惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

The GitHub Blog
The GitHub Blog
博客园 - 三生石上(FineUI控件)
V
V2EX
博客园 - 司徒正美
小众软件
小众软件
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
T
Tailwind CSS Blog
Last Week in AI
Last Week in AI
雷峰网
雷峰网
月光博客
月光博客
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Apple Machine Learning Research
Apple Machine Learning Research
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
S
SegmentFault 最新的问题
美团技术团队
Hugging Face - Blog
Hugging Face - Blog
WordPress大学
WordPress大学
宝玉的分享
宝玉的分享
爱范儿
爱范儿
博客园 - 聂微东
量子位
J
Java Code Geeks
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Vercel News
Vercel News

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Isotonic regression with unknown permutations: Statistics...
Ashwin Pananjady, Richard J. Samworth · 2020-09-06 · via math.ST updates on arXiv.org

Motivated by models for multiway comparison data, we consider the problem of estimating a coordinate-wise isotonic function on the domain $[0, 1]^d$ from noisy observations collected on a uniform lattice, but where the design points have been permuted along each dimension. While the univariate and bivariate versions of this problem have received significant attention, our focus is on the multivariate case $d \geq 3$. We study both the minimax risk of estimation (in empirical $L_2$ loss) and the fundamental limits of adaptation (quantified by the adaptivity index) to a family of piecewise constant functions. We provide a computationally efficient Mirsky partition estimator that is minimax optimal while also achieving the smallest adaptivity index possible for polynomial time procedures. Thus, from a worst-case perspective and in sharp contrast to the bivariate case, the latent permutations in the model do not introduce significant computational difficulties over and above vanilla isotonic regression. On the other hand, the fundamental limits of adaptation are significantly different with and without unknown permutations: Assuming a hardness conjecture from average-case complexity theory, a statistical-computational gap manifests in the former case. In a complementary direction, we show that natural modifications of existing estimators fail to satisfy at least one of the desiderata of optimal worst-case statistical performance, computational efficiency, and fast adaptation. Along the way to showing our results, we improve adaptation results in the special case $d = 2$ and establish some properties of estimators for vanilla isotonic regression, both of which may be of independent interest.