Using Copulas in Estimation of Distribution Algorithms
A new way of modeling probabilistic dependencies in Estimation of Distribution Algorithm (EDAs) is presented. By means of copulas it is possible to separate the structure of dependence from marginal distributions in a joint distribution. The use of copulas as a mechanism for modeling joint distribut...
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Published in | MICAI 2009: Advances in Artificial Intelligence pp. 658 - 668 |
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Main Authors | , , |
Format | Book Chapter |
Language | English |
Published |
Berlin, Heidelberg
Springer Berlin Heidelberg
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Series | Lecture Notes in Computer Science |
Subjects | |
Online Access | Get full text |
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Summary: | A new way of modeling probabilistic dependencies in Estimation of Distribution Algorithm (EDAs) is presented. By means of copulas it is possible to separate the structure of dependence from marginal distributions in a joint distribution. The use of copulas as a mechanism for modeling joint distributions and its application to EDAs is illustrated on several benchmark examples. |
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ISBN: | 3642052576 9783642052576 |
ISSN: | 0302-9743 1611-3349 |
DOI: | 10.1007/978-3-642-05258-3_58 |