Finding the Principal Points of a Random Variable

Research output: Contribution to journalJournal article

The p-principal points of a random variable X with finite second moment are those p points in ${\mathbb R}$ minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

Publication information

Original languageEnglish
JournalR A I R O - Operations Research
Issue number3
Pages (from-to)315-328
StatePublished - 2001
Externally publishedYes

ID: 40951402