Online estimation of the geometric median in Hilbert spaces: Nonasymptotic confidence balls
Hilbert 空间中几何中位数的在线估计：非渐近置信球
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 collected data may be contaminated by noise so that robust location indicators, such as the geometric median, may be preferred to the mean. In this context, an estimator of the geometric median based on a fast and efficient averaged nonlinear stochastic gradient algorithm has been developed by…