Dual active-set algorithm for optimal 3-monotone regression

DOI10.18500/1816-9791-2022-22-2-216-223zbMATH Open1496.62113OpenAlexW4293061930MaRDI QIDQ5086554FDOQ5086554

Sergei P. Sidorov, Kirill Spiridonov, Alexander A. Gudkov

Publication date: 5 July 2022

Published in: Izvestiya of Saratov University. Mathematics. Mechanics. Informatics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/isu935

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zbMATH Keywords

isotonic regressionconvex regressionmonotone regressiondual algorithm\(k\)-monotone regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Inequalities: theory of majorization and its applications
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• Orders of approximation by local exponential splines
• Inequalities for convex sequences and nondecreasing convex functions
• An isotonic regression algorithm
• A dual active-set algorithm for regularized monotonic regression
• Linear approximation method preserving \(k\)-monotonicity
• Revisiting the self-adaptive large neighborhood search
• A dual active set algorithm for optimal sparse convex regression
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Cited In (2)

• A finite algorithm for monotone regression and the application of its principle to the aggregation of ranks and indifference curve fitting
• Fitting monotonic polynomials to data

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