A segmentation-based algorithm for large-scale partially ordered monotonic regression

DOI10.1016/J.CSDA.2011.03.001MaRDI QIDQ1658336zbMATH OpenOpenAlexFDO

Authors A. Grimvall, Oleg Sysoev, Oleg Burdakov

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.03.001

zbMATH Keywords

quadratic programmingmonotonic regressionlarge-scale optimizationpool-adjacent-violators algorithmleast distance problempartially ordered data set

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06)

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Cites work

• scientific article; zbMATH DE number 417962 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• A unified Bayesian inference on treatment means with order constraints
• An Empirical Distribution Function for Sampling with Incomplete Information
• An \(O(n^2)\) algorithm for isotonic regression
• Data preordering in generalized PAV algorithm for monotonic regression
• Establishing Consistent and Realistic Reorder Intervals in Production-Distribution Systems
• Introduction to algorithms
• Maximum Likelihood Estimates of Monotone Parameters
• The Min-Max algorithm and isotonic regression

Cited in

(8)

• Monotonicity recovering and accuracy preserving optimization methods for postprocessing finite element solutions
• Isotonic regression for multiple independent variables
• Generalized isotonized mean estimators for judgment post-stratification with multiple rankers
• Data preordering in generalized PAV algorithm for monotonic regression
• Bootstrap confidence intervals for large-scale multivariate monotonic regression problems
• Algorithms and error estimations for monotone regression on partially preordered sets
• Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
• A dual active-set algorithm for regularized monotonic regression

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