Lipschitz unimodal and isotonic regression on paths and trees

  • Authors:
  • Pankaj K. Agarwal;Jeff M. Phillips;Bardia Sadri

  • Affiliations:
  • Duke University;University of Utah;University of Toronto

  • Venue:
  • LATIN'10 Proceedings of the 9th Latin American conference on Theoretical Informatics
  • Year:
  • 2010

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Abstract

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, for exactly one local maximum in s. These algorithm are generalized from sequences of values to trees of values. For each we describe near-linear time algorithms.