Isotonic regression in multi-dimensional spaces and graphs

is nondecreasing and its range is bounded by a constant, while the least squares estimator (LSE) is known to nearly achieve the minimax rate up to a factor

(l o g n)^{g} a m m a

where

n

is sample size,

g a m m a = 4

in the lattice design and

g a m m a = m a x 9 / 2, (d^{2} + d + 1) / 2

in the random design. Moreover, the LSE is known to achieve the adaptation rate

(K / n)^{- 2 / d} {1 v e e l o g (n / K)}^{2 g a m m a}

when

f

is piecewise constant on

K

hyperrectangles in a partition of

[0, 1]^{d}

. Due to the minimax theorem, the LSE is identical on every design point to both the max-min and min-max estimators over all upper and lower sets containing the design point. This motivates our consideration of 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. Under a

q

-th moment condition on the noise, we develop

e l l_{q}

risk bounds for such general estimators for isotonic regression on graphs. For uniform deterministic and random designs in

[0, 1]^{d}

with

d g e 3

, our

e l l_{2}

risk bound for the block estimator matches the minimax rate

n^{- 1 / d}

when the range of

f

is bounded and achieves the near parametric adaptation rate

(K / n) {1 v e e l o g (n / K)}^{d}

when

f

is

K

-piecewise constant. Furthermore, the block estimator possesses the following oracle property in variable selection: When

f

depends on only a subset

S

of variables, the

e l l_{2}

risk of the block estimator automatically achieves up to a poly-logarithmic factor the minimax rate based on the oracular knowledge of

S

.

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