Statistics Seminar: Qiyang Han

Speaker: Qiyang Han, Rutgers University

Title: Multiple Isotonic Regression: Limit Distribution Theory and Confidence Intervals

Abstract: In the first part of the talk, we study limit distributions for the tuning-free max-min block estimators in multiple isotonic regression under both fixed lattice design and random design settings. We show that at a fixed interior point in the design space, the estimation error of the max-min block estimator converges in distribution to a non-Gaussian limit at certain rate depending on the number of vanishing derivatives and certain effective dimension and sample size that drive the asymptotic theory. The limiting distribution can be viewed as a generalization of the well-known Chernoff distribution in univariate problems. The convergence rate is optimal in a local asymptotic minimax sense.

In the second part of the talk, we demonstrate how to use this limiting distribution to construct tuning-free pointwise nonparametric confidence intervals in this model, despite the existence of an infinite-dimensional nuisance parameter in the limit distribution that involves multiple unknown partial derivatives of the true regression function. We show that this difficult nuisance parameter can be effectively eliminated by taking advantage of information beyond point estimates in the block max-min and min-max estimators through random weighting. Notably, the construction of the confidence intervals, even new in the univariate setting, requires no more efforts than performing an isotonic regression for once using the block max-min and min-max estimators, and can be easily adapted to other common monotone models. 

This talk is based on joint work with Hang Deng and Cun-Hui Zhang.

Biography: Qiyang Han is an assistant professor of Statistics at Rutgers University. He received a Ph.D. in Statistics from University of Washington in 2018 under the supervision of Professor Jon A. Wellner, and a B.Sc. in mathematics from Fudan University in 2013. He is broadly interested in mathematical statistics and high dimensional probability. His current research is concentrated on abstract empirical process theory, and its applications to nonparametric function estimation (with a special focus on shape-restricted problems), Bayes nonparametrics, and high dimensional statistics.