2010 · 20 citations · 26 references
Natural SciencesBiostatisticsStatistical ModelingStatisticsStochastic ModelingDependence ModelingInferential StatisticsJoint DistributionsMultivariate AnalysisProbability DistributionsCopula EstimationCopula ModelsCopula-based Dependence ModelingDependence StructureJoint Distribution EstimationStatistical TestingVine Copulas
A new Estimation of Distribution Algorithm is presented. The proposed algorithm, called D-vine EDA, uses a graphical model which is based on pair copula decomposition. By means of copula functions it is possible to model the dependence structure in a joint distribution with marginals of different type. Thus, this paper introduces the D-vine EDA and performs experiments and statistical tests to assess the best algorithm. The set of experiments shows the potential of the D-vine EDA
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Advances in neural information processing systems 7
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