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Using Copulas in Estimation of Distribution Algorithms

Using Copulas in Estimation of Distribution Algorithms

Book SeriesLecture Notes in Computer Science
PublisherSpringer Berlin / Heidelberg
ISSN0302-9743 (Print) 1611-3349 (Online)
VolumeVolume 5845/2009
BookMICAI 2009: Advances in Artificial Intelligence
DOI10.1007/978-3-642-05258-3
Copyright2009
ISBN978-3-642-05257-6
DOI10.1007/978-3-642-05258-3_58
Pages658-668
Subject CollectionComputer Science
SpringerLink DateMonday, November 02, 2009
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Using Copulas in Estimation of Distribution Algorithms

Rogelio Salinas-Gutiérrez22 Contact Information, Arturo Hernández-Aguirre22 Contact Information and Enrique R. Villa-Diharce22 Contact Information

(22)  Centro de Investigación en Matemáticas, Guanajuato, México
Abstract
A new way of modeling probabilistic dependencies in Estimation of Distribution Algorithm (EDAs) is presented. By means of copulas it is possible to separate the structure of dependence from marginal distributions in a joint distribution. The use of copulas as a mechanism for modeling joint distributions and its application to EDAs is illustrated on several benchmark examples.

Contact Information Rogelio Salinas-Gutiérrez
Email: rsalinas@cimat.mx

Contact Information Arturo Hernández-Aguirre
Email: artha@cimat.mx

Contact Information Enrique R. Villa-Diharce
Email: villadi@cimat.mx
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