Isotonic regression and isotonic projection

被引：3
|
作者：
Nemeth, A. B. [1 ]
Nemeth, S. Z. [2 ]
机构：
[1] Univ Babes Bolyai, Fac Math & Comp Sci, RO-400084 Cluj Napoca, Romania
[2] Univ Birmingham, Sch Math, Watson Bldg, Birmingham B15 2TT, W Midlands, England
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2015年 / 494卷
关键词：
Isotonic regression; Isotonic projection; Quadratic optimization; Ordered Euclidean space; MONOTONICITY; SUBLATTICES;
D O I：
10.1016/j.laa.2016.01.006
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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 shown that the metric projection onto the isotonic regression cone (the cone defined by the general isotonic regression problem) admits a projection which is isotonic with respect to the coordinate-wise ordering. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码：80 / 89
页数：10
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