Estimation of distribution algorithms based on nested archimedean copulas

doi:10.1016/j.proeng.2011.08.300

CORC > 兰州理工大学 > 兰州理工大学

	Estimation of distribution algorithms based on nested archimedean copulas
	Wang, Xiaoping 1,3; Gao, Huimin ; Zeng, Jianchao 2,4; Ye, Baolin 4
	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
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.