Isotonic regression in multi-dimensional spaces and graphs (Q1996789)

This work considers the minimax and adaptation rates in the multivariate isotonic regression setting. The minimax theorem is used as the theoretical foundation to build a case for developing estimators which lie in-between the max-min and min-max estimators over possibly smaller classes of upper and lower sets, including a subclass of block estimators. Further, based on appropriate moment conditions on the noise, the research proceeds by providing corresponding risk bounds for such general estimators for isotonic regression on graphs. The asymptotic properties of these estimates are studied in detail and in particular the block estimate is shown to possess the so-called oracle property in variable selection.