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UID:www.tcs.tifr.res.in/event/408
DTSTAMP:20230914T125923Z
SUMMARY:Isotonic Regression
DESCRIPTION:Speaker: Tapan Shah\n\nAbstract: \nAbtract: In statistical anal
ysis\, regression is a widely used tool to get a functional relationship
between observations of a response variable Y and covariate X. The goal i
s to estimate the regression function $$ m(X)=E[Y|X] $$ The estimation of
m(·) is done by least-squares\, where m(·) is an arbitrary function. In
isotonic regression we restrict the function m(·) to be monotone. In this
talk\, we will look at a geometrical method to find m(·) and prove i
ts optimality. This method leads to fast algorithm called Pooled Adjacent
Value Algorithm (PAVA) which is widely used in statistical packages.\n
URL:https://www.tcs.tifr.res.in/web/events/408
DTSTART;TZID=Asia/Kolkata:20130927T160000
DTEND;TZID=Asia/Kolkata:20130927T173000
LOCATION:D-405 (D-Block Seminar Room)
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