Online stochastic Newton methods for estimating the geometric median and applications

DOI10.1016/J.JMVA.2024.105313MaRDI QIDQ6536698FDOQ6536698

Authors Antoine Godichon-Baggioni, Wei Lu 

Publication date 13 May 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

geometric medianonline estimationstochastic optimizationstochastic Newton algorithm

Mathematics Subject Classification ID

Multivariate analysis (62Hxx)

Cites Work

• scientific article; zbMATH DE number 976356 (Why is no real title available?)
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• The multivariate L ₁ -median and associated data depth
• Weiszfeld's method: old and new results
• \(M\)-estimation, convexity and quantiles

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