Stochastic Approximation for Multivariate and Functional Median

DOI10.1007/978-3-7908-2604-3_40zbMath1436.62394OpenAlexW47182110MaRDI QIDQ3298494

Hervé Cardot, Peggy Cénac, Mohamed Chaouch

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_40

zbMATH Keywords

robustnesshigh-dimensional dataspatial medianRobbins-Monrogeometric quantilesonline estimation algorithmstochastic gradient averaging

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Stochastic approximation (62L20)

Related Items

A fast and recursive algorithm for clustering large datasets with \(k\)-medians, Fast estimation of the median covariation matrix with application to online robust principal components analysis, Algorithms of robust stochastic optimization based on mirror descent method

Uses Software

• AS 78

Cites Work

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