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 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.
Year
DOI
Venue
2001
10.1051/ro:2001117
RAIRO-RECHERCHE OPERATIONNELLE-OPERATIONS RESEARCH
Keywords
Field
DocType
principal points,d.c. functions,branch and bound
Branch and bound,Combinatorics,Mathematical optimization,Random variable,Square (algebra),Global optimization,Local optimum,Cardinal point,Optimization problem,Mathematics,Second moment of area
Journal
Volume
Issue
ISSN
35
3
0399-0559
Citations 
PageRank 
References 
0
0.34
2
Authors
4
Name
Order
Citations
PageRank
Emilio Carrizosa138446.59
Eduardo Conde218818.03
adiel castano300.34
Dolores Romero-Morales461.19