A dual active set algorithm for optimal sparse convex regression

A dual active set algorithm for optimal sparse convex regression

The shape-constrained problems in statistics have attracted much attention in recent decades. One of them is the task of finding the best fitting monotone regression. The problem of constructing monotone regression (also called isotonic regression) is to find best fitted non-decreasing vector to a...

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Bibliographic Details
Main Authors: Aleksandr A. Gudkov, Sergey V. Mironov, Sergey P. Sidorov, Sergey V. Tyshkevich
Format: Article
Language:English
Published: Samara State Technical University 2019-03-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Subjects:
dual active set algorithm
pool-adjacent-violators algorithm
isotonic regression
monotone regression
convex regression
Online Access:http://mi.mathnet.ru/eng/vsgtu1673

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http://mi.mathnet.ru/eng/vsgtu1673

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