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arXiv 0809.0974stat.COstat.ME
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双单调约束下的最小二乘和收缩估计

Least Squares and Shrinkage Estimation under Bimonotonicity Constraints

Rudolf Beran, Lutz Duembgen

摘要:

在本文中,我们描述了有效的集类型的算法,最小化的光滑函数一般顺序约束下,一个重要的情况下,双单调的r-由-s矩阵的集合上的功能。这些算法可以用于例如经由最小二乘法或最小绝对偏差(的平滑近似)来估计双单色调回归函数。另一个应用是图像去噪中的收缩估计,或者更一般地,在以合适的基础表示数据之后具有两个有序因子的回归问题,该基础由{1,.,r}x{1,.,s}。各种数值例子说明我们的方法。

英文摘要:

In this paper we describe active set type algorithms for minimization of a smooth function under general order constraints, an important case being functions on the set of bimonotone r-by-s matrices. These algorithms can be used, for instance, to estimate a bimonotone regression function via least squares or (a smooth approximation of) least absolute deviations. Another application is shrinkage estimation in image denoising or, more generally, regression problems with two ordinal factors after representing the data in a suitable basis which is indexed by pairs (i,j) in {1,...,r}x{1,...,s}. Various numerical examples illustrate our methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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