Copula selection for graphical models in continuous estimation of distribution algorithms

DOI10.1007/S00180-013-0457-YMaRDI QIDQ2259747zbMATH OpenOpenAlexFDO

Authors Rogelio Salinas-Gutiérrez, Enrique Villa-Diharce, Arturo Hernández Aguirre

Publication date 5 March 2015

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-013-0457-y

zbMATH Keywords

copula functionslikelihood functioncopula entropiesmultivariate optimization problems

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 1702339 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• An introduction to copulas.
• Approximating discrete probability distributions with dependence trees
• Comparison of semiparametric and parametric methods for estimating copulas
• Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
• Introduction to algorithms.
• Pair-copula constructions of multiple dependence
• Probabilistic graphical models.
• Truncated regular vines in high dimensions with application to financial data
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Vines -- a new graphical model for dependent random variables.

Cited in

(10)

• Estimation of distribution algorithms based on two copula selection methods
• Pair-copula estimation of distribution algorithms
• Continuous estimation of distribution algorithms based on factorized Gaussian Markov networks
• A Boltzmann based estimation of distribution algorithm
• Multiobjective estimation of distribution algorithms using multivariate Archimedean copulas and average ranking
• Sufficient dimension reduction for Gaussian copula graphical models
• scientific article; zbMATH DE number 1754529 (Why is no real title available?)
• Copula Gaussian graphical models and their application to modeling functional disability data
• Incorporating regular vines in estimation of distribution algorithms
• The Gaussian polytree EDA with copula functions and mutations

Describes a project that uses

Uses Software

• copula
• gRapHD
• copulaedas
• copula
• R

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