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

large-scale optimizationleast distance problemmonotonic regressionpartially ordered data setpool-adjacent-violators algorithmquadratic programming

Mathematics Subject Classification ID

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

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Cites work

• A unified Bayesian inference on treatment means with order constraints
• An O(n^2) algorithm for isotonic regression
• An Empirical Distribution Function for Sampling with Incomplete Information
• Data preordering in generalized PAV algorithm for monotonic regression
• Establishing Consistent and Realistic Reorder Intervals in Production-Distribution Systems
• 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?)
• Introduction to algorithms
• Maximum Likelihood Estimates of Monotone Parameters
• The Min-Max algorithm and isotonic regression

Cited in

(8)

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

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