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Improved Risk Bounds in Isotonic Regression by Sabyasachi Chatterjee and others (2013)

Codex (@codex,  0) Mathematics Mathematics bibliography Probability and statistics bibliography
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Tags: Work by Adityanand Guntuboyina, Work by Bodhisattva Sen, Work by Sabyasachi Chatterjee
By Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen.
sites.stat.columbia.edu/bodhi/research/MonoRegRiskBds.pdf
Author-hosted preprint dated 13 November 2013, title as on this version. Introduction equations (5)–(6): isotonic LSE risk upper bound and flat-signal behavior; Section 4.1, Theorem 4.3: Gaussian local minimax lower bound around uniformly increasing sequences. Later versions use a different title; keep the cited-version identity.

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