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The bias of isotonic regression

math.ST · 2019-08-13 · conditional · novelty 8.0

For smooth strictly increasing signals, the bias of isotonic regression is at most C(log n/n)^{β/3}, with matching lower bounds up to log factors; flat signals make bias as large as the error.

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  • The bias of isotonic regression math.ST · 2019-08-13 · conditional · none · ref 5

    For smooth strictly increasing signals, the bias of isotonic regression is at most C(log n/n)^{β/3}, with matching lower bounds up to log factors; flat signals make bias as large as the error.