Detail publikace

Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm

HYRŠ, M. SCHWARZ, J.

Originální název

Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Estimation of distribution algorithms, copula theory, multivariate copula sampling, Clayton copula, Gumbel copula, Frank copula, Gaussian copula, Student t-copula

Autoři

HYRŠ, M.; SCHWARZ, J.

Rok RIV

2015

Vydáno

25. 6. 2015

Nakladatel

Faculty of Mechanical Engineering BUT

Místo

Brno

ISBN

978-80-214-4984-8

Kniha

MENDEL 2015 21st International Conference on Soft Computing

Strany od

19

Strany do

26

Strany počet

8

URL

https://www.fit.vut.cz/research/publication/11012/

BibTex

@inproceedings{BUT119926,
  author="Martin {Hyrš} and Josef {Schwarz}",
  title="Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm",
  booktitle="MENDEL 2015 21st International Conference on Soft Computing",
  year="2015",
  pages="19--26",
  publisher="Faculty of Mechanical Engineering BUT",
  address="Brno",
  isbn="978-80-214-4984-8",
  url="https://www.fit.vut.cz/research/publication/11012/"
}