Dragi Anevski, Philippe Soulier
We propose two estimators of a monotone spectral density, that are based on the periodogram. These are the isotonic regression of the periodogram and the isotonic regression of the log-periodogram. We derive pointwise limit distribution results for the proposed estimators for short memory linear processes and long memory Gaussian processes and also that the estimators are rate optimal.
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Shape constrained densities are encountered in many nonparametric estimation problems. The classes of monotone or convex (and monotone) densities can be viewed as special cases of the classes of k-monotone densities. A density g is said to be k-monotone if its successive derivatives up to order k-2 are alternately negative or positive, with the k-2 derivative convex (or concave) according as k is even (or odd) respectively. g is simply nonincreasing if k=1. These classes of shape constrained densities bridge the gap between the classes of monotone (1-monotone) and convex decreasing (2-monotone…
We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity conditions, we prove consistency of the proposed estimator and show that in terms of $L^2$-loss, the optimal rate of convergence for the proposed estimator is the same as that for the estimation of the derivative of a trajectory. This is a new contribution to the area of nonlinear nonparametric inverse problems. We conduct a simulation study to examine the finite sam…
We consider Grenander type estimators for monotone functions $f$ in a very general setting, which includes estimation of monotone regression curves, monotone densities, and monotone failure rates. These estimators are defined as the left-hand slope of the least concave majorant $\hat{F}_n$ of a naive estimator $F_n$ of the integrated curve $F$ corresponding to $f$. We prove that the supremum distance between $\hat{F}_n$ and $F_n$ is of the order $O_p(n^{-1}\log n)^{2/(4-τ)}$, for some $τ\in[0,4)$ that characterizes the tail probabilities of an approximating process for $F_n$. In typical exampl…
Motivated by the problem of estimating the bacterial growth rates for genome assemblies from shotgun metagenomic data, we consider the permuted monotone matrix model $Y=ΘΠ+Z$, where $Y\in \mathbb{R}^{n\times p}$ is observed, $Θ\in \mathbb{R}^{n\times p}$ is an unknown approximately rank-one signal matrix with monotone rows, $Π\in \mathbb{R}^{p\times p}$ is an unknown permutation matrix, and $Z\in \mathbb{R}^{n\times p}$ is the noise matrix. This paper studies the estimation of the extreme values associated to the signal matrix $Θ$, including its first and last columns, as well as their differe…
The analysis of the joint cumulative distribution function (CDF) with bivariate event time data is a challenging problem both theoretically and numerically. This paper develops a tensor spline-based sieve maximum likelihood estimation method to estimate the joint CDF with bivariate current status data. The I-splines are used to approximate the joint CDF in order to simplify the numerical computation of a constrained maximum likelihood estimation problem. The generalized gradient projection algorithm is used to compute the constrained optimization problem. Based on the properties of B-spline ba…
We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the "method of rearrangements" estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood estimator strictly dominates both the rearrangement and empirical estimators in cases when the distribution has intervals of constancy. For example, when the distribution is uniform on $\{0, ..., y \}$, the asymptotic risk of the method of rearrangements estimator (in squared $\ell_2$ norm) is $y/(y+1)$, while the asymptotic risk of the MLE is of order $(\log y)/(…
We study the asymptotic behavior of the Maximum Likelihood and Least Squares Estimators of a $k$-monotone density $g_0$ at a fixed point $x_0$ when $k>2$. We find that the $j$th derivative of the estimators at $x_0$ converges at the rate $n^{-(k-j)/(2k+1)}$ for $j=0,...,k-1$. The limiting distribution depends on an almost surely uniquely defined stochastic process $H_k$ that stays above (below) the $k$-fold integral of Brownian motion plus a deterministic drift when $k$ is even (odd). Both the MLE and LSE are known to be splines of degree $k-1$ with simple knots. Establishing the order of the …
The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the usual parametric or semiparametric situations in that the MLE of the monotone function at a point converges to the truth at rate $n^{1/3}$ (slower than the usual $\sqrt{n}$ rate) with a non-Gaussian limit distribution. A framework for likelihood based estimation of monotone functions is developed and limit theorems describing the behavior of the MLEs and th…
Density estimation using cellular binary trees and an application to monotone densities
本文提出基于细胞二叉树的直方图密度估计，复杂度一估计具有普遍一致性，复杂度二估计能以最优误差O(n^{-1/3})估计单调密度。
In this paper, we investigate the problem of nonparametric monotone frontier estimation from the perspective of extreme value theory. This enables us to revisit the asymptotic theory of the popular free disposal hull estimator in a more general setting, to derive new and asymptotically Gaussian estimators and to provide useful asymptotic confidence bands for the monotone boundary function. The finite-sample behavior of the suggested estimators is explored via Monte Carlo experiments. We also apply our approach to a real data set based on the production activity of the French postal services.
