Uncoupled isotonic regression via minimum Wasserstein deconvolution
Isotonic regression is a standard problem in shape-constrainedestimation where the goal is to estimate an unknown nondecreasingregression functionffrom independent pairs (xi,yi) whereE[yi] =f(xi),i= 1,...n. While this problem is well understood both statis-tically and computationally, much less is k...
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press (OUP),
2020-08-21T13:00:11Z.
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| Subjects: | |
| Online Access: | Get fulltext |