Optimal Transport, Independance versus Indetermination duality, impact on a new Copula Design - Benoit Huyot, Jean-François Marcotorchino, Yves Mabiala
-
last edited by Geo-Sci-InfoAuthor: Benoit Huyot, Jean-François Marcotorchino, Yves Mabiala
DOI URL: http://dx.doi.org/10.1007/978-3-319-25040-3_8
Video: http://www.youtube.com/watch?v=sYBXemYu3XY
Slides: Huyot_ Optimal transport independence vs indetermination.pdf
Presentation: https://www.see.asso.fr/node/14300
Creative Commons Attribution-ShareAlike 4.0 InternationalAbstract:
This article leans on some previous results already presented in [10], 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.
