Optimal transport, independance versus indetermination duality, impact on a new copula design

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 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.