Finding the principal points of a random variable
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 pr...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
2001
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| _version_ | 1797064558355939328 |
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| author | Romero-Morales, D Castano, A Carrizosa, E Conde, E |
| author_facet | Romero-Morales, D Castano, A Carrizosa, E Conde, E |
| author_sort | Romero-Morales, D |
| collection | OXFORD |
| description | 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. |
| first_indexed | 2024-03-06T21:16:04Z |
| format | Journal article |
| id | oxford-uuid:3fd58e4a-a544-499d-addb-b13d7a47322d |
| institution | University of Oxford |
| last_indexed | 2024-03-06T21:16:04Z |
| publishDate | 2001 |
| record_format | dspace |
| spelling | oxford-uuid:3fd58e4a-a544-499d-addb-b13d7a47322d2022-03-26T14:34:26ZFinding the principal points of a random variableJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:3fd58e4a-a544-499d-addb-b13d7a47322dSaïd Business School - Eureka2001Romero-Morales, DCastano, ACarrizosa, EConde, EThe 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. |
| spellingShingle | Romero-Morales, D Castano, A Carrizosa, E Conde, E Finding the principal points of a random variable |
| title | Finding the principal points of a random variable |
| title_full | Finding the principal points of a random variable |
| title_fullStr | Finding the principal points of a random variable |
| title_full_unstemmed | Finding the principal points of a random variable |
| title_short | Finding the principal points of a random variable |
| title_sort | finding the principal points of a random variable |
| work_keys_str_mv | AT romeromoralesd findingtheprincipalpointsofarandomvariable AT castanoa findingtheprincipalpointsofarandomvariable AT carrizosae findingtheprincipalpointsofarandomvariable AT condee findingtheprincipalpointsofarandomvariable |