Thomas Lumley 5/22/2014

Monotonicity and smoothness

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The article discusses the relative value of assuming monotonicity versus smoothness in statistical modeling. It explains that while monotonicity seems like a strong assumption, asymptotically it offers less benefit (Op(n^{-1/3})) than smoothness (Op(n^{-2/5})). However, with sparse data, monotonicity is more powerful, whereas smoothness becomes more useful with dense data.

Monotonicity and smoothness

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