subgraphs articulated by the user. Approximate Importance Query (AIQ), our third model, allows partial and inexact matchings and returns top-k of them with a user-specified approximation terms and scoring functions. In the fourth model called Probabilistic Importance Query (PIQ), a query consists of several sub-blocks: one mandatory block that must be mapped and other blocks that can be opportunistically mapped. The probability is calculated from various aspects of answers such as the number of mapped blocks, vertices' properties in each block and so on and the most top-k probable answers are returned. An important distinguishing feature of our work is that we allow the user a huge amount of freedom in specifying: (i) what pattern and approximation he considers important, (ii) how to score answers - irrespective of whether they are vertices or substitution, and (iii) how to combine and aggregate scores generated by multiple patterns and/or multiple substitutions. Because so much power is given to the user, indexing is more challenging than in situations where additional restrictions are imposed on the queries the user can ask. The proposed algorithms for the first model can also be used for answering SPARQL queries with ORDER BY and LIMIT, and the method for the second model also works for SPARQL queries with GROUP BY, ORDER BY and LIMIT. We test our algorithms on multiple real-world graph databases, showing that our algorithms are far more efficient than popular triple stores.