Estimation of distribution algorithm modeling and sampling by means of Copula
Hong Yi · Kongzhi yu juece · 2011
Copula theory is introduced into estimation of distribution algorithms(EDA).This algorithm estimates the probability model of selected population in two steps: the first is to estimate the margins of each variable,the second is to construct a empirical copula or a Gaussian Copula.The new population is sampled from the copula and the margins.Thus the computational cost is simplified,which shows the full dependencies of the variables.The experimental results show the feasibility and effectiveness of the proposed algorithm.