Isotonic Regression via Partitioning

被引:19
作者
Stout, Quentin F. [1 ,2 ]
机构
[1] Univ Michigan, Ann Arbor, MI 48109 USA
[2] King Abdulaziz Univ, Jeddah 21413, Saudi Arabia
关键词
Isotonic regression; Median regression; Monotonic; Nonparametric; Tree; DAG; Multidimensional; ALGORITHM;
D O I
10.1007/s00453-012-9628-4
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Algorithms are given for determining weighted isotonic regressions satisfying order constraints specified via a directed acyclic graph (DAG). For the L (1) metric a partitioning approach is used which exploits the fact that L (1) regression values can always be chosen to be data values. Extending this approach, algorithms for binary-valued L (1) isotonic regression are used to find L (p) isotonic regressions for 1 < p < a. Algorithms are given for trees, 2-dimensional and multidimensional orderings, and arbitrary DAGs. Algorithms are also given for L (p) isotonic regression with constrained data and weight values, L (1) regression with unweighted data, and L (1) regression for DAGs where there are multiple data values at the vertices.
引用
收藏
页码:93 / 112
页数:20
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