Online stochastic Newton methods for estimating the geometric median and applications
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DOI: 10.1016/j.jmva.2024.105313
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- Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012.
"A comparison of algorithms for the multivariate L 1 -median,"
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- Godichon-Baggioni, Antoine, 2016. "Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 209-222.
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Keywords
Geometric median; Online estimation; Stochastic Newton algorithm; Stochastic optimization;All these keywords.
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