Doc. Ing. Josef Schwarz, CSc.
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. 1926. ISBN 9788021449848.  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:  1926 

Proceedings:  MENDEL 2015 21st International Conference on Soft Computing 

Conference:  21st International Mendel Conference on Soft Computing 

Place:  Brno, CZ 

Year:  2015 

ISBN:  9788021449848 

Publisher:  Faculty of Mechanical Engineering BUT 

Files:  

 Keywords 

Estimation of distribution algorithms, copula theory, multivariate copula sampling, Clayton copula, Gumbel copula, Frank copula, Gaussian copula, Student tcopula 
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 = {1926},
booktitle = {MENDEL 2015 21st International Conference on Soft Computing},
year = {2015},
location = {Brno, CZ},
publisher = {Faculty of Mechanical Engineering BUT},
ISBN = {9788021449848},
language = {english},
url = {http://www.fit.vutbr.cz/research/view_pub.php?id=11012}
} 
