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math.ST2015★ 42 cited
Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls
Hervé Cardot, Peggy Cénac, Antoine Godichon
Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The co…
math.ST2012★ 11 cited
Recursive estimation of the conditional geometric median in Hilbert spaces
Hervé Cardot, Peggy Cénac, Pierre-André Zitt
A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criter…