Isotonic Median Regression: A Linear Programming Approach
Nilotpal Chakravarti
Abstract
Nilotpal Chakravarti
Abstract
The isotonic median regression problem arises in statistics. It is known that the isotonic median regression problem, with respect to a complete order, may be solved by a “Pool Adjacent Violators” algorithm. In this paper we show that this algorithm is a dual method for solving a linear programming formulation of the problem. The linear programming approach provides additional insight into the algorithm as well as a simple proof of its validity. We also analyze the computational complexity of the algorithm and discuss its significance from the standpoint of linear programming theory.
OpenAlex reports 75 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
The isotonic median regression problem arises in statistics. It is known that the isotonic median regression problem, with respect to a complete order, may be solved by a “Pool Adjacent Violators” algorithm. In this paper we show that this algorithm is a dual method for solving a linear programming formulation of the problem. The linear programming approach provides additional insight into the algorithm as well as a simple proof of its validity. We also analyze the computational complexity of the algorithm and discuss its significance from the standpoint of linear programming theory.
Key concepts: Isotonic regression, Mathematics, Linear programming, Isotonic, Linear regression, Mathematical optimization, Simple (philosophy), Linear-fractional programming