Monotone Regression: A Simple and Fast O(n) PAVA Implementation
Efficient coding and improvements in the execution order of the up-and-down-blocks algorithm for monotone or isotonic regression leads to a significant increase in speed as well as a short and simple O(n) implementation. Algorithms that use monotone regression as a subroutine, e.g., unimodal or biva...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2022-05-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4046 |
| _version_ | 1797813950109188096 |
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| author | Frank M. T. A. Busing |
| author_facet | Frank M. T. A. Busing |
| author_sort | Frank M. T. A. Busing |
| collection | DOAJ |
| description | Efficient coding and improvements in the execution order of the up-and-down-blocks algorithm for monotone or isotonic regression leads to a significant increase in speed as well as a short and simple O(n) implementation. Algorithms that use monotone regression as a subroutine, e.g., unimodal or bivariate monotone regression, also benefit from the acceleration. A substantive comparison with and characterization of currently available implementations provides an extensive overview of up-and-down-blocks implementations for the pool-adjacent-violators algorithm for simple linear ordered monotone regression. |
| first_indexed | 2024-03-13T08:00:18Z |
| format | Article |
| id | doaj.art-97ad19703a2b4c53bb8732738a03379e |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-03-13T08:00:18Z |
| publishDate | 2022-05-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-97ad19703a2b4c53bb8732738a03379e2023-06-01T18:48:04ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602022-05-0110212510.18637/jss.v102.c013846Monotone Regression: A Simple and Fast O(n) PAVA ImplementationFrank M. T. A. Busing0https://orcid.org/0000-0002-8062-538XLeiden UniversityEfficient coding and improvements in the execution order of the up-and-down-blocks algorithm for monotone or isotonic regression leads to a significant increase in speed as well as a short and simple O(n) implementation. Algorithms that use monotone regression as a subroutine, e.g., unimodal or bivariate monotone regression, also benefit from the acceleration. A substantive comparison with and characterization of currently available implementations provides an extensive overview of up-and-down-blocks implementations for the pool-adjacent-violators algorithm for simple linear ordered monotone regression.https://www.jstatsoft.org/index.php/jss/article/view/4046monotone regressionisotonic regressionl2 metricpool-adjacent-violators algorithmpavaup-and-down-blocks algorithm |
| spellingShingle | Frank M. T. A. Busing Monotone Regression: A Simple and Fast O(n) PAVA Implementation Journal of Statistical Software monotone regression isotonic regression l2 metric pool-adjacent-violators algorithm pava up-and-down-blocks algorithm |
| title | Monotone Regression: A Simple and Fast O(n) PAVA Implementation |
| title_full | Monotone Regression: A Simple and Fast O(n) PAVA Implementation |
| title_fullStr | Monotone Regression: A Simple and Fast O(n) PAVA Implementation |
| title_full_unstemmed | Monotone Regression: A Simple and Fast O(n) PAVA Implementation |
| title_short | Monotone Regression: A Simple and Fast O(n) PAVA Implementation |
| title_sort | monotone regression a simple and fast o n pava implementation |
| topic | monotone regression isotonic regression l2 metric pool-adjacent-violators algorithm pava up-and-down-blocks algorithm |
| url | https://www.jstatsoft.org/index.php/jss/article/view/4046 |
| work_keys_str_mv | AT frankmtabusing monotoneregressionasimpleandfastonpavaimplementation |