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Activity Number: 188
Type: Contributed
Date/Time: Monday, August 5, 2013 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #309087
Title: Penalized Isotonic Regression
Author(s): Jiwen Wu*+ and Mary Meyer and Jean Opsomer
Companies: Colorado State University and Colorado State University and Colorado State University
Keywords: Isotonic regression ; Penalized estimation ; Multivariate model ; Consistent estimator

With a long history, a lot methods have been developed to calculate the solutions of isotonic regression problems. It is known that the estimators are inconsistency at boundaries for univariate and multivariate models, and it is called "spiking" problem. A penalty on the range of the variables is proposed to correct the spiking problem on the edges. A new algorithm (Meyer 2013) for multiple isotonic regression based on cone projection is applied; it is computationally efficient for large sample sizes and good for inference making. The theoretical properties of the penalized estimator are discussed and extended to model with two covariates, and simulation show the improvements at edges.

Authors who are presenting talks have a * after their name.

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