Finding the principal points of a random variable
RAIRO - Operations Research - Recherche Opérationnelle, Tome 35 (2001) no. 3, pp. 315-328.

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.

Mots clés : principal points, d.c. functions, branch and bound
@article{RO_2001__35_3_315_0,
author = {Carrizosa, Emilio and Conde, E. and Casta\~no, A. and Romero-Morales, D.},
title = {Finding the principal points of a random variable},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {315--328},
publisher = {EDP-Sciences},
volume = {35},
number = {3},
year = {2001},
language = {en},
url = {http://www.numdam.org/item/RO_2001__35_3_315_0/}
}
Carrizosa, Emilio; Conde, E.; Castaño, A.; Romero-Morales, D. Finding the principal points of a random variable. RAIRO - Operations Research - Recherche Opérationnelle, Tome 35 (2001) no. 3, pp. 315-328. http://www.numdam.org/item/RO_2001__35_3_315_0/

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