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Optimal Transport, Independance Versus Indetermination Duality, Impact on a New Copula Design

  • Benoit Huyot
  • Yves Mabiala
  • J. F. MarcotorchinoEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9389)

Abstract

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 connection with the MKP transportation 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.

Keywords

Optimal transport MKP problem Indetermination and independance structures Condorcet and relational analysis Copula theory 

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Benoit Huyot
    • 1
  • Yves Mabiala
    • 1
  • J. F. Marcotorchino
    • 2
    Email author
  1. 1.Thales Communications and Security, CENTAI LabGennevilliersFrance
  2. 2.Thales R&T Directorate and LSTA LabUPMC Paris VI UniversityParisFrance

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