Publication detail

Estimation of distribution algorithm with copula probabilistic model:a short introduction.

HYRŠ, M. SCHWARZ, J.

Original Title

Estimation of distribution algorithm with copula probabilistic model:a short introduction.

Type

conference paper

Language

English

Original Abstract

A new approach of probabilistic modeling used in Estimation of Distribution Algorithms (EDAs) based on Copula theory is described. By means of copulas it is possible to separate the structure of dependence from the marginal distributions in a joint distribution. Two- dimensional Gaussian copula is depicted in more details including the sampling of the copula based on the conditional probabillity density function. The use of copulas for modeling joint distributions in EDAs is illustrated on several benchmarks.

Keywords

Estimation of distribution algorithms, Copula Theory, Sklar's theorem, Gaussian copula, optimization problems.

Authors

HYRŠ, M.; SCHWARZ, J.

RIV year

2014

Released

25. 6. 2014

Publisher

Faculty of Mechanical Engineering BUT

Location

Brno

ISBN

978-80-214-4984-8

Book

Proceedings of 20th international conference of softcomputing

Pages from

71

Pages to

76

Pages count

6

URL

https://www.fit.vut.cz/research/publication/10678/

BibTex

@inproceedings{BUT111625,
  author="Martin {Hyrš} and Josef {Schwarz}",
  title="Estimation of distribution algorithm with copula probabilistic model:a short introduction.",
  booktitle="Proceedings of 20th international conference of softcomputing",
  year="2014",
  pages="71--76",
  publisher="Faculty of Mechanical Engineering BUT",
  address="Brno",
  isbn="978-80-214-4984-8",
  url="https://www.fit.vut.cz/research/publication/10678/"
}