Nearly-Isotonic Regression

Abstract

We consider the problem of approximating a sequence of data points with a “nearly-isotonic”, or nearly-monotone function. This is formulated as a convex optimization problem that yields a family of solutions, with one extreme member being the standard isotonic regression fit. We devise a simple algorithm to solve for the path of solutions, which can be… (More)
DOI: 10.1198/TECH.2010.10111

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Cite this paper

@article{Tibshirani2011NearlyIsotonicR, title={Nearly-Isotonic Regression}, author={Ryan J. Tibshirani and Holger H{\"o}fling and Robert Tibshirani}, journal={Technometrics}, year={2011}, volume={53}, pages={54-61} }