Fast Digital Locally Monotonic Regression
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In , Restrepo and Bovik developed an elegant mathematical framework in which they studied locally monotonic regressions in RN . The drawback is that the complexity of their algorithms is exponential in N. In this paper, we consider digital locally monotonic regressions, in which the output symbols are drawn from a finite alphabet, and, by making a connection to Viterbi decoding, provide a fast O(|A|2 aN) algorithm that computes any such regression, where |A| is the size of the digital output alphabet, a stands for lomo-degree, and N is sample size. This is linear in N , and it renders the technique applicable in practice.