I’m looking to a vector isotonic regressions. I have a set of multivariate regressions. For each regression, I want all the coefficients to be greater than or equal to the last regression.
In the univariate case, this is the normal isotonic regression. Are there any papers or packages on this multivariate case?
Not I’m not talking about two dimensions of isotonic relations. I have only one dimension of structure (multiple problems). The intra-problem feature dimension is unstructured.