Copula estimation of Distribution Algorithms sampling from Clayton copula

CORC > 兰州理工大学 > 兰州理工大学

	Copula estimation of Distribution Algorithms sampling from Clayton copula
	Wang, Lifang 1,2; Zeng, Jianchao 1; Hong, Yi 2; Guo, Xiaodong 1
刊名	Journal of Computational Information Systems
	2010-07-01
卷号	6 期号:7 页码:2431-2440
关键词	Estimation Clayton Copula Copula theory Estimated model Estimation of Distribution Algorithms Joint distributions Marginal distribution Research topics Sample Sampling method Test functions
ISSN号	15539105
英文摘要	Estimation of Distribution Algorithms (EDAs) are implemented mainly by the three steps: selecting the promising subset from the current population, modeling the distribution of the selected population and sampling from the estimated model. Modeling and sampling are key steps of EDAs. They are also research topic of copula theory to represent the multivariate joint distribution by a copula and the one-dimensional marginal distributions and to sample from copula. A kind of EDA modeling and sampling from Clayton copula is proposed in this paper. The joint distribution of variables is not estimated directly. But it is described with Clayton copula and the one-dimensional margins. Only the margins are estimated in the proposed EDAs. And a sampling method from Clayton copula is used in the algorithm. The next generation is produced according to the inverses of the margins and the generated samples from Clayton copula. The experiments on the test functions show that the algorithm is valid and efficient. Copyright © 2010 Binary Information Press.
语种	英语
出版者	Binary Information Press, P.O. Box 162, Bethel, CT 06801-0162, United States
内容类型	期刊论文
源URL	[http://ir.lut.edu.cn/handle/2XXMBERH/111800]
专题	兰州理工大学
作者单位	1.Complex System and Computational Intelligence Laboratory, Taiyuan University of Science and Technology, Taiyuan, 030024, China 2.College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou, 730050, China;
推荐引用方式 GB/T 7714	Wang, Lifang,Zeng, Jianchao,Hong, Yi,et al. Copula estimation of Distribution Algorithms sampling from Clayton copula[J]. Journal of Computational Information Systems,2010,6(7):2431-2440.
APA	Wang, Lifang,Zeng, Jianchao,Hong, Yi,&Guo, Xiaodong.(2010).Copula estimation of Distribution Algorithms sampling from Clayton copula.Journal of Computational Information Systems,6(7),2431-2440.
MLA	Wang, Lifang,et al."Copula estimation of Distribution Algorithms sampling from Clayton copula".Journal of Computational Information Systems 6.7(2010):2431-2440.