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Finding the principal points of a random variable
Published online by Cambridge University Press: 15 August 2002
Abstract
The p-principal points of a random variable X with finite
second moment
are those p
points in ${\mathbb R}$ 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.
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- Research Article
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- © EDP Sciences, 2001