Isotonic regression and isotonic projection

DOI10.1016/J.LAA.2016.01.006MaRDI QIDQ252604zbMATH OpenOpenAlexFDO

Authors A. B. Németh, S. Z. Németh

Publication date 3 March 2016

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.08458

zbMATH Keywords

isotonic projectionisotonic regressionordered Euclidean spacequadratic optimization

Mathematics Subject Classification ID

General nonlinear regression (62J02) Quadratic programming (90C20)

Abstract: The note describes the cones in the Euclidean space admitting isotonic metric projection with respect to the coordinate-wise ordering. As a consequence it is showed that the metric projection onto the regression cone (the cone defined by the general isotonic regression problem) admits a projection which is isotonic with respect to the coordinate-wise ordering.

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Cites work

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Cited in

(8)

• Projections onto order simplexes
• Isotonicity of the metric projection and complementarity problems in Hilbert spaces
• Partition-based distributionally robust optimization via optimal transport with order cone constraints
• Isotonicity of the metric projection with respect to the mutually dual orders and complementarity problems
• Portfolio Optimization within a Wasserstein Ball
• Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression
• Contraction and uniform convergence of isotonic regression
• Generalized continuous isotonic regression

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