Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression
Statistics Theory
2023-01-04 v5 Computation
Statistics Theory
Abstract
In the context of estimating stochastically ordered distribution functions, the pool-adjacent-violators algorithm (PAVA) can be modified such that the computation times are reduced substantially. This is achieved by studying the dependence of antitonic weighted least squares fits on the response vector to be approximated.
Keywords
Cite
@article{arxiv.2006.05527,
title = {Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression},
author = {Alexander Henzi and Alexandre Moesching and Lutz Duembgen},
journal= {arXiv preprint arXiv:2006.05527},
year = {2023}
}