Copula estimation of Distribution Algorithms sampling from Clayton copula

	Copula estimation of Distribution Algorithms sampling from Clayton copula
	Wang, Lifang 1,2; Zeng, Jianchao 2; Hong, Yi 1; Guo, Xiaodong 2
	2010-07-01
发表期刊	Journal of Computational Information Systems
ISSN	15539105
卷号	6 期号:7 页码:2431-2440
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.
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
收录类别	EI
语种	英语
出版者	Binary Information Press, P.O. Box 162, Bethel, CT 06801-0162, United States
EI入藏号	20104113292800
EI主题词	Algorithms
EI分类号	921 Mathematics
来源库	Compendex
分类代码	921 Mathematics
文献类型	期刊论文
条目标识符	https://ir.lut.edu.cn/handle/2XXMBERH/111800
专题	兰州理工大学
作者单位	1.College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou, 730050, China; 2.Complex System and Computational Intelligence Laboratory, Taiyuan University of Science and Technology, Taiyuan, 030024, China
第一作者单位	兰州理工大学
第一作者的第一单位	兰州理工大学
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.