Conference paper

HYRŠ Martin and SCHWARZ Josef. Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm. In: MENDEL 2015 21st International Conference on Soft Computing. Brno: Faculty of Mechanical Engineering BUT, 2015, pp. 19-26. ISBN 978-80-214-4984-8.
Publication language:english
Original title:Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm
Title (cs):Eliptické a Archimedovské kopule v algoritmu s pravděpodobnostním modelem
Pages:19-26
Proceedings:MENDEL 2015 21st International Conference on Soft Computing
Conference:21st International Mendel Conference on Soft Computing
Place:Brno, CZ
Year:2015
ISBN:978-80-214-4984-8
Publisher:Faculty of Mechanical Engineering BUT
Files: 
+Type Name Title Size Last modified
iconmendel15-0612-1855-CR.pdf1,45 MB2015-11-24 14:23:56
^ Select all
With selected:
Keywords
Estimation of distribution algorithms, copula theory, multivariate copula sampling, Clayton copula, Gumbel copula, Frank copula, Gaussian copula, Student t-copula
Annotation
Estimation of distribution algorithm (EDA) is a variant of evolution algorithms, which is based on construction and sampling of probability model. Nowadays the copula theory is often utilized for the probability model estimation to simplify this process. We made comparison of two classes of copulas - elliptical and Archimedean ones - for the set of standard optimization benchmarks. The experimental results con firm our assumption that the elliptical copulas outperform the Archimedean ones namely in the case of the complex optimization problems.
BibTeX:
@INPROCEEDINGS{
   author = {Martin Hyr{\v{s}} and Josef Schwarz},
   title = {Elliptical and Archimedean Copulas in Estimation of
	Distribution Algorithm},
   pages = {19--26},
   booktitle = {MENDEL 2015 21st International Conference on Soft Computing},
   year = {2015},
   location = {Brno, CZ},
   publisher = {Faculty of Mechanical Engineering BUT},
   ISBN = {978-80-214-4984-8},
   language = {english},
   url = {http://www.fit.vutbr.cz/research/view_pub.php.en.iso-8859-2?id=11012}
}

Your IPv4 address: 54.80.211.135
Switch to IPv6 connection

DNSSEC [dnssec]