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We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

Methodology · Statistics 2025-10-29 Jian Yan , Zhuoxi Li , Yang Ning , Yong Chen

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…

Statistics Theory · Mathematics 2018-05-07 Konstantinos Fokianos , Anne Leucht , Michael H. Neumann

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

Multiple imputation is a highly recommended technique to deal with missing data, but the application to longitudinal datasets can be done in multiple ways. When a new wave of longitudinal data arrives, we can treat the combined data of…

Methodology · Statistics 2026-05-18 X. M. Kavelaars , S. van Buuren , J. R. van Ginkel

This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…

Statistics Theory · Mathematics 2023-08-02 Shiyuan He , Hanxuan Ye , Kejun He

We deal with monotonic regression of multivariate functions $f: Q \to \mathbb{R}$ on a compact rectangular domain $Q$ in $\mathbb{R}^d$, where monotonicity is understood in a generalized sense: as isotonicity in some coordinate directions…

Optimization and Control · Mathematics 2020-09-07 Jochen Schmid

Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a…

Statistics Theory · Mathematics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Alfred Galichon

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

Motivated by models for multiway comparison data, we consider the problem of estimating a coordinate-wise isotonic function on the domain $[0, 1]^d$ from noisy observations collected on a uniform lattice, but where the design points have…

Statistics Theory · Mathematics 2021-06-25 Ashwin Pananjady , Richard J. Samworth

This article introduces a new nonparametric method for estimating a univariate regression function of bounded variation. The method exploits the Jordan decomposition which states that a function of bounded variation can be decomposed as the…

Statistics Theory · Mathematics 2016-08-11 Arnaud Guyader , Nick Hengartner , Nicolas Jégou , Eric Matzner-Løber

Isotonic regression is a nonparametric approach for fitting monotonic models to data that has been widely studied from both theoretical and practical perspectives. However, this approach encounters computational and statistical overfitting…

Methodology · Statistics 2012-03-21 Ronny Luss , Saharon Rosset , Moni Shahar

Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In…

Statistics Theory · Mathematics 2009-09-03 T. Tony Cai , Harrison H. Zhou

In many problems, a sensible estimator of a possibly multivariate monotone function may itself fail to be monotone. We study the correction of such an estimator obtained via projection onto the space of functions monotone over a finite grid…

Statistics Theory · Mathematics 2019-09-06 Ted Westling , Mark van der Laan , Marco Carone

Longitudinal binary or count functional data are common in neuroscience, but are often too large to analyze with existing functional regression methods. We propose one-step penalized generalized estimating equations that supports…

Methodology · Statistics 2026-03-31 Gabriel Loewinger , Alex W. Levis , Erjia Cui , Francisco Pereira

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

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…

Statistics Theory · Mathematics 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…

Statistics Theory · Mathematics 2023-11-21 Soham Mallick , Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan