Related papers: From Isotonic to Lipschitz Regression: A New Inter…
Newton-type methods are typically analyzed under Lipschitz continuity of the Hessian, an assumption that can fail for objectives with higher-order or polynomial growth. We introduce a class of nonlinearly preconditioned Newton methods that…
Techniques known as Nonlinear Set Membership prediction, Kinky Inference or Lipschitz Interpolation are fast and numerically robust approaches to nonparametric machine learning that have been proposed to be utilised in the context of system…
Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…
The recovery of the intrinsic geometric structures of data collections is an important problem in data analysis. Supervised extensions of several manifold learning approaches have been proposed in the recent years. Meanwhile, existing…
We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…
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…
Isotonic regression is a shape-constrained nonparametric regression in which the regression is an increasing step function. For $n$ data points, the number of steps in the isotonic regression may be as large as $n$. As a result, standard…
We investigate the addition of constraints on the function image and its derivatives for the incorporation of prior knowledge in symbolic regression. The approach is called shape-constrained symbolic regression and allows us to enforce e.g.…
Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is…
We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and…
We develop a novel stochastic derivative estimation framework for sample performance functions that are discontinuous in the parameter of interest, based on the multidimensional Leibniz integral rule. When discontinuities arise from…
In this paper, we deal with the inverse problem of the shape reconstruction of inclusions in elastic bodies. The main idea of this reconstruction is based on the monotonicity property of the Neumann-to-Dirichlet operator presented in a…
The Lipschitz constant of the map between the input and output space represented by a neural network is a natural metric for assessing the robustness of the model. We present a new method to constrain the Lipschitz constant of dense deep…
Shape-constrained functional data encompass a wide array of application fields, such as activity profiling, growth curves, healthcare and mortality. Most existing methods for general functional data analysis often ignore that such data are…
We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…
We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…
Isotonic regression is a standard problem in shape-constrained estimation where the goal is to estimate an unknown nondecreasing regression function $f$ from independent pairs $(x_i, y_i)$ where $\mathbb{E}[y_i]=f(x_i), i=1, \ldots n$.…
Generalized additive models have been popular among statisticians and data analysts in multivariate nonparametric regression with non-Gaussian responses including binary and count data. In this paper, a new likelihood approach for fitting…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
We introduce Lipschitz continuous and $C^{1,1}$ geometric approximation and interpolation methods for sampled bounded uniformly continuous functions over compact sets and over complements of bounded open sets in $\mathbb{R}^n$ by using…