Lipschitz Unimodal and Isotonic Regression on Paths and Trees

We describe algorithms for finding the regression of t, a sequence of values, to the closest sequence s by mean squared error, so that s is always increasing (isotonicity) and so the values of two consecutive points do not increase by too much (Lipschitz). The isotonicity constraint can be replaced with a unimodular constraint, where there is exactly one local maximum in s. These algorithm are generalized from sequences of values to trees of values. For each scenario we describe near-linear time algorithms. ∗The work was primarily done when the second and third authors were at Duke University. Research supported by NSF under grants CNS-05-40347, CFF-06-35000, and DEB-04-25465, by ARO grants W911NF-04-1-0278 and W911NF-07-1-0376, by an NIH grant 1P50-GM-08183-01, by a DOE grant OEG-P200A070505, by a grant from the U.S.–Israel Binational Science Foundation, and a subaward to the University of Utah under NSF Award 0937060 to Computing Research Association.