We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are obtained via the method of inversion of certain discrepancy statistics arising in hypothesis testing problems. The advantage of this approach is that it avoids the estimation of nuisance parameters such as the derivative of the unknown function, which existing methods are forced to deal with. While the methodology is motivated by earlier work in the indepen…
Resolvable Fourier Degree and Minimax Estimation on theBoolean Hypercube
本文研究布尔超立方体上傅里叶-索博列夫预算下的高维非参数回归，提出可解傅里叶度刻画极小极大风险，并扩展至单调回归及未知支撑情形。
In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a monotone log-concave probability density. By following the arguments of Rufibach (2006), we show that the NPMLE is uniformly consistent with respect to the supremum norm on compact subsets of the interior of the support. To fit the mixture model, we propose a semiparametric EM (SEM) algorithm, which can be adapted to other semiparametric mixture models. In our n…
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics
本文提出基于单调重排、非参数估计与自助法构造同时置信带的新框架，用于高维时间序列趋势和时变系数模型的同时推断，并通过温度与日照数据验证其有效性。
Online monotone density estimation and log-optimal calibration
针对在线单调密度估计问题，提出在线Grenander估计器和专家聚合估计器，在随机设定下证明期望累积对数似然差距的$O(n^{1/3})$界，并建立专家聚合估计器相对于离线最优单调估计器的$\sqrt{n\log{n}}$路径后悔界，进而应用于序贯假设检验的对数最优p-to-e校准器构建。
Consider a sequence of real data points $X_1,\ldots, X_n$ with underlying means $θ^*_1,\dots,θ^*_n$. This paper starts from studying the setting that $θ^*_i$ is both piecewise constant and monotone as a function of the index $i$. For this, we establish the exact minimax rate of estimating such monotone functions, and thus give a non-trivial answer to an open problem in the shape-constrained analysis literature. The minimax rate involves an interesting iterated logarithmic dependence on the dimension, a phenomenon that is revealed through characterizing the interplay between the isotonic shape …
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled isotonic es- timators at an interior point are shown to converge to Chernoff's distribution under minimal conditions on the stationary errors. Since the isotonic estimators suffer from the spiking problem at the end point, two modifications are proposed. The estima- tion errors for both estimators of the boundary point are shown to have interesting limiting …
We discuss an approach to signal recovery in Generalized Linear Models (GLM) in which the signal estimation problem is reduced to the problem of solving a stochastic monotone variational inequality (VI). The solution to the stochastic VI can be found in a computationally efficient way, and in the case when the VI is strongly monotone we derive finite-time upper bounds on the expected $\|\cdot\|_2^2$ error converging to 0 at the rate $O(1/K)$ as the number $K$ of observations grows. Our structural assumptions are essentially weaker than those necessary to ensure convexity of the optimization pr…
Principal Component Regression Dominates all Monotone Spectral Filters for Linear Regression
本文证明主成分回归（PCR）在所有单调谱滤波器中占优，包括梯度下降和岭回归，并建立新的上下界，扩展了Wu等人（2026）的结果。
We consider Grenander type estimators for a monotone function $λ:[0,1]\to\mathbb{R}$, obtained as the slope of a concave (convex) estimate of the primitive of $λ$. Our main result is a central limit theorem for the Hellinger loss, which applies to statistical models that satisfy the setup in Durot (2007). This includes estimation of a monotone density, for which the limiting variance of the Hellinger loss turns out to be independent of $λ$.
This paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions, also known as the quantile crossing problem. The method consists in sorting or monotone rearranging the original estimated non-monotone curve into a monotone rearranged curve. We show that the rearranged curve is closer to the true quantile curve in finite samples than the original curve, establish a functional delta method for rearrangement-related operators, and derive functional limit theory for the entire rearranged curve and its functiona…
The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations through the data before yielding convergence. Moreover, those approaches may introduce extra noises and biases to the subsequent modeling. In this work, we derive exact formulas and propose a novel algorithm to compute the maximum likelihood estimators (MLEs) of a multiple class, monotone missing dataset when all the covariance matrices of all categories are a…
Asymptotics of Nonparametric Estimation under General Non-monotone MAR Missingness: A Nonparametric Maximum Likelihood Approach
本文针对非单调MAR缺失情形，采用筛极大似然方法建立非参数估计的收敛速率，将其应用于密度估计时，所得估计量经EM算法近似后，在模拟中表现与使用完整数据的核密度估计器相当。
We study estimation of multivariate densities $p$ of the form $p(x)=h(g(x))$ for $x\in \mathbb {R}^d$ and for a fixed monotone function $h$ and an unknown convex function $g$. The canonical example is $h(y)=e^{-y}$ for $y\in \mathbb {R}$; in this case, the resulting class of densities [\mathcal {P}(e^{-y})={p=\exp(-g):g is convex}] is well known as the class of log-concave densities. Other functions $h$ allow for classes of densities with heavier tails than the log-concave class. We first investigate when the maximum likelihood estimator $\hat{p}$ exists for the class $\mathcal {P}(h)$ for var…
Revisiting consistency of a recursive estimator of mixing distributions
本文针对一般混合模型下混合分布的估计问题，在较弱条件下证明了预测递归（PR）算法的一致性，并验证了其在均匀核尺度混合问题及单调密度估计中的优越实际性能。
Maximum likelihood estimation for the $λ$-exponential family
本文针对$λ$-指数族提出一种基于不动点迭代的最大似然估计算法，并利用广义凸对偶证明似然单调性，通过$q$-高斯分布和Dirichlet扰动验证了方法。
Motivated by recent research on quantifying bacterial growth dynamics based on genome assemblies, we consider a permuted monotone matrix model $Y=ΘΠ+Z$, where the rows represent different samples, the columns represent contigs in genome assemblies and the elements represent log-read counts after preprocessing steps and Guanine-Cytosine (GC) adjustment. In this model, $Θ$ is an unknown mean matrix with monotone entries for each row, $Π$ is a permutation matrix that permutes the columns of $Θ$, and $Z$ is a noise matrix. This paper studies the problem of estimation/recovery of $Π$ given the obse…
We consider a high-dimensional monotone single index model (hdSIM), which is a semiparametric extension of a high-dimensional generalize linear model (hdGLM), where the link function is unknown, but constrained with monotone and non-decreasing shape. We develop a scalable projection-based iterative approach, the "Sparse Orthogonal Descent Single-Index Model" (SOD-SIM), which alternates between sparse-thresholded orthogonalized "gradient-like" steps and isotonic regression steps to recover the coefficient vector. Our main contribution is that we provide finite sample estimation bounds for both …
GLS under Monotone Heteroskedasticity
本文针对异方差 GLS 中条件方差函数估计难题，提出在非参数单调性约束下使用保序回归的两阶段 GLS 估计量，并通过模拟与老龄化—增长实证应用验证其有效性。
The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and Pólya as a sorting device for functions. Assuming that $x$ is a monotone function and that an estimate $x_n$ of $x$ is given, consider the monotone rearrangement $\hat{x}_n$ of $x_n$. This new estimator is shown to be uniformly consistent. Under suitable assumptions, pointwise limit distribution results for $\hat{x}_n$ are obtained. The framework is general and allows for weakly dependent and long range dependent stationary data. Applications in monotone density and regression function estimation are detailed.
Shape-constrained inference has wide applicability in bioassay, medicine, economics, risk assessment, and many other fields. Although there has been a large amount of work on monotone-constrained univariate curve estimation, multivariate shape-constrained problems are much more challenging, and fewer advances have been made in this direction. With a focus on monotone regression with multiple predictors, this current work proposes a projection approach to estimate a multiple monotone regression function. An initial unconstrained estimator -- such as a local polynomial estimator or spline estima…
We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score model, the outcome regression model for the non-treated group, or the potential non-monotonic treatment difference model. Our method also allows residual errors to depend on covariates. A single index structure is incorporated to facilitate the nonparametric estimation of the treatment difference. We then identify the optimal treatment through maximizing the val…
