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.

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.