Results 11 to 20 of about 27,457 (208)
Nearly-Isotonic Regression [PDF]
Technometrics, 2011 We consider the problem of approximating a sequence of data points with a “nearly-isotonic,” or nearly-monotone function. This is formulated as a convex optimization problem that yields a family of solutions, with one extreme member being the standard isotonic regression fit. We devise a simple algorithm to solve for the path of solutions, which can be
Ryan J. Tibshirani +2 more
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Isotonic Regression via Partitioning [PDF]
Algorithmica, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Quentin F Stout
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M-estimators for isotonic regression [PDF]
Journal of Statistical Planning and Inference, 2012 In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk's classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates.
Alvarez, Enrique Ernesto +1 more
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Online Isotonic Regression [PDF]
, 2016 We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total squared loss ...
Koolen, Wouter M. +2 more
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Causal Isotonic Regression. [PDF]
J R Stat Soc Series B Stat Methodol, 2020 SummaryIn observational studies, potential confounders may distort the causal relationship between an exposure and an outcome. However, under some conditions, a causal dose–response curve can be recovered by using the G-computation formula. Most classical methods for estimating such curves when the exposure is continuous rely on restrictive parametric ...
Westling T, Gilbert P, Carone M.
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Strict L∞ Isotonic Regression [PDF]
Journal of Optimization Theory and Applications, 2011 Given a function f and weights w on the vertices of a directed acyclic graph G, an isotonic regression of (f,w) is an order-preserving real-valued function that minimizes the weighted distance to f among all order-preserving functions. When the distance is given via the supremum norm there may be many isotonic regressions.
Quentin F Stout
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Isotonic Regression for Multiple Independent Variables [PDF]
Algorithmica, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Quentin F Stout
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The bias of isotonic regression. [PDF]
Electron J Stat, 2020 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 characterization, proving that the bias scales as $O(n^{-β/3})$ up to log factors, where $1 \leq β\leq 2$ is the ...
Dai R, Song H, Barber RF, Raskutti G.
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Isotonic Distributional Regression [PDF]
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2021 AbstractIsotonic distributional regression (IDR) is a powerful non-parametric technique for the estimation of conditional distributions under order restrictions. In a nutshell, IDR learns conditional distributions that are calibrated, and simultaneously optimal relative to comprehensive classes of relevant loss functions, subject to isotonicity ...
Henzi, Alexander +2 more
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Iterative isotonic regression [PDF]
ESAIM: Probability and Statistics, 2015 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 sum of a non-decreasing function and a non-increasing function. This suggests combining the backfitting algorithm
Guyader, Arnaud +3 more
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