✦ LIBER ✦
An algorithm for weighted least squares regression by integer quasi-convex and unimodal or umbrella functions
✍ Scribed by Ming-Hong Liu; Vasant A. Ubhaya
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 572 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
✦ Synopsis
ordering Isotonic regression Linear time algorithms Greatest convex minorant (GCM) Least concave majorant (LCM) a b s t r a c t
The problem of fitting n data points by an integer quasi-convex (also quasi-concave, umbrella or unimodal) function using the weighted least squares distance function is considered. An algorithm of linear time (O(n)) worst-case complexity and thus optimal is constructed for computing a best fit. This problem arises in the context of curve fitting or statistical estimation.