Isotonic Regression under Lipschitz Constraint
نویسندگان
چکیده
منابع مشابه
Isotonic Regression under Lipschitz Constraint
The pool adjacent violators (PAV) algorithm is an efficient technique for the class of isotonic regression problems with complete ordering. The algorithm yields a stepwise isotonic estimate which approximates the function and assigns maximum likelihood to the data. However, if one has reasons to believe that the data were generated by a continuous function, a smoother estimate may provide a bet...
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We describe algorithms for finding the regression of t, a sequence of values, to the closest sequence s by mean squared error, so that s is always increasing (isotonicity) and so the values of two consecutive points do not increase by too much (Lipschitz). The isotonicity constraint can be replaced with a unimodular constraint, where there is exactly one local maximum in s. These algorithm are ...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2009
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-008-9477-0