Topic
Skew
About: Skew is a research topic. Over the lifetime, 8792 publications have been published within this topic receiving 98985 citations.
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Proceedings Article•
23 Aug 1992
TL;DR: This work developed, implemented, and experimented with four new skew-handling parallel join algorithms, one of which, which is called virtual processor range partitioning, was the clear winner in high skew cases, while traditional hybrid hash join was theclear winner in lower skew or no skew cases.
Abstract: We present an approach to dealing with skew in parallel joins in database systems. Our approach is easily implementable within current parallel DBMS, and performs well on skewed data without degrading the performance of the system on non-skewed data. The main idea is to use multiple algorithms, each specialized for a different degree of skew, and to use a small sample of the relations being joined to determine which algorithm is appropriate. We developed, implemented, and experimented with four new skew-handling parallel join algorithms; one, which we call virtual processor range partitioning, was the clear winner in high skew cases, while traditional hybrid hash join was the clear winner in lower skew or no skew cases. We present experimental results from an implementation of all four algorithms on the Gamma parallel database machine. To our knowledge, these are the first reported skew-handling numbers from an actual implementation.
323 citations
TL;DR: It is concluded that reproductive skew in animal groups, ranging from eusocial insect colonies to mating aggregations (leks), will be strongly influenced by the future prospects of group members.
Abstract: Previously developed models of reproductive skew have overlooked one of the main reasons why subordinates might remain in a group despite restricted opportunities to breed: the possibility of socia...
314 citations
TL;DR: It is demonstrated that the statistical idea underlying the skew information is the Fisher information in the theory of statistical estimation, and a quantum Cramér-Rao inequality and a new uncertainty relation are established, which shed considerable new light on the relationships between quantum measurement and statistical inference.
Abstract: The Wigner-Araki-Yanase theorem puts a limitation on the measurement of observables in the presence of a conserved quantity, and the notion of Wigner-Yanase skew information quantifies the amount of information on the values of observables not commuting with the conserved quantity. We demonstrate that the statistical idea underlying the skew information is the Fisher information in the theory of statistical estimation. A quantum Cramer-Rao inequality and a new uncertainty relation in terms of the skew information are established, which shed considerable new light on the relationships between quantum measurement and statistical inference. The result is applied to estimating the evolution speed of quantum states.
311 citations
TL;DR: In this article, the authors propose a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard approaches, where investor preferences are defined over moments of the wealth distribution such as its mean, variance, skew and kurtosis.
Abstract: This paper proposes a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard approaches. Investor preferences are assumed to be defined over moments of the wealth distribution such as its mean, variance, skew and kurtosis. Time-variations in investment opportunities are represented by a flexible regime switching process. In the context of a four-moment international CAPM specification that relates stock returns in five regions to returns on a global market portfolio, we find evidence of distinct bull and bear states. Ignoring regimes, an unhedged US investor’s optimal portfolio is strongly diversified internationally. The presence of regimes in the return distribution leads to a large increase in the investor’s optimal holdings of US stocks as does the introduction of skew and kurtosis preferences. Our paper therefore offers an explanation of the strong home bias observed in US investors’ asset allocation based on regime switching and skew and kurtosis preferences.
305 citations
TL;DR: It is confirmed that the proposed method of page segmentation based on the approximated area Voronoi diagram is effective for extraction of body text regions, and it is as efficient as other methods based on connected component analysis.
289 citations