In a multi-index model with $k$ index vectors, the input variables are transformed by taking inner products with the index vectors. A transfer function $f: \mathbb{R}^k \to \mathbb{R}$ is applied to these inner products to generate the output. Thus, multi-index models are a generalization of linear models. In this paper, we consider monotone multi-index models. Namely, the transfer function is assumed to be coordinate-wise monotone. The monotone multi-index model therefore generalizes both linear regression and isotonic regression, which is the estimation of a coordinate-wise monotone function…
We consider kernel smoothed Grenander-type estimators for a monotone hazard rate and a monotone density in the presence of randomly right censored data. We show that they converge at rate $n^{2/5}$ and that the limit distribution at a fixed point is Gaussian with explicitly given mean and variance. It is well-known that standard kernel smoothing leads to inconsistency problems at the boundary points. It turns out that, also by using a boundary correction, we can only establish uniform consistency on intervals that stay away from the end point of the support (though we can go arbitrarily close …
Power Generalized KM-Transformation for Non-Monotone Failure Rate Distribution
本文提出幂广义KM变换（PGKM）这一新寿命模型以刻画非单调失效率，推导其矩、分位数、熵及极值分布，并用MLE、模拟和三组真实数据验证。
On the representation and learning of monotone triangular transport maps
本文提出通过光滑函数可逆变换表示单调三角传输映射的通用框架，证明其优化问题无虚假局部极小且全局极小解对应KR映射，并设计自适应算法实现稀疏半参数估计，应用于密度估计、无似然推断和图模型结构学习。
Given a matrix the seriation problem consists in permuting its rows in such way that all its columns have the same shape, for example, they are monotone increasing. We propose a statistical approach to this problem where the matrix of interest is observed with noise and study the corresponding minimax rate of estimation of the matrices. Specifically, when the columns are either unimodal or monotone, we show that the least squares estimator is optimal up to logarithmic factors and adapts to matrices with a certain natural structure. Finally, we propose a computationally efficient estimator in t…
Bayesian Inference for $k$-Monotone Densities with Applications to Multiple Testing
本文提出基于核混合表示与 Dirichlet 过程或有限混合先验的贝叶斯 $k$-单调密度估计方法，证明其极小极大近优后验收缩速率，并应用于大规模多重检验的 $p$-值密度建模。
In this article, a generalized inverse xgamma distribution (GIXGD) has been introduced as the generalized version of the inverse xgamma distribution. The proposed model exhibits the pattern of non-monotone hazard rate and belongs to family of positively skewed models. The explicit expressions of some distributional properties, such as, moments, inverse moments, conditional moments, mean deviation, quantile function have been derived. The maximum likelihood estimation procedure has been used to estimate the unknown model parameters as well as survival characteristics of GIXGD. The practical app…
Balancing Weights for Non-monotone Missing Data
针对非随机缺失下的非单调缺失数据问题，提出基于模式间矩平衡与函数基展开的平衡权重估计方法，通过惩罚项控制平滑度与不平衡性，证明其渐近性质并通过仿真验证了优越性能。
A modified score function for monotone likelihood in promotion time cure rate models
本文针对 promotion time 治愈率模型的单调似然问题，提出基于 Firth 偏差减少方法的修正得分函数，经模拟与真实数据集应用验证，可得到有限稳定的参数估计，使有丝分裂因子具统计显著性。
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a prior distribution using piecewise constant functions. For estimation, a prior imposing monotonicity of the heights of these steps is sensible, but the resulting posterior is harder to analyze theoretically. We consider a ``projection-posterior'' approach, where a conjugate normal prior is used, but the monotonicity constraint is imposed on posterior samples…
We study the monotone single index model where a real response variable $Y $ is linked to a $d$-dimensional covariate $X$ through the relationship $E[Y | X] = Ψ_0(α^T_0 X)$ almost surely. Both the ridge function, $Ψ_0$, and the index parameter, $α_0$, are unknown and the ridge function is assumed to be monotone on its interval of support. Under some regularity conditions, without imposing a particular distribution on the regression error, we show the $n^{-1/3}$ rate of convergence in the $\ell_2$-norm for the least squares estimator of the bundled function $ψ_0(α^T_0 \cdot),$ and also that of …
Top-$K$ ranking with a monotone adversary
针对带单调对手的Top-K排序问题，提出加权极大似然估计器，结合SDP图重加权与MMWU一阶方法，实现近最优样本复杂度，误差分析更精细且算法效率近线性。
We consider estimation in the single index model where the link function is monotone. For this model a profile least squares estimator has been proposed to estimate the unknown link function and index. Although it is natural to propose this procedure, it is still unknown whether it produces index estimates which converge at the parametric rate. We show that this holds if we solve a score equation corresponding to this least squares problem. Using a Lagrangian formulation, we show how one can solve this score equation without any reparametrization. This makes it easy to solve the score equation…
