Plugin estimation of smooth optimal transport maps
Plugin estimation of smooth optimal transport maps Page 1 The Annals of Statistics 2024, Vol.
52, No. 3, 966–998 https://doi.org/10.1214/24-AOS2379 © Institute of Mathematical Statistics …
52, No. 3, 966–998 https://doi.org/10.1214/24-AOS2379 © Institute of Mathematical Statistics …
[LIBRO][B] Modern nonconvex nondifferentiable optimization
Mathematical optimization has always been at the heart of engineering, statistics, and
economics. In these applied domains, optimization concepts and methods have often been …
economics. In these applied domains, optimization concepts and methods have often been …
Data-driven sample average approximation with covariate information
We study optimization for data-driven decision making when we have observations of the
uncertain parameters within an optimization model together with concurrent observations of …
uncertain parameters within an optimization model together with concurrent observations of …
Nonparametric shape-restricted regression
We consider the problem of nonparametric regression under shape constraints. The main
examples include isotonic regression (with respect to any partial order), unimodal/convex …
examples include isotonic regression (with respect to any partial order), unimodal/convex …
Shape-Constrained Statistical Inference
L Dümbgen - Annual Review of Statistics and Its Application, 2024 - annualreviews.org
Statistical models defined by shape constraints are a valuable alternative to parametric
models or nonparametric models defined in terms of quantitative smoothness constraints …
models or nonparametric models defined in terms of quantitative smoothness constraints …
[HTML][HTML] Convex support vector regression
Nonparametric regression subject to convexity or concavity constraints is increasingly
popular in economics, finance, operations research, machine learning, and statistics …
popular in economics, finance, operations research, machine learning, and statistics …
Composite difference-max programs for modern statistical estimation problems
Many modern statistical estimation problems are defined by three major components: a
statistical model that postulates the dependence of an output variable on the input features; …
statistical model that postulates the dependence of an output variable on the input features; …
LASSO variable selection in data envelopment analysis with small datasets
CY Lee, JY Cai - Omega, 2020 - Elsevier
The curse of dimensionality problem arises when a limited number of observations are used
to estimate a high-dimensional frontier, in particular, by data envelopment analysis (DEA) …
to estimate a high-dimensional frontier, in particular, by data envelopment analysis (DEA) …
Max-affine regression: Parameter estimation for Gaussian designs
Max-affine regression refers to a model where the unknown regression function is modeled
as a maximum of unknown affine functions for a fixed. This generalizes linear regression …
as a maximum of unknown affine functions for a fixed. This generalizes linear regression …
[HTML][HTML] Generalized quantile and expectile properties for shape constrained nonparametric estimation
Convex quantile regression (CQR) is a fully nonparametric approach to estimating quantile
functions, which has proved useful in many applications of productivity and efficiency …
functions, which has proved useful in many applications of productivity and efficiency …