Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression

DOI10.1007/s11009-022-09937-2zbMath1505.62476arXiv2006.05527OpenAlexW3035635354MaRDI QIDQ2684933

Alexandre Mösching, Alexander Henzi, Lutz Dümbgen

Publication date: 17 February 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.05527

zbMATH Keywords

weighted least squaresmonotone regressionsequential computation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Distributional (Single) Index Models ⋮ Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output

Cites Work

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• Analyzing an extension of the isotonic regression problem
• Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
• Monotone least squares and isotonic quantiles
• Isotonic Distributional Regression

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