Estimation of distribution algorithms based on nested archimedean copulas | |
Wang, Xiaoping1,3; Gao, Huimin; Zeng, Jianchao2,4; Ye, Baolin4 | |
2011 | |
会议日期 | August 18, 2011 - August 19, 2011 |
会议地点 | Dali, Yunnam, China |
关键词 | Control theory Multivariant analysis Statistics Archimedean copula EDAs High dimensions Joint distributions Nested |
卷号 | 15 |
DOI | 10.1016/j.proeng.2011.08.300 |
页码 | 1610-1616 |
英文摘要 | The main hurdle for EDAs is how to estimate and sample the joint probability distribution, especially in d-dimensiona case (d>2). Copula theory provides a useful tool for multivariate probability analysis, which separates joint probability distribution function into product of marginal distributions. We introduce a new paradigm, called Ncopula-EDAs, which integrates EDAs with nested Archimedean copulas, and indicates an innovative way to solve the multivariate and multiple dependences optimization problem. The case of three-dimensional problem is studied in detail. The sampling method of three-dimensional Nested Archimedean copula is illustrated, and the procedure of three-dimensional Ncopula-EDAs is described. The experiment results validate the feasibility and efficiency of our algorithm. © 2011 Published by Elsevier Ltd. |
会议录 | Procedia Engineering
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会议录出版者 | Elsevier Ltd |
会议录出版地 | SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS |
语种 | 英语 |
资助项目 | Soft Science Research Program of Shanxi Province[2011041001-02] |
ISSN号 | 18777058 |
WOS研究方向 | Automation & Control Systems |
WOS记录号 | WOS:000300876501125 |
内容类型 | 会议论文 |
源URL | [http://ir.lut.edu.cn/handle/2XXMBERH/116818] ![]() |
专题 | 兰州理工大学 电气工程与信息工程学院 |
通讯作者 | Gao, Huimin |
作者单位 | 1.Jiaxing Univ, Mech & Elect Engn Coll, Jiaxing 314001, Zhejiang, Peoples R China 2.Jiaxing Univ, Mech & Elect Engn Coll, Jiaxing 314001, Zhejing, Peoples R China 3.Lanzhou Univ Technol, Coll Elect & Informat Engn, Lanzhou, Peoples R China 4.Taiyuan Univ Sci Technol, Complex Syst & Computat Intelligence Lab, Taiyuan, Peoples R China |
推荐引用方式 GB/T 7714 | Wang, Xiaoping,Gao, Huimin,Zeng, Jianchao,et al. Estimation of distribution algorithms based on nested archimedean copulas[C]. 见:. Dali, Yunnam, China. August 18, 2011 - August 19, 2011. |
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