Finding the Principal Points of a Random Variable

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

doi:10.1051/ro:2001117

Finding the Principal Points of a Random Variable

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

Universidad de Sevilla
Universidad de Cádiz
Universiteit Maastricht

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

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
Tidsskrift	R A I R O - Operations Research
Vol/bind	35
Udgave nummer	3
Sider (fra-til)	315-328
ISSN	0399-0559
DOI	https://doi.org/10.1051/ro:2001117
Status	Udgivet - 2001
Udgivet eksternt	Ja

Emneord

Principal points
D.C. functions
Branch and bound

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Citationsformater

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AU - Castaño, A

AU - Romero Morales, Dolores

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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

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DO - 10.1051/ro:2001117

M3 - Journal article

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JO - R A I R O - Operations Research

JF - R A I R O - Operations Research

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