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arxiv: 1503.08458 · v2 · pith:SZNWHFSHnew · submitted 2015-03-29 · 🧮 math.ST · math.OC· stat.TH

Isotonic regression and isotonic projection

classification 🧮 math.ST math.OCstat.TH
keywords isotonicprojectionregressionconecoordinate-wisemetricorderingrespect
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The note describes the cones in the Euclidean space admitting isotonic metric projection with respect to the coordinate-wise ordering. As a consequence it is showed that the metric projection onto the regression cone (the cone defined by the general isotonic regression problem) admits a projection which is isotonic with respect to the coordinate-wise ordering.

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