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Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
Methodology and Computing in Applied Probability ( IF 0.9 ) Pub Date : 2022-03-31 , DOI: 10.1007/s11009-022-09937-2
Alexander Henzi 1 , Alexandre Mösching 2 , Lutz Dümbgen 1
Affiliation  

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.



中文翻译:

加速等渗分布回归的 Pool-Adjacent-Violators 算法

在估计随机有序分布函数的上下文中,可以修改池相邻违规者算法 (PAVA),以便大幅减少计算时间。这是通过研究反调加权最小二乘拟合对要近似的响应向量的依赖性来实现的。

更新日期:2022-03-31
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