Abstract
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.
Originalsprog | Engelsk |
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Tidsskrift | R A I R O - Operations Research |
Vol/bind | 35 |
Udgave nummer | 3 |
Sider (fra-til) | 315-328 |
ISSN | 0399-0559 |
DOI | |
Status | Udgivet - 2001 |
Udgivet eksternt | Ja |
Emneord
- Principal points
- D.C. functions
- Branch and bound