Optimal Transport, Independance versus Indetermination duality, impact on a new Copula Design - Benoit Huyot, Jean-François Marcotorchino, Yves Mabiala
Author: Benoit Huyot, Jean-François Marcotorchino, Yves Mabiala
DOI URL: http://dx.doi.org/10.1007/978-3-319-25040-3_8
Slides: Huyot_ Optimal transport independence vs indetermination.pdf
Creative Commons Attribution-ShareAlike 4.0 International
This article leans on some previous results already presented in , based on the Fréchet’s works,Wilson’s entropy and Minimal Trade models in connectionwith theMKPtransportation problem (MKP, stands for Monge-Kantorovich Problem). Using the duality between “independance” and “indetermination” structures, shown in this former paper, we are in a position to derive a novel approach to design a copula, suitable and efficient for anomaly detection in IT systems analysis.