Plugin estimation of smooth optimal transport maps

T Manole, S Balakrishnan, J Niles-Weed… - The Annals of …, 2024 - projecteuclid.org
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 …

[LIBRO][B] Modern nonconvex nondifferentiable optimization

Y Cui, JS Pang - 2021 - SIAM
Mathematical optimization has always been at the heart of engineering, statistics, and
economics. In these applied domains, optimization concepts and methods have often been …

Data-driven sample average approximation with covariate information

R Kannan, G Bayraksan, JR Luedtke - Operations Research, 2025 - pubsonline.informs.org
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 …

Nonparametric shape-restricted regression

A Guntuboyina, B Sen - Statistical Science, 2018 - JSTOR
We consider the problem of nonparametric regression under shape constraints. The main
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 …

[HTML][HTML] Convex support vector regression

Z Liao, S Dai, T Kuosmanen - European Journal of Operational Research, 2024 - Elsevier
Nonparametric regression subject to convexity or concavity constraints is increasingly
popular in economics, finance, operations research, machine learning, and statistics …

Composite difference-max programs for modern statistical estimation problems

Y Cui, JS Pang, B Sen - SIAM Journal on Optimization, 2018 - SIAM
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; …

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) …

Max-affine regression: Parameter estimation for Gaussian designs

A Ghosh, A Pananjady, A Guntuboyina… - IEEE Transactions …, 2021 - ieeexplore.ieee.org
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 …

[HTML][HTML] Generalized quantile and expectile properties for shape constrained nonparametric estimation

S Dai, T Kuosmanen, X Zhou - European Journal of Operational Research, 2023 - Elsevier
Convex quantile regression (CQR) is a fully nonparametric approach to estimating quantile
functions, which has proved useful in many applications of productivity and efficiency …