Risk analysis for data-intensive stochastic models

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.