Tars: Timeliness-aware Adaptive Replica Selection for Key-Value Stores

In current large-scale distributed key-value stores, a single end-user request may lead to key-value access across tens or hundreds of servers. The tail latency of these key-value accesses is crucial to the user experience and greatly impacts the revenue. To cut the tail latency, it is crucial for clients to choose the fastest replica server as much as possible for the service of each key-value access. Aware of the challenges on the time varying performance across servers and the herd behaviors, an adaptive replica selection scheme C3 is proposed recently. In C3, feedback from individual servers is brought into replica ranking to reflect the time-varying performance of servers, and the distributed rate control and backpressure mechanism is invented. Despite of C3's good performance, we reveal the timeliness issue of C3, which has large impacts on both the replica ranking and the rate control, and propose the Tars (timeliness-aware adaptive replica selection) scheme. Following the same framework as C3, Tars improves the replica ranking by taking the timeliness of the feedback information into consideration, as well as revises the rate control of C3. Simulation results confirm that Tars outperforms C3.Comment: 10pages,submitted to ICDCS 201

Event-triggered autonomous platoon control against probabilistic sensor and actuator failures

This paper is concerned with event-triggered autonomous platoon control with probabilistic sensor and actuator failures. A new platoon model is established, in which the effect of eventtriggered scheme and probabilistic failures are involved. Based on the model, the criteria for the exponential stability and co-designing both the trigger parameters and the output feedback are derived by using the Lyapunov method. The theoretical results show that the proposed controller would be able to safely maintain a smaller inter-vehicle spacing and the platoon would be string stable. The effectiveness and advantage of the presented methodology are demonstrated by numerical simulations

Exponential State Estimation for Neural Networks with Leakage, Discrete and Distributed Delays

In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion

Bis(5-amino-2-chloro­benzoato-κO)triphenyl­anti­mony(V)

In the title compound, [Sb(C6H5)3(C7H5ClNO2)2], the Sb center has a distorted trigonal-bipyramidal geometry, with the O atoms of two carboxyl­ate groups in axial positions and the C atoms of the phenyl groups in equatorial positions. Intra­molecular C—H⋯O inter­actions occur. The mol­ecules are connected by inter­molecular N—H⋯O, N—H⋯N and C—H⋯O hydrogen-bonding inter­actions and C—H⋯π stacking inter­actions, forming a three-dimensional supra­molecular framewor

Calibrating distribution models from PELVE

The Value-at-Risk (VaR) and the Expected Shortfall (ES) are the two most popular risk measures in banking and insurance regulation. To bridge between the two regulatory risk measures, the Probability Equivalent Level of VaR-ES (PELVE) was recently proposed to convert a level of VaR to that of ES. It is straightforward to compute the value of PELVE for a given distribution model. In this paper, we study the converse problem of PELVE calibration, that is, to find a distribution model that yields a given PELVE, which may either be obtained from data or from expert opinion. We discuss separately the cases when one-point, two-point and curve constraints are given. In the most complicated case of a curve constraint, we convert the calibration problem to that of an advanced differential equation. We further study some technical properties of PELVE by offering a few new results on monotonicity and convergence

Diversification Quotients: Quantifying Diversification via Risk Measures

To overcome several limitations of existing diversification indices, we introduce the diversification quotient (DQ). Defined through a parametric family of risk measures, DQ satisfies three natural properties, namely, non-negativity, location invariance and scale invariance, which are shown to be conflicting for any traditional diversification index based on a single risk measure. We pay special attention to the two most important classes of risk measures in banking and insurance, the Value-at-Risk (VaR) and the Expected Shortfall (ES, also called CVaR). DQs based on VaR and ES enjoy many convenient technical properties, and they are efficient to optimize in portfolio selection. By analyzing the popular multivariate models of elliptical and regular varying distributions, we find that DQ can properly capture tail heaviness and common shocks which are neglected by traditional diversification indices. When illustrated with financial data, DQ is intuitive to interpret, and its performance is competitive when contrasted with other diversification methods in portfolio optimization

Bis(2-amino-4-chloro­benzoato)triphenyl­anti­mony(V)

The title complex mol­ecule, [Sb(C6H5)3(C7H5ClNO2)2], possesses crystallographically imposed C 2 symmetry. The Sb atom exhibits a trigonal-bipyramidal geometry with the axial positions occupied by the O atoms of two carboxyl­ate groups and the equatorial positions by the C atoms of the phenyl groups. Intra­molecular N—H⋯O and C—H⋯O hydrogen bonds occur