Stochastic approximation for multivariate and functional median

DOI10.1007/978-3-7908-2604-3_40MaRDI QIDQ3298494zbMATH OpenOpenAlexFDO

Authors 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

geometric quantileshigh-dimensional dataonline estimation algorithmRobbins-Monrorobustnessspatial medianstochastic gradient averaging

Mathematics Subject Classification ID

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

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Cites work

• Acceleration of Stochastic Approximation by Averaging
• Convergent estimators for the l₁-median of banach valued random variable
• Design-based estimation for geometric quantiles with application to outlier detection
• scientific article; zbMATH DE number 976356 (Why is no real title available?)
• scientific article; zbMATH DE number 1972910 (Why is no real title available?)
• On a Geometric Notion of Quantiles for Multivariate Data
• Quantile regression.
• Robust functional estimation using the median and spherical principal components
• Robust Statistics
• The averaged Robbins-Monro method for linear problems in a Banach space
• The multivariate L ₁ -median and associated data depth

Cited in

(8)

• Online estimation of the geometric median in Hilbert spaces: nonasymptotic confidence balls
• Algorithms of robust stochastic optimization based on mirror descent method
• Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: L^p and almost sure rates of convergence
• A fast and recursive algorithm for clustering large datasets with \(k\)-medians
• scientific article; zbMATH DE number 890822 (Why is no real title available?)
• Fast recursive and efficient algorithms for estimating the functional median and robust clustering in large dimension
• Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
• Fast estimation of the median covariation matrix with application to online robust principal components analysis

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Uses Software

• AS 78

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