Finding the Principal Points of a Random Variable

E. Carrizosa, A. Conde, D. Castano, M.D. Romero Morales

Research output: Contribution to journalArticleAcademicpeer-review

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.
Original languageEnglish
Pages (from-to)315-328
JournalRairo-Operations research
Volume35
DOIs
Publication statusPublished - 1 Jan 2001

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