Isotonic regression under Lipschitz constraint

DOI10.1007/S10957-008-9477-0MaRDI QIDQ1028595zbMATH OpenOpenAlexWikidataFDO

Authors Lana E. Yeganova, W. John Wilbur

Publication date 6 July 2009

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-008-9477-0

zbMATH Keywords

isotonic regressionLipschitz continuous functionPAV algorithm

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Linear inference, regression (62J99) Applications of mathematical programming (90C90)

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Cites work

• Algorithms for a class of isotonic regression problems
• An Empirical Distribution Function for Sampling with Incomplete Information
• Efficient computation of an isotonic median regression
• The synergy between PAV and AdaBoost

Cited in

(8)

• The validity of the ``pool-adjacent-violator algorithm
• Estimating a smooth monotone regression function
• Sharp asymptotics for isotonic regression
• New designs to consistently estimate the isotonic regression
• Application of the limit of truncated isotonic regression in optimization subject to isotonic and bounding constraints
• Non-convex isotonic regression via the Myersonian approach
• Data preordering in generalized PAV algorithm for monotonic regression
• Pooling adjacent violators under interval constraints

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