{"title":"Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression.","authors":"Alexander Henzi, Alexandre Mösching, Lutz Dümbgen","doi":"10.1007/s11009-022-09937-2","DOIUrl":null,"url":null,"abstract":"<p><p>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.</p>","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":"24 4","pages":"2633-2645"},"PeriodicalIF":1.0000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9810588/pdf/","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Methodology and Computing in Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11009-022-09937-2","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 11
Abstract
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.
期刊介绍：
Methodology and Computing in Applied Probability will publish high quality research and review articles in the areas of applied probability that emphasize methodology and computing. Of special interest are articles in important areas of applications that include detailed case studies. Applied probability is a broad research area that is of interest to many scientists in diverse disciplines including: anthropology, biology, communication theory, economics, epidemiology, finance, linguistics, meteorology, operations research, psychology, quality control, reliability theory, sociology and statistics.
The following alphabetical listing of topics of interest to the journal is not intended to be exclusive but to demonstrate the editorial policy of attracting papers which represent a broad range of interests:
-Algorithms-
Approximations-
Asymptotic Approximations & Expansions-
Combinatorial & Geometric Probability-
Communication Networks-
Extreme Value Theory-
Finance-
Image Analysis-
Inequalities-
Information Theory-
Mathematical Physics-
Molecular Biology-
Monte Carlo Methods-
Order Statistics-
Queuing Theory-
Reliability Theory-
Stochastic Processes
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
