HYRŠ Martin and SCHWARZ Josef. 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, pp. 7176. ISBN 9788021449848. 
Publication language:  english 

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

Title (cs):  Algoritmus s pravděpodobnostím modelem využívající kopuli:krátký úvod 

Pages:  7176 

Proceedings:  Proceedings of 20th international conference of softcomputing 

Conference:  20th International Conference on Soft Computing 

Place:  Brno, CZ 

Year:  2014 

ISBN:  9788021449848 

Publisher:  Faculty of Mechanical Engineering BUT 

Files:  


Keywords 

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

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. 
BibTeX: 

@INPROCEEDINGS{
author = {Martin Hyr{\v{s}} and Josef Schwarz},
title = {Estimation of distribution algorithm with copula
probabilistic model: A short introduction.},
pages = {7176},
booktitle = {Proceedings of 20th international conference of
softcomputing},
year = {2014},
location = {Brno, CZ},
publisher = {Faculty of Mechanical Engineering BUT},
ISBN = {9788021449848},
language = {english},
url = {http://www.fit.vutbr.cz/research/view_pub.php.en.iso88592?id=10678}
} 