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The note describes the cones in the Euclidean space admitting isotonic metric projection with respect to the coordinate-wise ordering. As a consequence it is showed that the metric projection onto the regression cone (the cone defined by…

统计理论 · 数学 2015-06-03 A. B. Németh , S. Z. Németh

The basic tool for solving problems in metric geometry and isotonic regression is the metric projection onto closed convex cones. Isotonicity of these projections with respect to a given order relation can facilitate finding the solutions…

最优化与控制 · 数学 2016-02-16 A. B. Németh , S. Z. Németh

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…

统计理论 · 数学 2019-09-06 Ted Westling , Mark van der Laan , Marco Carone

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…

统计理论 · 数学 2023-11-21 Soham Mallick , Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Solutions of a variational inequality are found by giving conditions for the monotone convergence with respect to a cone of the Picard iteration corresponding to its natural map. One of these conditions is the isotonicity of the projection…

最优化与控制 · 数学 2015-03-23 S. Z. Németh , G. Zhang

Isotonic regression (IR) is shape-constrained regression to maintain a univariate fitting curve non-decreasing, which has numerous applications including single-index models and probability calibration. When it comes to multi-output…

机器学习 · 统计学 2026-03-12 Han Bao , Amirreza Eshraghi , Yutong Wang

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…

统计理论 · 数学 2020-12-22 Andrii Babii , Rohit Kumar

We consider the problem of estimating an unknown $\theta\in {\mathbb{R}}^n$ from noisy observations under the constraint that $\theta$ belongs to certain convex polyhedral cones in ${\mathbb{R}}^n$. Under this setting, we prove bounds for…

统计理论 · 数学 2015-07-31 Sabyasachi Chatterjee , Adityanand Guntuboyina , Bodhisattva Sen

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…

统计理论 · 数学 2022-11-24 Kang Wang , Subhashis Ghosal

A wedge (i.e., a closed nonempty set in the Euclidean space stable under addition and multiplication with non-negative scalars) induces by a standard way a semi-order (a reflexive and transitive binary relation) in the space. The wedges…

最优化与控制 · 数学 2012-01-24 A. B. Németh , S. Z. Németh

We study the problem of estimating piecewise monotone vectors. This problem can be seen as a generalization of the isotonic regression that allows a small number of order-violating changepoints. We focus mainly on the performance of the…

统计理论 · 数学 2020-03-10 Kentaro Minami

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…

统计理论 · 数学 2021-06-25 Ashwin Pananjady , Richard J. Samworth

Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…

统计理论 · 数学 2008-12-18 Ou Zhao , Michael Woodroofe

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

统计理论 · 数学 2019-03-26 Philippe Rigollet , Jonathan Weed

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

最优化与控制 · 数学 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

计量经济学 · 经济学 2020-12-01 Koohyun Kwon , Soonwoo Kwon

In this paper we study minimax and adaptation rates in general isotonic regression. For uniform deterministic and random designs in $[0,1]^d$ with $d\ge 2$ and $N(0,1)$ noise, the minimax rate for the $\ell_2$ risk is known to be bounded…

统计理论 · 数学 2020-01-13 Hang Deng , Cun-Hui Zhang

We consider the problem of estimating an unknown coordinate-wise monotone function given noisy measurements, known as the isotonic regression problem. Often, only a small subset of the features affects the output. This motivates the sparse…

统计理论 · 数学 2019-07-04 David Gamarnik , Julia Gaudio

We study the bias of the isotonic regression estimator. While there is extensive work characterizing the mean squared error of the isotonic regression estimator, relatively little is known about the bias. In this paper, we provide a sharp…

统计理论 · 数学 2020-01-14 Ran Dai , Hyebin Song , Rina Foygel Barber , Garvesh Raskutti

This paper addresses the problem of estimating a convex regression function under both the sup-norm risk and the pointwise risk using B-splines. The presence of the convex constraint complicates various issues in asymptotic analysis,…

统计理论 · 数学 2012-05-02 Xiao Wang , Jinglai Shen
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