Title: Best L4 monotonic regression
Authors: Ioannis Demetriou - University of Athens (Greece) [presenting]
Abstract: Let $n$ measurements of a real valued monotonic function be given, where the measurements are so rough that have lost monotonicity. The problem of making the least sum of 4th powers change to the data so that the smoothed values have nonnegative first differences is considered. A special algorithm is proposed for this highly structured convex programming calculation. Some numerical results illustrate the method and compare it to the corresponding L1 and L2 calculations.