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We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

In optimal transport, quadratic regularization is a sparse alternative to entropic regularization: the solution measure tends to have small support. Computational experience suggests that the support decreases monotonically to the…

Optimization and Control · Mathematics 2025-04-16 Alberto González-Sanz , Marcel Nutz , Andrés Riveros Valdevenito

A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transport theories, this paper introduces a novel principal curve…

Methodology · Statistics 2025-01-15 Tongseok Lim , Kyeongsik Nam , Jinwon Sohn

Given a function f: [a,b] -> R, if f(a) < 0 and f(b)> 0 and f is continuous, the Intermediate Value Theorem implies that f has a root in [a,b]. Moreover, given a value-oracle for f, an approximate root of f can be computed using the…

Computer Science and Game Theory · Computer Science 2024-03-01 Alexandros Hollender , Chester Lawrence , Erel Segal-Halevi

The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…

Methodology · Statistics 2021-11-03 Ufuk Beyaztas , Han Lin Shang

This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity…

Numerical Analysis · Mathematics 2024-05-08 Markus Holzleitner , Sergei Pereverzyev

Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…

Methodology · Statistics 2025-12-16 Wenwu Gao , Dongyi Zheng , Hanbing Zhu

Consider a sequence of real data points $X_1,\ldots, X_n$ with underlying means $\theta^*_1,\dots,\theta^*_n$. This paper starts from studying the setting that $\theta^*_i$ is both piecewise constant and monotone as a function of the index…

Statistics Theory · Mathematics 2019-08-05 Chao Gao , Fang Han , Cun-Hui Zhang

In monotone submodular function maximization, approximation guarantees based on the curvature of the objective function have been extensively studied in the literature. However, the notion of curvature is often pessimistic, and we rarely…

Data Structures and Algorithms · Computer Science 2017-09-12 Tasuku Soma , Yuichi Yoshida

One means of fitting functions to high-dimensional data is by providing smoothness constraints. Recently, the following smooth function approximation problem was proposed: given a finite set $E \subset \mathbb{R}^d$ and a function $f: E…

Machine Learning · Statistics 2018-04-02 Adam Gustafson , Matthew Hirn , Kitty Mohammed , Hariharan Narayanan , Jason Xu

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

We consider Grenander type estimators for monotone functions $f$ in a very general setting, which includes estimation of monotone regression curves, monotone densities, and monotone failure rates. These estimators are defined as the…

Statistics Theory · Mathematics 2014-10-09 Cécile Durot , Hendrik P. Lopuhaä

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…

Machine Learning · Statistics 2013-10-04 Peter Kovesarki , Ian C. Brock

Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…

Numerical Analysis · Mathematics 2023-07-25 Yohei M. Koyama

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…

Applications · Statistics 2017-09-27 Denis Chetverikov , Daniel Wilhelm

We consider the problem of isotonic regression, where the underlying signal $x$ is assumed to satisfy a monotonicity constraint, that is, $x$ lies in the cone $\{ x\in\mathbb{R}^n : x_1 \leq \dots \leq x_n\}$. We study the isotonic…

Statistics Theory · Mathematics 2018-11-01 Fan Yang , Rina Foygel Barber

We study the $L_1$-approximation of $d$-variate monotone functions based on information from $n$ function evaluations. It is known that this problem suffers from the curse of dimensionality in the deterministic setting, that is, the number…

Numerical Analysis · Mathematics 2018-03-02 Robert J. Kunsch

A univariate continuous function can always be decomposed as the sum of a non-increasing function and a non-decreasing one. Based on this property, we propose a non-parametric regression method that combines two spline-fitted monotone…

Methodology · Statistics 2024-04-11 Lijun Wang , Xiaodan Fan , Hongyu Zhao , Jun S. Liu

This paper studies estimation in functional linear quantile regression in which the dependent variable is scalar while the covariate is a function, and the conditional quantile for each fixed quantile index is modeled as a linear functional…

Statistics Theory · Mathematics 2013-02-28 Kengo Kato
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