A geometrical approach to iterative isotone regression

DOI10.1016/J.AMC.2013.11.048MaRDI QIDQ2396476zbMATH OpenOpenAlexFDO

Authors Arnaud Guyader, Nicolas Jégou, Alexander B. Németh, S. Z. Németh

Publication date 8 June 2017

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.3930

zbMATH Keywords

additive modelsnonparametric estimationisotonic regressionmetric projection onto convex cones

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Abstract: In the present paper, we propose and analyze a novel method for estimating a univariate regression function of bounded variation. The underpinning idea is to combine two classical tools in nonparametric statistics, namely isotonic regression and the estimation of additive models. A geometrical interpretation enables us to link this iterative method with Von Neumann's algorithm. Moreover, making a connection with the general property of isotonicity of projection onto convex cones, we derive another equivalent algorithm and go further in the analysis. As iterating the algorithm leads to overfitting, several practical stopping criteria are also presented and discussed.

Recommendations

• Iterative isotonic regression
• Additive isotone regression
• Isotonic regression in general dimensions
• A multivariate version of isotonic regression
• An algorithm for computing multivariate isotonic regression

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Cited in

(7)

• Isotonic regression and isotonic projection
• Extended Lorentz cones and variational inequalities on cylinders
• A geometric interpretation of Darroch and Ratcliff's generalized iterative scaling
• Iterative isotonic regression
• Extended Lorentz cones and mixed complementarity problems
• Projection onto simplicial cones by Picard's method
• Contraction and uniform convergence of isotonic regression

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