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Univariate isotonic regression (IR) has been used for nonparametric estimation in dose-response and dose-finding studies. One undesirable property of IR is the prevalence of piecewise-constant stretches in its estimates, whereas the…

Methodology · Statistics 2017-01-24 Assaf P. Oron , Nancy Flournoy

Calibration of machine learning classifiers is necessary to obtain reliable and interpretable predictions, bridging the gap between model confidence and actual probabilities. One prominent technique, isotonic regression (IR), aims at…

Machine Learning · Computer Science 2023-11-22 Eugene Berta , Francis Bach , Michael Jordan

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 provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…

Methodology · Statistics 2026-05-19 Timo Kuosmanen , Juan F. Monge , José L. Ruiz , Xun Zhou

Isotonic distributional regression (IDR) is a powerful nonparametric technique for the estimation of conditional distributions under order restrictions. In a nutshell, IDR learns conditional distributions that are calibrated, and…

Methodology · Statistics 2021-09-29 Alexander Henzi , Johanna F. Ziegel , Tilmann Gneiting

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

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…

Computation · Statistics 2014-12-10 Janis Hardwick , Quentin F. Stout

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…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

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 $\mathbb{E}[y_i]=f(x_i), i=1, \ldots n$.…

Statistics Theory · Mathematics 2019-03-26 Philippe Rigollet , Jonathan Weed

Regression splines are smooth, flexible, and parsimonious nonparametric function estimators. They are known to be sensitive to knot number and placement, but if assumptions such as monotonicity or convexity may be imposed on the regression…

Applications · Statistics 2008-11-12 Mary C. Meyer

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

In the present paper, we propose and analyze a novel method for estimating a univariate regression function of bounded variation. The underpinning idea is to combine two classical tools in nonparametric statistics, namely isotonic…

Statistics Theory · Mathematics 2012-11-20 Arnaud Guyader , Nicolas Jégou , Alexander B. Németh , Sándor Z. Németh

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

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

Accurate and reliable probability predictions are essential for multi-class supervised learning tasks, where well-calibrated models enable rational decision-making. While isotonic regression has proven effective for binary calibration, its…

Machine Learning · Computer Science 2025-12-11 Alon Arad , Saharon Rosset

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

Machine Learning · Computer Science 2017-07-31 Francis Bach

This paper studies the estimation and inference for the isotonic regression at the boundary point, an object that is particularly interesting and required in the analysis of monotone regression discontinuity designs. We show that the…

Statistics Theory · Mathematics 2020-12-22 Andrii Babii , Rohit Kumar

We consider the problem of adaptive inference on a regression function at a point under a multivariate nonparametric regression setting. The regression function belongs to a H\"older class and is assumed to be monotone with respect to some…

Statistics Theory · Mathematics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

The information bottleneck (IB) approach is popular to improve the generalization, robustness and explainability of deep neural networks. Essentially, it aims to find a minimum sufficient representation $\mathbf{t}$ by striking a trade-off…

Machine Learning · Computer Science 2024-04-30 Shujian Yu , Xi Yu , Sigurd Løkse , Robert Jenssen , Jose C. Principe
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