Detail publikačního výsledku

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

HYRŠ, M.; SCHWARZ, J.

Originální název

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

Anglický název

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

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

HYRŠ, M.; SCHWARZ, J.

Rok RIV

2015

Vydáno

25.06.2014

Nakladatel

Faculty of Mechanical Engineering BUT

Místo

Brno

ISBN

978-80-214-4984-8

Kniha

Proceedings of 20th international conference of softcomputing

Strany od

71

Strany do

76

Strany počet

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/"
}

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