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
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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)
Cited In (only showing first 100 items - show all)
- 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
- An acceleration scheme for Dykstra's algorithm
- Graph-theoretic representations for proximity matrices through strongly-anti-Robinson or circular strongly-anti-Robinson matrices
- The approximation of two-mode proximity matrices by sums of order-constrained matrices
- A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming
- Robust inference for parsimonious model-based clustering
- On the convergence of row-modification algorithm for matrix projections
- A cyclic Douglas-Rachford iteration scheme
- Rank reduction of correlation matrices by majorization
- A constrained matrix least-squares problem in structural dynamics model updating
- Accelerating the alternating projection algorithm for the case of affine subspaces using supporting hyperplanes
- Concave regression: value-constrained estimation and likelihood ratio-based inference
- The rate of convergence of dykstra's cyclic projections algorithm: The polyhedral case
- The rate of convergence for the cyclic projections algorithm. I: Angles between convex sets
- Set intersection problems: supporting hyperplanes and quadratic programming
- Path following in the exact penalty method of convex programming
- How good are projection methods for convex feasibility problems?
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
- A general trimming approach to robust cluster analysis
- Computing Maximum Likelihood Estimators of Convex Density Functions
- Structure methods for solving the nearest correlation matrix problem
- An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints
- The embedding problem for predistance matrices
- The restricted EM algorithm under inequality restrictions on the parameters
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
- Projection onto simplicial cones by a semi-smooth Newton method
- Projection Methods in Conic Optimization
- Projection onto simplicial cones by Picard's method
- Efficient rank reduction of correlation matrices
- A fast algorithm for robust constrained clustering
- Distance majorization and its applications
- Alternating projections on nontangential manifolds
- An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems
- Semiparametric additive isotonic regression
- An iterated projection approach to variational problems under generalized convexity constraints
- An iteration method to solve multiple constrained least squares problems
- Alternating projection method for sparse model updating problems
- Semidefinite programming for the educational testing problem
- Model-based derivative-free methods for convex-constrained optimization
- Decomposition methods for sparse matrix nearness problems
- Title not available (Why is that?)
- 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
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