An Algorithm for Restricted Least Squares Regression
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Publication:3319628
DOI10.2307/2288193zbMATH Open0535.62063OpenAlexW4232663288MaRDI QIDQ3319628FDOQ3319628
Authors: Richard Dykstra 
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2288193
Recommendations
iterative algorithmprojectionsrestricted maximum likelihoodMahalanobis distancelinear constraintsdual convex conesrestricted least squares regression
Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99) Quadratic programming (90C20) Applications of mathematical programming (90C90)
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- Semidefinite programming for the educational testing problem
- Model-based derivative-free methods for convex-constrained optimization
- Decomposition methods for sparse matrix nearness problems
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- String-averaging methods for best approximation to common fixed point sets of operators: the finite and infinite cases
- Convergence of a randomized Douglas-Rachford method for linear system
- EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
- Hybrid methods for solving the educational testing problem
- Cyclic projection methods on a class of nonconvex sets
- Nonparametric shape-restricted regression
- Shape constraints in economics and operations research
- Additive conjoint isotonic probabilistic models (ADISOP)
- Computing the resolvent of the sum of operators with application to best approximation problems
- Iterative methods for computing the resolvent of the sum of a maximal monotone operator and composite operator with applications
- Estimation of the convergence rate of Dykstra's cyclic projections algorithm in polyhedral case
- Dykstra's algorithm for constrained least-squares doubly symmetric matrix problems
- Isotonic regression in multi-dimensional spaces and graphs
- Dykstra's algorithm for constrained least-squares rectangular matrix problems
- Estimation of weighted multinomial probabilities under log-convex constraints
- Low complexity regularization of linear inverse problems
- Stochastic reformulations of linear systems: algorithms and convergence theory
- Linear rank tests for independence in bivariate distributions-power comparisons by simulation
- Isotonic regression in general dimensions
- Extension of the pool-adjacent-violators algorithm
- Convex biclustering
- Solving Hankel matrix approximation problem using semidefinite programming
- Testing convexity of a discrete distribution
- Quantum entropic regularization of matrix-valued optimal transport
- Bounded-variable least-squares: an algorithm and applications
- Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
- Combinatorial individual differences scaling within the city-block metric
- Second-order cone and semidefinite methods for the bisymmetric matrix approximation problem
- Dykstra's algorithm with strategies for projecting onto certain polyhedral cones
- A penalized method for multivariate concave least squares with application to productivity analysis
- An useful Ē2 ke test for partially ordered alternatives
- Approximate Wasserstein attraction flows for dynamic mass transport over networks
- Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
- A convex approach to the Gilbert-Steiner problem
- Model-based distance embedding with applications to chromosomal conformation biology
- Restricted least squares revisited
- On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope
- Approximation, characterization, and continuity of multivariate monotonic regression functions
- Successive approximate algorithm for best approximation from a polyhedron
- Application of the limit of truncated isotonic regression in optimization subject to isotonic and bounding constraints
- On the inexact scaled gradient projection method
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling
- Approximate Toeplitz matrix problem using semidefinite programming
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- Finding a best approximation pair of points for two polyhedra
- Metric-Constrained Optimization for Graph Clustering Algorithms
- An algorithm for least squares projections onto the intersection of translated, convex cones
- A splitting method for finding the resolvent of the sum of two maximal monotone operators
- Testing for one-sided group effects in repeated measures study
- Partitioning through projections: strong SDP bounds for large graph partition problems
- Convergence of entropic schemes for optimal transport and gradient flows
- Estimating a Convex Function in Nonparametric Regression
- Avoiding spurious local maximizers in mixture modeling
- Shape restricted nonparametric regression with Bernstein polynomials
- A new projection method for finding the closest point in the intersection of convex sets
- Computation of Cournot-Nash equilibria by entropic regularization
- Computational acceleration of projection algorithms for the linear best approximation problem
- Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
- Finding the projection of a point onto the intersection of convex sets via projections onto half-spaces.
- Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
- A general solution for a class of weakly constrained linear regression problems
- Minimizing certain convex functions over the intersection of the fixed point sets of nonexpansive mappings
- Quadratic optimization of fixed points of nonexpansive mappings in hubert space
- Bayesian model selection with graph structured sparsity
- A new iterative algorithm for solving a class of matrix nearness problem
- A general projection framework for constrained smoothing.
- A remark on accelerated block coordinate descent for computing the proximity operators of a sum of convex functions
- Dykstras algorithm with bregman projections: A convergence proof
- Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions
- Selective alternating projections to find the nearest SDD\(^{+}\) matrix
- A new duality theory for mathematical programming
- On Linear Restricted and Interval Least-Squares Problems
- Least-squares estimation of two-ordered monotone regression curves
- Universal latent space model fitting for large networks with edge covariates
- Eigenvalues and constraints in mixture modeling: geometric and computational issues
- Generalized projections onto convex sets
- Proximal splitting methods in signal processing
- Least squares estimation of two functions under order restriction in isotonicity
- Fundamentals of cone regression
- Triadic distance models: axiomatization and least squares representation
- Generalized Matrix Nearness Problems
- Inexact first-order primal-dual algorithms
- Robust clusterwise linear regression through trimming
- The supporting halfspace-quadratic programming strategy for the dual of the best approximation problem
- Nonparametric option pricing under shape restrictions
- Scaling algorithms for unbalanced optimal transport problems
- Testing for and against a concavity restriction with normal errors
- Global risk bounds and adaptation in univariate convex regression
- Merge and chop in the computation for isotonic regressions
- Restricted multinomial maximum likelihood estimation based upon Fenchel duality
- Bounds for the distance to the nearest correlation matrix
- Projection on the intersection of convex sets
- A likelihood ratio test for \(\text{MTP}_ 2\) within binary variables.
- Iterative Bregman projections for regularized transportation problems
- A cyclic projection algorithm via duality
- A geometrical approach to iterative isotone regression
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