Sparse high-dimensional isotonic regression

© 2019 Neural information processing systems foundation. All rights reserved. We consider the problem of estimating an unknown coordinate-wise monotone function given noisy measurements, known as the isotonic regression problem. Often, only a small subset of the features affects the output. This mot...

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Bibliographic Details
Main Authors: Gamarnik, David (Author), Gaudio, Julia (Author)
Other Authors: Sloan School of Management (Contributor), Massachusetts Institute of Technology. Operations Research Center (Contributor)
Format: Article
Language:English
Published: 2021-12-20T19:06:20Z.
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