Dual active-set algorithm for optimal 3-monotone regression

DOI10.18500/1816-9791-2022-22-2-216-223MaRDI QIDQ5086554zbMATH OpenOpenAlexFDO

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

Publication date 5 July 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• A dual active set algorithm for optimal sparse convex regression
• A dual active-set algorithm for regularized monotonic regression
• An isotonic regression algorithm
• Inequalities for convex sequences and nondecreasing convex functions
• Inequalities: theory of majorization and its applications
• Linear approximation method preserving \(k\)-monotonicity
• Orders of approximation by local exponential splines
• Revisiting the self-adaptive large neighborhood search
• Some properties of \(L^k_p\)-convex sequences

Cited in

(4)

• A finite algorithm for monotone regression and the application of its principle to the aggregation of ranks and indifference curve fitting
• A dual active set algorithm for optimal sparse convex regression
• Fitting monotonic polynomials to data
• A dual active-set algorithm for regularized monotonic regression

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