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Isotonic subgroup selection - MaRDI portal

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Isotonic subgroup selection

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Publication:159605

DOI10.48550/ARXIV.2305.04852arXiv2305.04852MaRDI QIDQ159605

Author name not available (Why is that?)

Publication date: 8 May 2023

Abstract: Given a sample of covariate-response pairs, we consider the subgroup selection problem of identifying a subset of the covariate domain where the regression function exceeds a pre-determined threshold. We introduce a computationally-feasible approach for subgroup selection in the context of multivariate isotonic regression based on martingale tests and multiple testing procedures for logically-structured hypotheses. Our proposed procedure satisfies a non-asymptotic, uniform Type I error rate guarantee with power that attains the minimax optimal rate up to poly-logarithmic factors. Extensions cover classification, isotonic quantile regression and heterogeneous treatment effect settings. Numerical studies on both simulated and real data confirm the practical effectiveness of our proposal, which is implemented in the R package ISS.





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