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基于藤结构pair—copula分解法的分布估计算法
引用本文:王位,王筱萍.基于藤结构pair—copula分解法的分布估计算法[J].嘉兴学院学报,2013(6):29-34.
作者姓名:王位  王筱萍
作者单位:[1]太原科技大学电子信息工程学院,山西太原030024 [2]嘉兴学院商学院,浙江嘉兴314001
基金项目:山西省自然科学基金项目(2009011011-3);山西省回国留学人员科研资助项目(2011-078);山西省软科学项目(2011041001-02)
摘    要:借鉴copula研究中藤结构在高维相关关系上的构建能力,提出了基于藤结构pair—copula分解法的分布估计算法,给出了新算法的模型框架,研究了相应的概率模型的采样算法,并对C藤、D藤两种特殊的藤进行了仿真实验,结果表明,该算法不仅可行,寻优能力也大大提高.

关 键 词:  pair—copula分解法  分布估计算法

Estimation of Distribution Algorithm Based on Pair-Copula Decomposition Method
Institution:WANG Wei , WANG Xiao--ping (1. School of Electronics and Information Engineering,Taiyuan University of Science and Technology, Taiyuan,Shanxi 030024; 2. School of Business, Jiaxing University, Jiaxing, Zhejiang 314001)
Abstract:In this paper, by taking advantage of the ability of vine in high-dimensional correlation construction, a novelty algorithm is proposed, called Estimation Distribution Algorithms based on pair-copula decomposition method (vine-EDAs). The architecture of vine-EDAs is provided, and sampling method of the probability model is discussed, the simulation results based on two different vine, namely C-vine and D-vine, show that the proposed algorithm is not only feasible, but also perform very well.
Keywords:vines  pair-copula decomposition method  estimation of distribution algorithm
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