Isotonic regression and isotonic projection
Copyright policy )Isotonic regression and isotonic projection
The note describes the cones in the Euclidean space admitting isotonic metric projection with respect to the coordinate-wise ordering. As a consequence it is showed that the metric projection onto the regression cone (the cone defined by the general isotonic regression problem) admits a projection which is isotonic with respect to the coordinate-wise ordering.
10 pages
- University of Birmingham United Kingdom
- Babeș-Bolyai University Romania
quadratic optimization, Optimization and Control (math.OC), General nonlinear regression, FOS: Mathematics, isotonic regression, ordered Euclidean space, Mathematics - Statistics Theory, Statistics Theory (math.ST), Quadratic programming, isotonic projection, Mathematics - Optimization and Control
quadratic optimization, Optimization and Control (math.OC), General nonlinear regression, FOS: Mathematics, isotonic regression, ordered Euclidean space, Mathematics - Statistics Theory, Statistics Theory (math.ST), Quadratic programming, isotonic projection, Mathematics - Optimization and Control
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