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In this paper, we are concerned with a branch of evolutionary algorithms termed estimation of distribution (EDA), which has been successfully used to tackle derivative-free global optimization problems. For existent EDA algorithms, it is a…

Neural and Evolutionary Computing · Computer Science 2016-11-29 Bin Liu , Shi Cheng , Yuhui Shi

Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…

Methodology · Statistics 2018-05-22 Feng Li , Yanfei Kang

As a typical model-based evolutionary algorithm (EA), estimation of distribution algorithm (EDA) possesses unique characteristics and has been widely applied to global optimization. However, the common-used Gaussian EDA (GEDA) usually…

Neural and Evolutionary Computing · Computer Science 2018-08-01 Yongsheng Liang , Zhigang Ren , Xianghua Yao , Zuren Feng , An Chen

Optimum experimental design theory has recently been extended for parameter estimation in copula models. However, the choice of the correct dependence structure still requires wider analyses. In this work the issue of copula selection is…

Methodology · Statistics 2016-01-29 Elisa Perrone , Andreas Rappold , Werner G. Müller

We propose a generalisation of the logistic regression model, that aims to account for non-linear main effects and complex interactions, while keeping the model inherently explainable. This is obtained by starting with log-odds that are…

Methodology · Statistics 2024-10-14 Ingrid Hobæk Haff , Simon Boge Brant , Haakon Bakka

Vine copulas are sophisticated models for multivariate distributions and are increasingly used in machine learning. To facilitate their integration into modern ML pipelines, we introduce the vine computational graph, a DAG that abstracts…

Machine Learning · Computer Science 2025-06-17 Tuoyuan Cheng , Thibault Vatter , Thomas Nagler , Kan Chen

Selecting the appropriate requirements to develop in the next release of an open market software product under evolution, is a compulsory step of each software development project. This selection should be done by maximizing stakeholders'…

Software Engineering · Computer Science 2023-02-07 Jose del Sagrado , Jose Antonio Sierra Ibanez , Isabel M. del Aguila

Deep generative models offer powerful tools for multivariate data analysis, but their black-box architectures are often unidentified and difficult to interpret. We introduce the Deep Discrete Encoder (DDE) Copula, an identifiable and…

Machine Learning · Statistics 2026-05-28 Joseph Feldman , Yuqi Gu

We propose a general formulation of a univariate estimation-of-distribution algorithm (EDA). It naturally incorporates the three classic univariate EDAs \emph{compact genetic algorithm}, \emph{univariate marginal distribution algorithm} and…

Neural and Evolutionary Computing · Computer Science 2022-10-07 Benjamin Doerr , Marc Dufay

Estimation-of-distribution algorithms (EDAs) are randomized search heuristics that create a probabilistic model of the solution space, which is updated iteratively, based on the quality of the solutions sampled according to the model. As…

Neural and Evolutionary Computing · Computer Science 2020-12-23 Benjamin Doerr , Martin Krejca

Graphical models are a powerful tool in modelling and analysing complex biological associations in high-dimensional data. The R-package netgwas implements the recent methodological development on copula graphical models to (i) construct…

Applications · Statistics 2023-01-27 Pariya Behrouzi , Danny Arends , Ernst C. Wit

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula…

Methodology · Statistics 2014-06-12 Elisa Perrone , Werner G. Müller

In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions is sampled from the model which characterizes the…

The Copula is widely used to describe the relationship between the marginal distribution and joint distribution of random variables. The estimation of high-dimensional Copula is difficult, and most existing solutions rely either on…

Machine Learning · Computer Science 2022-11-02 Zhi Zeng , Ting Wang

Regular vine distributions which constitute a flexible class of multivariate dependence models are discussed. Since multivariate copulae constructed through pair-copula decompositions were introduced to the statistical community, interest…

Methodology · Statistics 2012-11-26 Jeffrey Dissmann , Eike Christian Brechmann , Claudia Czado , Dorota Kurowicka

We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…

Methodology · Statistics 2019-11-05 Alexander Kreuzer , Claudia Czado

We introduce the vine copula autoencoder (VCAE), a flexible generative model for high-dimensional distributions built in a straightforward three-step procedure. First, an autoencoder (AE) compresses the data into a lower dimensional…

Machine Learning · Statistics 2019-11-28 Natasa Tagasovska , Damien Ackerer , Thibault Vatter

Verification and validation of fully automated vehicles is linked to an almost intractable challenge of reflecting the real world with all its interactions in a virtual environment. Influential stochastic parameters need to be extracted…

Applications · Statistics 2022-11-22 Katrin Lotto , Thomas Nagler , Mladjan Radic

In the literature, many fusion techniques are registered for the segmentation of images, but they primarily focus on observed output or belief score or probability score of the output classes. In the present work, we have utilized inter…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Somenath Kuiry , Nibaran Das , Alaka Das , Mita Nasipuri

Estimation of distribution algorithms (EDA) are stochastic optimization algorithms. EDA establishes a probability model to describe the distribution of solution from the perspective of population macroscopically by statistical learning…

Neural and Evolutionary Computing · Computer Science 2020-03-19 Zhenyu Liang , Yunfan Li , Zhongwei Wan