Finding the Principal Points of a Random Variable

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

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Abstrakt

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.
OriginalsprogEngelsk
TidsskriftR A I R O - Operations Research
Vol/bind35
Udgave nummer3
Sider (fra-til)315-328
ISSN0399-0559
DOI
StatusUdgivet - 2001
Udgivet eksterntJa

Emneord

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

Citationsformater