activity
20132026
most citedOn risk bounds in isotonic and other shape restricted regression problems

141 citations · 222 across the 20 of their papers we have counts for

collaborators

26 papers

math.ST2026

An Exact Pointwise Characterization for Total Variation Denoising in Quantile Regression

Deep Ghoshal, Sabyasachi Chatterjee

Total variation denoising (TVD) is a classical method for denoising and curve fitting, yet an explicit pointwise description of its fitted values has only recently been established…

math.ST2023★ 1 cited

Central Limit Theorem for Gram-Schmidt Random Walk Design

Sabyasachi Chatterjee, Partha S. Dey, Subhajit Goswami

We prove a central limit theorem for the Horvitz-Thompson estimator based on the Gram-Schmidt Walk (GSW) design, recently developed in Harshaw et al.(2022). In particular, we consi…

math.ST2022

Spatially Adaptive Online Prediction of Piecewise Regular Functions

Sabyasachi Chatterjee, Subhajit Goswami

We consider the problem of estimating piecewise regular functions in an online setting, i.e., the data arrive sequentially and at any round our task is to predict the value of the…

math.ST2022★ 1 cited

Element-wise Estimation Error of Generalized Fused Lasso

Teng Zhang, Sabyasachi Chatterjee

The main result of this article is that we obtain an elementwise error bound for the Fused Lasso estimator for any general convex loss function . We then focus on the special ca…

math.ST2022

A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond

Anamitra Chaudhuri, Sabyasachi Chatterjee

This paper formulates a general cross validation framework for signal denoising. The general framework is then applied to nonparametric regression methods such as Trend Filtering a…

math.ST2021★ 3 cited

Regret Minimization in Isotonic, Heavy-Tailed Contextual Bandits via Adaptive Confidence Bands

Sabyasachi Chatterjee, Subhabrata Sen

In this paper we initiate a study of non parametric contextual bandits under shape constraints on the mean reward function. Specifically, we study a setting where the context is on…