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

Research output: Contribution to journal › Journal article › Research › 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.

Original language	English
Journal	R A I R O - Operations Research
Volume	35
Issue number	3
Pages (from-to)	315-328
ISSN	0399-0559
DOIs	https://doi.org/10.1051/ro:2001117
Publication status	Published - 2001
Externally published	Yes

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title = "Finding the Principal Points of a Random Variable",

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.",

keywords = "Principal points, D.C. functions, Branch and bound",

author = "Emilio Carrizosa and E Conde and A Casta{\~n}o and {Romero Morales}, Dolores",

year = "2001",

doi = "10.1051/ro:2001117",

language = "English",

volume = "35",

pages = "315--328",

journal = "R A I R O - Operations Research",

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T1 - Finding the Principal Points of a Random Variable

AU - Carrizosa, Emilio

AU - Conde, E

AU - Castaño, A

AU - Romero Morales, Dolores

PY - 2001

Y1 - 2001

N2 - 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.

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

U2 - 10.1051/ro:2001117

DO - 10.1051/ro:2001117

M3 - Journal article

SN - 0399-0559

VL - 35

SP - 315

EP - 328

JO - R A I R O - Operations Research

JF - R A I R O - Operations Research

IS - 3

ER -