Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression

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 vec...

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Detalles Bibliográficos
Autores principales: Henzi, Alexander, Mösching, Alexandre, Dümbgen, Lutz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9810588/
https://www.ncbi.nlm.nih.gov/pubmed/36619375
http://dx.doi.org/10.1007/s11009-022-09937-2
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author Henzi, Alexander
Mösching, Alexandre
Dümbgen, Lutz
author_facet Henzi, Alexander
Mösching, Alexandre
Dümbgen, Lutz
author_sort Henzi, Alexander
collection PubMed
description 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.
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spelling pubmed-98105882023-01-05 Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression Henzi, Alexander Mösching, Alexandre Dümbgen, Lutz Methodol Comput Appl Probab Article 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. Springer US 2022-03-31 2022 /pmc/articles/PMC9810588/ /pubmed/36619375 http://dx.doi.org/10.1007/s11009-022-09937-2 Text en © The Author(s) 2022 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Article
Henzi, Alexander
Mösching, Alexandre
Dümbgen, Lutz
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
title Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
title_full Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
title_fullStr Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
title_full_unstemmed Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
title_short Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
title_sort accelerating the pool-adjacent-violators algorithm for isotonic distributional regression
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9810588/
https://www.ncbi.nlm.nih.gov/pubmed/36619375
http://dx.doi.org/10.1007/s11009-022-09937-2
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