Contraction and uniform convergence of isotonic regression

DOI10.1214/18-EJS1520MaRDI QIDQ668612zbMATH OpenOpenAlexWikidataFDO

Authors Fan Yang, Rina Foygel Barber

Publication date 19 March 2019

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.01852, https://projecteuclid.org/euclid.ejs/1550286095

zbMATH Keywords

density estimationcontractionisotonic regressionconvergence ratesdata-adaptive band

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: 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 $xinmathbb{R}^n:x_{1}leqdotsleq{x}_n$. We study the isotonic projection operator (projection to this cone), and find a necessary and sufficient condition characterizing all norms with respect to which this projection is contractive. This enables a simple and non-asymptotic analysis of the convergence properties of isotonic regression, yielding uniform confidence bands that adapt to the local Lipschitz properties of the signal.

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Cited in

(13)

• Isotonic regression and isotonic projection
• Local continuity of log-concave projection, with applications to estimation under model misspecification
• Nonparametric shape-restricted regression
• A new computational framework for log-concave density estimation
• Isotonic regression in multi-dimensional spaces and graphs
• Estimating piecewise monotone signals
• Isotonic regression in general dimensions
• Isotonic subgroup selection
• The bias of isotonic regression
• Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering
• Convergence guarantee for the sparse monotone single index model
• Monotone Cubic B-Splines with a Neural-Network Generator
• On the maximal deviation of kernel regression estimators with NMAR response variables

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