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An algorithm for is...
An algorithm for isotonic regression problems
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- Burdakov, Oleg, 1953- (författare)
- Linköpings universitet,Tekniska högskolan,Optimeringslära
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- Sysoev, Oleg (författare)
- Linköpings universitet,Statistik
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- Grimvall, Anders, 1945- (författare)
- Linköpings universitet,Filosofiska fakulteten,Statistik
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visa fler...
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- Hussian, Mohamed, 1969- (författare)
- Linköpings universitet,Filosofiska fakulteten,Statistik
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visa färre...
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(creator_code:org_t)
- Jyväskylä : University of Jyväskylä, 2004
- 2004
- Engelska.
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Ingår i: European Congress on Computational Methods in Applied Sciences and Engineering ECCOMAS. - Jyväskylä : University of Jyväskylä. - 9513918688 ; , s. 1-9
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- We consider the problem of minimizing the distance from a given n-dimensional vector to a set defined by constraintsof 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 known as the isotonic regression (IR) problem. It has important applications in statistics, operations research and signal processing. The most of the applied IR problems are characterized by a very large value of n. For such large-scale problems, it is of great practical importance to develop algorithms whose complexity does not rise with n too rapidly.The existing optimization-based algorithms and statistical IR algorithms have either too high computational complexity or too low accuracy of the approximation to the optimal solution they generate. We introduce a new IR algorithm, which can be viewed as a generalization of the Pool-Adjacent-Violator (PAV) algorithm from completely to partially ordered data. Our algorithm combines both low computational complexity O(n2) and high accuracy. This allows us to obtain sufficiently accurate solutions to the IR problems with thousands of observations.
Ämnesord
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Nyckelord
- Quadratic Programming
- Statistical Computing
- Numerical Algorithms
- Isotonic Regression
- Nonparametric Regression
- Pool-Adjacent-Violators Algorithm
- MATHEMATICS
- MATEMATIK
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
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