Isotonic regression and isotonic projection
Statistics Theory
2015-06-03 v2 Optimization and Control
Statistics Theory
Abstract
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.
Cite
@article{arxiv.1503.08458,
title = {Isotonic regression and isotonic projection},
author = {A. B. Németh and S. Z. Németh},
journal= {arXiv preprint arXiv:1503.08458},
year = {2015}
}
Comments
10 pages