Finding the Principal Points of a Random Variable

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

Research output: Contribution to journalJournal articleResearchpeer-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.
Original languageEnglish
JournalR A I R O - Operations Research
Volume35
Issue number3
Pages (from-to)315-328
ISSN0399-0559
DOIs
Publication statusPublished - 2001
Externally publishedYes

Cite this

Carrizosa, Emilio ; Conde, E ; Castaño, A ; Romero Morales, Dolores . / Finding the Principal Points of a Random Variable. In: R A I R O - Operations Research. 2001 ; Vol. 35, No. 3. pp. 315-328.
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Finding the Principal Points of a Random Variable. / Carrizosa, Emilio; Conde, E; Castaño, A; Romero Morales, Dolores .

In: R A I R O - Operations Research, Vol. 35, No. 3, 2001, p. 315-328.

Research output: Contribution to journalJournal articleResearchpeer-review

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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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