A Compression Technique Exploiting References for Data Synchronization Services

Department of Computer Science and EngineeringIn a variety of network applications, there exists significant amount of shared data between two end hosts. Examples include data synchronization services that replicate data from one node to another. Given that shared data may have high correlation with new data to transmit, we question how such shared data can be best utilized to improve the efficiency of data transmission. To answer this, we develop an encoding technique, SyncCoding, that effectively replaces bit sequences of the data to be transmitted with the pointers to their matching bit sequences in the shared data so called references. By doing so, SyncCoding can reduce data traffic, speed up data transmission, and save energy consumption for transmission. Our evaluations of SyncCoding implemented in Linux show that it outperforms existing popular encoding techniques, Brotli, LZMA, Deflate, and Deduplication. The gains of SyncCoding over those techniques in the perspective of data size after compression in a cloud storage scenario are about 12.4%, 20.1%, 29.9%, and 61.2%, and are about 78.3%, 79.6%, 86.1%, and 92.9% in a web browsing scenario, respectively.ope

Nonparametric multivariate rank tests and their unbiasedness

Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17 (1965) 261--263]; he found an alternative against which the Wilcoxon test is not unbiased. The problem is even more serious in multivariate models. When testing the hypothesis against an alternative which fits well with the experiment, it should be verified whether the power of the test under this alternative cannot be smaller than the significance level. Surprisingly, this serious problem is not frequently considered in the literature. The present paper considers the two-sample multivariate testing problem. We construct several rank tests which are finite-sample unbiased against a broad class of location/scale alternatives and are finite-sample distribution-free under the hypothesis and alternatives. Each of them is locally most powerful against a specific alternative of the Lehmann type. Their powers against some alternatives are numerically compared with each other and with other rank and classical tests. The question of affine invariance of two-sample multivariate tests is also discussed.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ326 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Rank-based optimal tests of the adequacy of an elliptic VARMA model

We are deriving optimal rank-based tests for the adequacy of a vector autoregressive-moving average (VARMA) model with elliptically contoured innovation density. These tests are based on the ranks of pseudo-Mahalanobis distances and on normed residuals computed from Tyler's [Ann. Statist. 15 (1987) 234-251] scatter matrix; they generalize the univariate signed rank procedures proposed by Hallin and Puri [J. Multivariate Anal. 39 (1991) 1-29]. Two types of optimality properties are considered, both in the local and asymptotic sense, a la Le Cam: (a) (fixed-score procedures) local asymptotic minimaxity at selected radial densities, and (b) (estimated-score procedures) local asymptotic minimaxity uniform over a class F of radial densities. Contrary to their classical counterparts, based on cross-covariance matrices, these tests remain valid under arbitrary elliptically symmetric innovation densities, including those with infinite variance and heavy-tails. We show that the AREs of our fixed-score procedures, with respect to traditional (Gaussian) methods, are the same as for the tests of randomness proposed in Hallin and Paindaveine [Bernoulli 8 (2002b) 787-815]. The multivariate serial extensions of the classical Chernoff-Savage and Hodges-Lehmann results obtained there thus also hold here; in particular, the van der Waerden versions of our tests are uniformly more powerful than those based on cross-covariances. As for our estimated-score procedures, they are fully adaptive, hence, uniformly optimal over the class of innovation densities satisfying the required technical assumptions.Comment: Published at http://dx.doi.org/10.1214/009053604000000724 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry

The objective of this paper is to provide new information on the performance of efficiency estimation methods by applying a wide range of econometric and mathematical programming techniques to a sample of U.S. life insurers. Average efficiencies differ significantly across methods. The efficiency rankings are well-preserved among the econometric methods; but the rankings are less consistent between the econometric and mathematical programming methods and between the data envelopment analysis and free disposal hull techniques. Thus, the choice of estimation method can have a significant effect on the conclusions of an efficiency study. Most of the insurers in the sample display either increasing or decreasing returns to scale, and stock and mutual insurers are found to be equally efficient after controlling for firm size. Key words: Efficiency estimation, stochastic frontiers, data envelopment analysis, free disposal hull, life insurance industry, organizational form.

Efficiency and deficiency considerations in the symmetry problem

Usually, two statistical procedures A and B are compared by means of their asymptotic relative efficiency e. If e= 1, however, it is more informative to compare A and B by means of the concept of deficiency, which was introduced by Hodges and Lehmann [7]. In the present paper we use this concept for the comparison of linear rank tests and parametric tests for the symmetry problem. In this problem, the hypothesis has to be tested that a sample comes from a distribution that is symmetric about zero. The results provide new and strong edivence for the nice performance of linear rank tests for the symmetry problem. The present paper gives a survey of the results obtained by Albers, Bickel and van Zwet [1] and by Albers [2]

The Wallis Report and Implications of Bank Mergers for Efficiencies

This paper examines the competitive consequences of bank mergers and acquisitions with particular reference to the Wallis Inquiry into the Australian Financial System in 1996. The Government responded by adopting a four pillars policy preventing mergers among the four major banks. Using the super-efficiency data envelopment analysis model, the technical efficiencies of banks operating in Australia over the period from 1983 to 2001 are estimated. Two separate methods are employed to evaluate the characteristics and determinants of merger and acquisition activities in the sector. The first method examines economic performance of banks involved in merger activities. A second method is also used to determine program efficiency differences between banks of different entry types after adjusting for differences in intra-group managerial inefficiency. The empirical results demonstrate the role of takeover in improving efficiency performance of individual banks, banks of different types and the entire Australian banking sector. Conclusions and policy implications are drawn.bank mergers, data envelopment analysis, technical efficiency, super efficiency

Asymptotic efficiency of two nonparametric competitors of Wilcoxon's two sample test

Asymptotic efficiency of two nonparametric competitors of Mann-Whitney-Wilcoxon U tes

Spatial Sign Correlation

A new robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied and compared to other robust correlation estimators by means of numerical simulations.Comment: 20 pages, 7 figures, 2 table