Uncoupled isotonic regression via minimum Wasserstein deconvolution

Isotonic regression is a standard problem in shape-constrainedestimation where the goal is to estimate an unknown nondecreasingregression functionffrom independent pairs (xi,yi) whereE[yi] =f(xi),i= 1,...n. While this problem is well understood both statis-tically and computationally,...

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Bibliographic Details
Main Authors: Rigollet, Philippe, Weed, Jonathan
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: Oxford University Press (OUP) 2020
Online Access:https://hdl.handle.net/1721.1/126717