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Publication detail
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/" }
Documents
mendelfinal.pdf