An Algorithm for Restricted Least Squares Regression

projections iterative algorithm linear constraints restricted maximum likelihood Mahalanobis distance dual convex cones restricted least squares regression

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of mathematical programming (90C90) Quadratic programming (90C20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (only showing first 100 items - show all)

Structure methods for solving the nearest correlation matrix problem ⋮ Finding a best approximation pair of points for two polyhedra ⋮ Convergence of a randomized Douglas-Rachford method for linear system ⋮ Restricted multinomial maximum likelihood estimation based upon Fenchel duality ⋮ Fundamentals of cone regression ⋮ Proximal Splitting Methods in Signal Processing ⋮ An iteration method to solve multiple constrained least squares problems ⋮ String-averaging methods for best approximation to common fixed point sets of operators: the finite and infinite cases ⋮ Anderson acceleration of the alternating projections method for computing the nearest correlation matrix ⋮ Projection on the intersection of convex sets ⋮ Testing convexity of a discrete distribution ⋮ The rate of convergence for the cyclic projections algorithm. I: Angles between convex sets ⋮ An algorithm for least squares projections onto the intersection of translated, convex cones ⋮ A fast algorithm for robust constrained clustering ⋮ Approximate Wasserstein attraction flows for dynamic mass transport over networks ⋮ A geometrical approach to iterative isotone regression ⋮ Triadic distance models: axiomatization and least squares representation ⋮ Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions ⋮ Model-based distance embedding with applications to chromosomal conformation biology ⋮ Efficient rank reduction of correlation matrices ⋮ Solving Hankel matrix approximation problem using semidefinite programming ⋮ A cyclic projection algorithm via duality ⋮ Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm ⋮ Estimation of weighted multinomial probabilities under log-convex constraints ⋮ Least squares estimation of two functions under order restriction in isotonicity ⋮ Dykstra's algorithm for constrained least-squares rectangular matrix problems ⋮ Alternating projections on nontangential manifolds ⋮ Shape restricted nonparametric regression with Bernstein polynomials ⋮ Inexact first-order primal-dual algorithms ⋮ Limited memory BFGS method for least squares semidefinite programming with banded structure ⋮ Eigenvalues and constraints in mixture modeling: geometric and computational issues ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Distance majorization and its applications ⋮ Computing the resolvent of the sum of operators with application to best approximation problems ⋮ A new iterative algorithm for solving a class of matrix nearness problem ⋮ Nonparametric option pricing under shape restrictions ⋮ A convex approach to the Gilbert-Steiner problem ⋮ How good are projection methods for convex feasibility problems? ⋮ Generalized projections onto convex sets ⋮ Selective alternating projections to find the nearest SDD\(^{+}\) matrix ⋮ An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems ⋮ Finding the projection of a point onto the intersection of convex sets via projections onto half-spaces. ⋮ Dykstras algorithm with bregman projections: A convergence proof ⋮ Representation of individual differences in rectangular proximity data through anti-Q matrix decomposition ⋮ Robust clusterwise linear regression through trimming ⋮ A general projection framework for constrained smoothing. ⋮ A general trimming approach to robust cluster analysis ⋮ The embedding problem for predistance matrices ⋮ Shape constraints in economics and operations research ⋮ Nonparametric shape-restricted regression ⋮ Merge and chop in the computation for isotonic regressions ⋮ A constrained matrix least-squares problem in structural dynamics model updating ⋮ Accelerating the alternating projection algorithm for the case of affine subspaces using supporting hyperplanes ⋮ Path following in the exact penalty method of convex programming ⋮ Concave regression: value-constrained estimation and likelihood ratio-based inference ⋮ The approximation of two-mode proximity matrices by sums of order-constrained matrices ⋮ An iterated projection approach to variational problems under generalized convexity constraints ⋮ Semidefinite programming for the educational testing problem ⋮ A new projection method for finding the closest point in the intersection of convex sets ⋮ Computation of Cournot-Nash equilibria by entropic regularization ⋮ Graph-theoretic representations for proximity matrices through strongly-anti-Robinson or circular strongly-anti-Robinson matrices ⋮ A penalized method for multivariate concave least squares with application to productivity analysis ⋮ Linear rank tests for independence in bivariate distributions-power comparisons by simulation ⋮ A cyclic Douglas-Rachford iteration scheme ⋮ Isotonic regression in multi-dimensional spaces and graphs ⋮ Additive conjoint isotonic probabilistic models (ADISOP) ⋮ Alternating projection method for sparse model updating problems ⋮ Approximate Toeplitz matrix problem using semidefinite programming ⋮ The restricted EM algorithm under inequality restrictions on the parameters ⋮ Dykstra's algorithm for constrained least-squares doubly symmetric matrix problems ⋮ Computational acceleration of projection algorithms for the linear best approximation problem ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ Least-squares estimation of two-ordered monotone regression curves ⋮ Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices ⋮ On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope ⋮ Projection Methods in Conic Optimization ⋮ Set intersection problems: supporting hyperplanes and quadratic programming ⋮ Combinatorial individual differences scaling within the city-block metric ⋮ Semiparametric additive isotonic regression ⋮ Iterative methods for computing the resolvent of the sum of a maximal monotone operator and composite operator with applications ⋮ Application of the limit of truncated isotonic regression in optimization subject to isotonic and bounding constraints ⋮ Global risk bounds and adaptation in univariate convex regression ⋮ Bounds for the Distance to the Nearest Correlation Matrix ⋮ Successive approximate algorithm for best approximation from a polyhedron ⋮ Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression ⋮ EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions ⋮ Parallel Statistical Multiresolution Estimation for Image Reconstruction ⋮ On the convergence of row-modification algorithm for matrix projections ⋮ On the inexact scaled gradient projection method ⋮ Estimation of the convergence rate of Dykstra's cyclic projections algorithm in polyhedral case ⋮ Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions ⋮ A new duality theory for mathematical programming ⋮ Isotonic regression in general dimensions ⋮ Hybrid methods for solving the educational testing problem ⋮ Dykstra's algorithm with strategies for projecting onto certain polyhedral cones ⋮ Second-order cone and semidefinite methods for the bisymmetric matrix approximation problem ⋮ A likelihood ratio test for \(\text{MTP}_ 2\) within binary variables. ⋮ Projection onto simplicial cones by a semi-smooth Newton method ⋮ Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines ⋮ Projection onto simplicial cones by Picard's method

This page was built for publication: An Algorithm for Restricted Least Squares Regression