Publication Details

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

HYRŠ, M.; SCHWARZ, J. Estimation of distribution algorithm with copula probabilistic model:a short introduction. In Proceedings of 20th international conference of softcomputing. Brno: Faculty of Mechanical Engineering BUT, 2014. p. 71-76. ISBN: 978-80-214-4984-8.

Czech title

Algoritmus s pravděpodobnostím modelem využívající kopuli:krátký úvod

Type

conference paper

Language

English

Authors

Hyrš Martin, Ing., Ph.D.
Schwarz Josef, doc. Ing., CSc. (CM-SFE)

Keywords

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

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.

Published

2014

Pages

71–76

Proceedings

Proceedings of 20th international conference of softcomputing

ISBN

978-80-214-4984-8

Publisher

Faculty of Mechanical Engineering BUT

Place

Brno

EID Scopus

2-s2.0-84938067631

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/"
}