On estimation of isotonic piecewise constant signals (Q2196185)

The authors consider observing an $n$-dimensional vector of independent entries with unknown underlying mean. The problem solved is to derive precise minimax rates of the parametric space. They claim that this rate can be achieved by using least-squares procedures, the so-called reduced isotonic regression. They compare it with the ordinary isotonic one and prove that it can avoid overfitting the data. They also derive exact minimax rates under particular losses.