In observational studies, potential confounders may distort the causal relationship between an exposure and an outcome. However, under some conditions, a causal dose-response curve can be recovered using the G-computation formula. Most classical methods for estimating such curves when the exposure is continuous rely on restrictive parametric assumptions, which carry significant risk of model misspecification. Nonparametric estimation in this context is challenging because in a nonparametric model these curves cannot be estimated at regular rates. Many available nonparametric estimators are sen…
Asymptotics of Nonparametric Estimation under general non-monotone MAR missingness: A Bayesian Approach
本文提出一种贝叶斯方法，解决一般非单调MAR缺失情况下的非参数估计问题，证明了在MAR条件下，未受污染数据密度可达到最小大后验收缩速率。
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure rate. Different statistical properties such as reliability characteristics, moments, quantiles, mean deviation, generating function, conditional moments, stochastic ordering, residual lifetime function and various entropy measures have been derived. The estimation of the parameters for the proposed probability distribution has been addressed by maximum likelih…
Piecewise monotone estimation in one-parameter exponential family
本研究针对单参数指数族提出分段单调参数序列的估计方法，基于修改的PAVA算法利用自然与期望参数对偶性，并通过信息准则选择正则化参数，模拟验证其数据驱动检测变点能力，应用于谱估计、因果推断及ODE求解器误差量化。
The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p is formally described, involving a specialized design of numerical experiments. Then a statistical estimation of p is considered based on a sequential stochastic exploration of the input space. A maximum likelihood estimator of p based on successive dependent Bernoulli data is defined and its theoretical convergence properties are studied. Under intuitive or mild conditions, the estimation is faster and more robust t…
Snow density estimates below the surface, used with airplane-acquired ice-penetrating radar measurements, give a site-specific history of snow water accumulation. Because it is infeasible to drill snow cores across all of Antarctica to measure snow density and because it is critical to understand how climatic changes are affecting the world's largest freshwater reservoir, we develop methods that enable snow density estimation with uncertainty in regions where snow cores have not been drilled. In inland West Antarctica, snow density increases monotonically as a function of depth, except for pos…
Semi-parametric Benchmark Dose Analysis with Monotone Additive Models
本文提出基于单调可加模型的基准剂量分析框架，用惩罚B样条拟合、反射牛顿法估计剂量，并开发三种置信下限方法，应用于产前酒精暴露与儿童认知缺陷研究。
Influence as soft sparsity: Estimation of monotone functions on $\{0,1\}^d$
该研究探讨了如何从噪声观测中估计布尔超立方体上单调函数的问题，通过分析总L1影响来衡量目标函数的复杂性，并建立了相应的最小最大界。
Monotone Curve Estimation via Convex Duality
该研究基于最优传输理论提出带理论保证的单调主曲线框架，采用早停策略结合神经网络实现，模拟与真实数据实验验证其在单调结构数据上的准确性与鲁棒性，为相关应用提供新方法。
In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained rate is given by a functional relation using the underlying function $f_0$, and not by some smoothness parameter, and that this rate is optimal when considering the class of all monotone functions, in the sense that there exists a sequence of alternative monotone functions $f_1$, such that no other estimator can attain a better rate for both $f_0$ and $f_1$. We…
Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of estimators is subjected to global requirements, such as unbiasedness and range restrictions on the estimate value, and ideally, we seek estimators that are both efficient to derive and apply and {\em admissible} (not dominated, in terms of variance, by other estimators). Nevertheless, for a given data domain, sampling scheme, and query, there are many admissible esti…
In many problems, a sensible estimator of a possibly multivariate monotone function may itself fail to be monotone. We study the correction of such an estimator obtained via projection onto the space of functions monotone over a finite grid in the domain. We demonstrate that this corrected estimator has no worse supremal estimation error than the initial estimator, and that analogously corrected confidence bands contain the true function whenever the initial bands do, at no loss to average or maximal band width. Additionally, we demonstrate that the corrected estimator is uniformly asymptotica…
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that restricting the problem to models with monotone regression functions and monotone instruments significantly weakens the ill-posedness of the problem. In stark contrast to the existing literature, the presence of a monotone instrument implies boundedness of our measure of ill-posedness when restricted to the space of monotone functions. Based on this result we…
We propose two least-squares estimators of a discrete probability under the constraint of k-monotony and study their statistical properties. We give a characterization of these estimators based on the decomposition on a spline basis of k-monotone sequences. We develop an algorithm derived from the Support Reduction Algorithm and we finally present a simulation study to illustrate their properties.
On a Universal Strictly Decreasing Nonparametric Estimator Applied to the Drift Function of a Recurrent Diffusion Process Estimation
本文提出一种严格递减的非参数估计器，用于估计递归扩散过程的漂移函数，通过非渐近L1风险界和带宽选择方法提高估计精度。
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