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Estimation of distribution algorithms based on two copula selection methods - MaRDI portal

Estimation of distribution algorithms based on two copula selection methods (Q391695)

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scientific article; zbMATH DE number 6244406
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English
Estimation of distribution algorithms based on two copula selection methods
scientific article; zbMATH DE number 6244406

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    Estimation of distribution algorithms based on two copula selection methods (English)
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    10 January 2014
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    Summary: In order to solve the copula selection problem, an innovative method, called switched copula selection method is introduced, which is inspired by the mixed copula selection method. The new method can ignore how to determine a fixed copula beforehand, whereas it organises different kinds of copulas through a copula selection pool. Applying copula selection methods to estimation of distribution algorithms (EDAs), the procedures of proposed mixed copula-EDAs and switched copula-EDAs are described in detail. Comparing with the single copula-EDAs, the experiment results show that switched copula-EDAs is easy to implement and provides a balance between accuracy and efficiency of the copula selection, in the meantime it promotes the performance whereas the computation complexity is almost the same.
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    estimation of distribution algorithms
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    EDAs
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    copula selection
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    switched copula
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    mixed copula
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    optimisation
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