A practically efficient fixed-pivot selection algorithm and its extensible MATLAB suite

arXiv (Cornell University)(2023)

引用 0|浏览3
暂无评分
摘要
Many statistical problems and applications require repeated computation of order statistics, such as the median, but most statistical and programming environments do not offer in their main distribution linear selection algorithms. We introduce one, formally equivalent to quickselect, which keeps the position of the pivot fixed. This makes the implementation simpler and much practical compared with the best known solutions. It also enables an "oracular" pivot position option that can reduce a lot the convergence time of certain statistical applications. We have extended the algorithm to weighted percentiles such as the weighted median, applicable to data associated with varying precision measurements, image filtering, descriptive statistics like the medcouple and for combining multiple predictors in boosting algorithms. We provide the new functions in MATLAB, C and R. We have packaged them in a broad MATLAB toolbox addressing robust statistical methods, many of which can be now optimised by means of efficient (weighted) selections.
更多
查看译文
关键词
extensible matlab suite,algorithm,selection,fixed-pivot
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要