Estimation of distribution algorithms based on nested archimedean copulas

doi:10.1016/j.proeng.2011.08.300

	Estimation of distribution algorithms based on nested archimedean copulas
	Wang, Xiaoping 2,3; Gao, Huimin ; Zeng, Jianchao 1,4; Ye, Baolin 4
	2011
会议名称	2011 International Conference on Advanced in Control Engineering and Information Science, CEIS 2011
会议录名称	Procedia Engineering
卷号	15
页码	1610-1616
会议日期	August 18, 2011 - August 19, 2011
会议地点	Dali, Yunnam, China
出版地	SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
出版者	Elsevier Ltd
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.
关键词	Control theory Multivariant analysis Statistics Archimedean copula EDAs High dimensions Joint distributions Nested
DOI	10.1016/j.proeng.2011.08.300
收录类别	EI
资助项目	Soft Science Research Program of Shanxi Province[2011041001-02]
语种	英语
WOS研究方向	Automation & Control Systems
WOS类目	Automation & Control Systems
WOS记录号	WOS:000300876501125
EI入藏号	20115214631010
EI主题词	Distribution functions
ISSN	18777058
来源库	Compendex
分类代码	731.1 Control Systems - 922 Statistical Methods
引用统计	被引频次：1[WOS] [WOS记录] [WOS相关记录]
文献类型	会议论文
条目标识符	https://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, Zhejing, Peoples R China 2.Lanzhou Univ Technol, Coll Elect & Informat Engn, Lanzhou, Peoples R China 3.Jiaxing Univ, Mech & Elect Engn Coll, Jiaxing 314001, Zhejiang, Peoples R China 4.Taiyuan Univ Sci Technol, Complex Syst & Computat Intelligence Lab, Taiyuan, Peoples R China
第一作者单位	电气工程与信息工程学院
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]. SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS:Elsevier Ltd,2011:1610-1616.