Finding the Principal Points of a Random Variable

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

Research output: Contribution to journalJournal articleResearchpeer-review


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

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