Finding the Principal Points of a Random Variable

Emilio Carrizosa, E Conde, A Castaño, Dolores Romero Morales

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

Resumé

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.
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.
SprogEngelsk
TidsskriftR A I R O - Operations Research
Vol/bind35
Udgave nummer3
Sider315-328
ISSN0399-0559
DOI
StatusUdgivet - 2001
Udgivet eksterntJa

Emneord

  • Principal points
  • D.C. functions
  • Branch and bound

Citer dette

Carrizosa, Emilio ; Conde, E ; Castaño, A ; Morales, Dolores Romero. / Finding the Principal Points of a Random Variable. I: R A I R O - Operations Research. 2001 ; Bind 35, Nr. 3. s. 315-328
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Carrizosa, E, Conde, E, Castaño, A & Morales, DR 2001, 'Finding the Principal Points of a Random Variable' R A I R O - Operations Research, bind 35, nr. 3, s. 315-328. DOI: 10.1051/ro:2001117

Finding the Principal Points of a Random Variable. / Carrizosa, Emilio; Conde, E; Castaño, A; Morales, Dolores Romero.

I: R A I R O - Operations Research, Bind 35, Nr. 3, 2001, s. 315-328.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Finding the Principal Points of a Random Variable

AU - Carrizosa,Emilio

AU - Conde,E

AU - Castaño,A

AU - Morales,Dolores Romero

PY - 2001

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N2 - 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.

AB - 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.

KW - Principal points

KW - D.C. functions

KW - Branch and bound

U2 - 10.1051/ro:2001117

DO - 10.1051/ro:2001117

M3 - Journal article

VL - 35

SP - 315

EP - 328

JO - R A I R O - Operations Research

T2 - R A I R O - Operations Research

JF - R A I R O - Operations Research

SN - 0399-0559

IS - 3

ER -

Carrizosa E, Conde E, Castaño A, Morales DR. Finding the Principal Points of a Random Variable. R A I R O - Operations Research. 2001;35(3):315-328. Tilgængelig fra, DOI: 10.1051/ro:2001117