Defining a Unique Median via Minimizing Families of Norms
Journal of convex analysis, Tome 24 (2017) no. 1, pp. 199-212
It is well-known that the median of an even number of datapoints is not unique; by any of many equivalent definitions, any point in the interval between the innermost points qualify. Recalling that the mean can be defined by a least squares approximation to the dataset, the median via least absolute differences, we consider minimizing the Lp norm from the dataset to the diagonal, and compute its limit as p approaches 1 from the right side --- the result is not the midpoint as typically used. We also construct a different family of strictly convex norms converging to L1 exhibiting a different limit-median.
@article{JCA_2017_24_1_JCA_2017_24_1_a14,
author = {J. Tsang and R. Pereira},
title = {Defining a {Unique} {Median} via {Minimizing} {Families} of {Norms}},
journal = {Journal of convex analysis},
pages = {199--212},
year = {2017},
volume = {24},
number = {1},
url = {http://geodesic.mathdoc.fr/item/JCA_2017_24_1_JCA_2017_24_1_a14/}
}
J. Tsang; R. Pereira. Defining a Unique Median via Minimizing Families of Norms. Journal of convex analysis, Tome 24 (2017) no. 1, pp. 199-212. http://geodesic.mathdoc.fr/item/JCA_2017_24_1_JCA_2017_24_1_a14/