An algorithm for computing multivariate isotonic regression
نویسندگان
چکیده
منابع مشابه
An O(n) Algorithm for Isotonic Regression
We consider the problem of minimizing the distance from a given ndimensional vector to a set defined by constraints of the form xi ≤ xj . Such constraints induce a partial order of the components xi, which can be illustrated by an acyclic directed graph. This problem is also known as the isotonic regression (IR) problem. IR has important applications in statistics, operations research and signa...
متن کاملThe Isotron Algorithm: High-Dimensional Isotonic Regression
The Perceptron algorithm elegantly solves binary classification problems that have a margin between positive and negative examples. Isotonic regression (fitting an arbitrary increasing function in one dimension) is also a natural problem with a simple solution. By combining the two, we get a new but very simple algorithm with strong guarantees. Our ISOTRON algorithm provably learns Single Index...
متن کاملAlgorithms for L∞ Isotonic Regression
This paper gives algorithms for determining L∞ weighted isotonic regressions satisfying order constraints given by a DAG with n vertices and m edges. Throughout, topological sorting plays an important role. A modification to an algorithm of Kaufman and Tamir gives an algorithm taking Θ(m log n) time for the general case, improving upon theirs when the graph is sparse. When the regression values...
متن کاملInference for Multiple Isotonic Regression
The isotonic regression for two or more independent variables is a classic problem in data analysis. The classical solution involves enumeration of upper sets, which is computationally prohibitive unless the sample size is small. Here it is shown that the solution may be obtained through a single projection onto a convex polyhedral cone. The cone formulation allows an exact test of the null hyp...
متن کاملAn isotonic trivariate statistical regression method
The present research work outlines the main ideas behind statistical regression by a 2-independent-variates and 1-dependent-variate model based on the invariance of measures in probabilistic spaces. The principle of probabilistic measure invariance, applied under the assumption that the model be isotonic, leads to a system of differential equations. Such differential system is reformulated in t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Hiroshima Mathematical Journal
سال: 1992
ISSN: 0018-2079
DOI: 10.32917/hmj/1206128502