[EM] multidimensional medians

[Rob LeGrand]

I wrote:
> Perhaps a better generalization of median to higher dimensions is the
> Fermat-Weber point, the point that minimizes the sum of the L2
> distances from it to each point.  (Average can be similarly
> generalized, minimizing the sum of squared L2 distances.)  It always
> exists (of course) and is unique unless you have an even number of
> collinear points and the middle two are different.  It is also
> rotationally invariant.

A good reference is

Christopher G. Small.  A Survey of Multidimensional Medians.
International Statistical Review, 58(3):263-277.  Dec. 1990.

--
Rob LeGrand, psephologist
rob at approvalvoting.org
Citizens for Approval Voting
http://www.approvalvoting.org/


 
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