Strict L∞ Isotonic Regression

نویسنده

  • Quentin F. Stout
چکیده

Given a function f and weightsw on the vertices of a directed acyclic graphG, an isotonic regression of (f, w) is an order-preserving real-valued function that minimizes the weighted distance to f among all order-preserving functions. When the distance is given via the supremum norm there may be many isotonic regressions. One of special interest is the strict isotonic regression, which is the limit of p-norm isotonic regression as p approaches infinity. Algorithms for determining it are given. We also examine previous isotonic regression algorithms in terms of their behavior as mappings from weighted functions overG to isotonic functions overG, showing that the fastest algorithms are not monotonic mappings. In contrast, the strict isotonic regression is monotonic.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Linear Time Isotonic and Unimodal Regression in the L1 and L∞ Norms

We consider L1-isotonic regression and L∞ isotonic and unimodal regression. For L1isotonic regression, we present a linear time algorithm when the number of outputs are bounded. We extend the algorithm to construct an approximate isotonic regression in linear time when the output range is bounded. We present linear time algorithms for L∞ isotonic and unimodal regression.

متن کامل

Application of Isotonic Regression in Predicting Business Risk Scores

an isotonic regression model fits an isotonic function of the explanatory variables to estimate the expectation of the response variable. In other words, as the function increases, the estimated expectation of the response must be non-decreasing. With this characteristic, isotonic regression could be a suitable option to analyze and predict business risk scores. A current challenge of isotonic ...

متن کامل

Algorithms 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 کامل

An Approach to Computing Multidimensional Isotonic Regressions

This paper gives an approach for determining isotonic regressions for data at points in multidimensional space, with the ordering given by domination. Recent algorithmic advances for 2-dimensional isotonic regressions have made them useful for significantly larger data sets, and here we provide an advance for dimensions 3 and larger. Given a set V of n d-dimensional points, it is shown that an ...

متن کامل

Ostrowski Type Inequalities for Isotonic Linear Functionals

Some inequalities of Ostrowski type for isotonic linear functionals defined on a linear class of function L := {f : [a, b] → R} are established. Applications for integral and discrete inequalities are also given.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • J. Optimization Theory and Applications

دوره 152  شماره 

صفحات  -

تاریخ انتشار 2012