Finding the principal points of a random variable

Finding the principal points of a random variable

0.00 Avg rating0 Votes
Article ID: iaor20053305
Country: France
Volume: 35
Issue: 3
Start Page Number: 315
End Page Number: 328
Publication Date: Jul 2001
Journal: RAIRO Operations Research
Authors: , , ,
Abstract:

The p-principal points of a random variable X with finite second moment are those p points in minimizing the expected square 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.

Reviews

Required fields are marked *. Your email address will not be published.