Projections Onto Order Simplexes and Isotonic Regression

@inproceedings{Kearsley2006ProjectionsOO,
  title={Projections Onto Order Simplexes and Isotonic Regression},
  author={Anthony J. Kearsley},
  booktitle={Journal of research of the National Institute of Standards and Technology},
  year={2006}
}
Isotonic regression is the problem of fitting data to order constraints. This problem can be solved numerically in an efficient way by successive projections onto order simplex constraints. An algorithm for solving the isotonic regression using successive projections onto order simplex constraints was originally suggested and analyzed by Grotzinger and Witzgall. This algorithm has been employed repeatedly in a wide variety of applications. In this paper we briefly discuss the isotonic… CONTINUE READING
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