Carrizosa, Emilio, Conde, E., Castano, A. and Romero-Morales, Dolores (2001) Finding the principal points of a random variable. RAIRO - Operations Research, 35 (3).
Download (149kB) | Preview
The p-principal points of a random variable X with finite second moment are those p points in 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|
|Centre:||Faculty of Management Science|
|Date Deposited:||09 Sep 2010 14:26|
|Last Modified:||23 Oct 2015 14:05|
Actions (login required)