Isotonic regression and isotonic projection

DOI10.1016/j.laa.2016.01.006zbMath1331.62325arXiv1503.08458OpenAlexW2964272139MaRDI QIDQ252604

F. Blanchet-Sadri, M. Dambrine

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

quadratic optimizationisotonic regressionisotonic projectionordered Euclidean space

Mathematics Subject Classification ID

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

Related Items

Partition-based distributionally robust optimization via optimal transport with order cone constraints, Isotonicity of the metric projection and complementarity problems in Hilbert spaces, 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, Isotonicity of the metric projection with respect to the mutually dual orders and complementarity problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Active set algorithms for isotonic regression; a unifying framework
• Bimonotone linear inequalities and sublattices of \(\mathbb R^n\)
• Monotonicity of metric projection onto positive cones of ordered Euclidean spaces
• The structure of sublattices of the product of n lattices
• A geometrical approach to iterative isotone regression
• Lattice-like operations and isotone projection sets
• Nonmetric multidimensional scaling. A numerical method
• Isotonic regression: Another look at the changepoint problem
• Solvability of Variational Inequalities on Hilbert Lattices
• A Bayesian Approach to Non-Parametric Monotone Function Estimation