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…

stat.ME2021

Quantile Regression by Dyadic CART

Oscar Hernan Madrid Padilla, Sabyasachi Chatterjee

In this paper we propose and study a version of the Dyadic Classification and Regression Trees (DCART) estimator from Donoho (1997) for (fixed design) quantile regression in genera…

cond-mat.mtrl-sci2021★ 3 cited

A discrete dislocation dynamics study of precipitate bypass mechanisms in nickel-based superalloys

Sabyasachi Chatterjee, Yang Li, Giacomo Po

Order strengthening in nickel-based superalloys is associated with the extra stress required for dislocations to bypass the precipitates distributed in the matrix. A rich…

cond-mat.mtrl-sci2020

How useful are formal hierarchies? A case study on averaging dislocation dynamics to define meso-macro plasticity

Sabyasachi Chatterjee, Amit Acharya

A formal hierarchy of exact evolution equations are derived for physically relevant space-time averages of state functions of microscopic dislocation dynamics. While such hierarchi…

math.ST2020★ 1 cited

Localising change points in piecewise polynomials of general degrees

Yi Yu, Sabyasachi Chatterjee, Haotian Xu

In this paper we are concerned with a sequence of univariate random variables with piecewise polynomial means and independent sub-Gaussian noise. The underlying polynomials are all…

math.ST2020

Risk Bounds for Quantile Trend Filtering

Oscar Hernan Madrid Padilla, Sabyasachi Chatterjee

We study quantile trend filtering, a recently proposed method for nonparametric quantile regression with the goal of generalizing existing risk bounds known for the usual trend fil…

cs.CE2020★ 7 cited

Plasticity without phenomenology: a first step

Sabyasachi Chatterjee, Giacomo Po, Xiaohan Zhang +2

A novel, concurrent multiscale approach to meso/macroscale plasticity is demonstrated. It utilizes a carefully designed coupling of a partial differential equation (pde) based theo…

math.ST2019★ 9 cited

Adaptive Estimation of Multivariate Piecewise Polynomials and Bounded Variation Functions by Optimal Decision Trees

Sabyasachi Chatterjee, Subhajit Goswami

Proposed by Donoho (1997), Dyadic CART is a nonparametric regression method which computes a globally optimal dyadic decision tree and fits piecewise constant functions in two dime…

math.ST2019★ 10 cited

New Risk Bounds for 2D Total Variation Denoising

Sabyasachi Chatterjee, Subhajit Goswami

2D Total Variation Denoising (TVD) is a widely used technique for image denoising. It is also an important nonparametric regression method for estimating functions with heterogenou…

stat.ML2018★ 4 cited

Prediction Rule Reshaping

Matt Bonakdarpour, Sabyasachi Chatterjee, Rina Foygel Barber +1

Two methods are proposed for high-dimensional shape-constrained regression and classification. These methods reshape pre-trained prediction rules to satisfy shape constraints like…

math.ST2017

Isotonic regression in general dimensions

Qiyang Han, Tengyao Wang, Sabyasachi Chatterjee +1

We study the least squares regression function estimator over the class of real-valued functions on that are increasing in each coordinate. For uniformly bounded signals…

math.NA2017★ 3 cited

Computing Singularly Perturbed Differential Equations

Sabyasachi Chatterjee, Amit Acharya, Zvi Artstein

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrat…

math.ST2017★ 13 cited

Adaptive Risk Bounds in Univariate Total Variation Denoising and Trend Filtering

Adityanand Guntuboyina, Donovan Lieu, Sabyasachi Chatterjee +1

We study trend filtering, a relatively recent method for univariate nonparametric regression. For a given positive integer , the -th order trend filtering estimator is define…

stat.ML2016★ 8 cited

Local Minimax Complexity of Stochastic Convex Optimization

Yuancheng Zhu, Sabyasachi Chatterjee, John Duchi +1

We extend the traditional worst-case, minimax analysis of stochastic convex optimization by introducing a localized form of minimax complexity for individual functions. Our main re…

math.ST2016

On Estimation in Tournaments and Graphs under Monotonicity Constraints

Sabyasachi Chatterjee, Sumit Mukherjee

We consider the problem of estimating the probability matrix governing a tournament or linkage in graphs from incomplete observations, under the assumption that the probability mat…

math.ST2016

Denoising Flows on Trees

Sabyasachi Chatterjee, John Lafferty

We study the estimation of flows on trees, a structured generalization of isotonic regression. A tree flow is defined recursively as a positive flow value into a node that is parti…

math.ST2016

An Improved Global Risk Bound in Concave Regression

Sabyasachi Chatterjee

A new risk bound is presented for the problem of convex/concave function estimation, using the least squares estimator. The best known risk bound, as had appeared in \citet{GSvex},…

math.ST2015

Adaptive Risk Bounds in Unimodal Regression

Sabyasachi Chatterjee, John Lafferty

We study the statistical properties of the least squares estimator in unimodal sequence estimation. Although closely related to isotonic regression, unimodal regression has not bee…

math.ST2015★ 14 cited

On matrix estimation under monotonicity constraints

Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen

We consider the problem of estimating an unknown matrix from noisy observations under the constraint that is nondecreasing in both rows…