Related papers: Approximation, characterization, and continuity of…
Regression analysis under the assumption of monotonicity is a well-studied statistical problem and has been used in a wide range of applications. However, there remains a lack of a broadly applicable methodology that permits information…
We consider the problem of testing equality of functions $f_j:[0,1]\to \mathbb{R}$ for $j=1,2,...,J$ the basis of $J$ independent samples from possibly different distributions under the assumption that the functions are monotone. We provide…
We consider the nonparametric regression problem with multiple predictors and an additive error, where the regression function is assumed to be coordinatewise nondecreasing. We propose a Bayesian approach to make an inference on the…
A general divergence measure for monotonic functions is introduced. Its connections with the f-divergence for convex functions are explored. The main properties are pointed out.
This paper introduces a novel algorithmic solution for the approximation of a given multivariate function by a nomographic function that is composed of a one-dimensional continuous and monotone outer function and a sum of univariate…
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…
In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained…
In this paper, we present a comprehensive study of the monotonicity and log-concavity of the generalized Marcum and Nuttall Q-functions. More precisely, a simple probabilistic method is firstly given to prove the monotonicity of these two…
Given a strictly convex multiobjective optimization problem with objective functions $f_1,\dots,f_N$, let us denote by $x_0$ its solution, obtained as minimum point of the linear scalarized problem, where the objective function is the…
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates.…
This paper studies a machine learning regression problem as a multivariate approximation problem using the framework of the theory of random functions. An ab initio derivation of a regression method is proposed, starting from postulates of…
We generalize the celebrated isoperimetric inequality of Khot, Minzer, and Safra~(SICOMP 2018) for Boolean functions to the case of real-valued functions $f \colon \{0,1\}^d\to\mathbb{R}$. Our main tool in the proof of the generalized…
We consider a general monotone regression estimation where we allow for independent and dependent regressors. We propose a modification of the classical isotonic least squares estimator and establish its rate of convergence for the…
A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone function intervals and apply this to a number of economic settings.…
We consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n)$ such that, conditional on the $X_i$, the $Y_i$ are independent random variables with distribution functions $F_{X_i}$, where $(F_x)_x$ is an unknown family of distribution…
Wider adoption of neural networks in many critical domains such as finance and healthcare is being hindered by the need to explain their predictions and to impose additional constraints on them. Monotonicity constraint is one of the most…
Stability issues with reinforcement learning methods persist. To better understand some of these stability and convergence issues involving deep reinforcement learning methods, we examine a simple linear quadratic example. We interpret the…
The monotone rearrangement of a function is the non-decreasing function with the same distribution. The convex rearrangement of a smooth function is obtained by integrating the monotone rearrangement of its derivative. This operator can be…
Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…
We detail a simple procedure (easily convertible to an algorithm) for constructing from quasi-uniform samples of $f$ a sequence of linear spline functions converging to the monotone rearrangement of $f$, in the case where $f$ is an almost…