Stochastic approximation for multivariate and functional median

Proceedings of COMPSTAT 2010 - 19th International Conference on Computational Statistics, Keynote, Invited and Contributed Papers

Volumn , Issue , 2010, Pages 421-428

  Cardot, Hervé ^a   Cénac, Peggy ^a   Chaouch, Mohamed ^b  

^a UNIVERSITÉ DE BOURGOGNE   (France)

^b EDF R AND D   (France)

Author keywords

Geometric quantiles; High dimension data; Online estimation algorithm; Robbins monro; Robustness; Spatial median; Stochastic gradient averaging

Indexed keywords

GEOMETRY; ITERATIVE METHODS; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC SYSTEMS;

GEOMETRIC QUANTILES; HIGH-DIMENSION DATA; ONLINE ESTIMATION ALGORITHM; ROBBINS-MONRO; SPATIAL MEDIAN; STOCHASTIC GRADIENT;

ELECTRIC VARIABLES MEASUREMENT;

EID: 84857651863     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-7908-2604-3_40     Document Type: Conference Paper

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