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This œuvre, Optimal Transport, Independance versus Indetermination duality, impact on a new Copula Design, by Jean-François Marcotorchino is licensed under a Creative Commons Attribution-ShareAlike 4.0 International license.

Optimal Transport, Independance versus Indetermination duality, impact on a new Copula Design


Optimal Transport, Independance versus Indetermination duality, impact on a new Copula Design
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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.
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Optimal Transport, Independance versus Indetermination duality, impact on a new Copula Design
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