The Minimax Rate of Denoising Flows on Trees

RESUMO

Isotonic regression and mean estimation over a simplex are among the most classical denoising problems under geometric constraints. Chatterjee and Lafferty generalized both to the recovery of a flow on a rooted tree from Gaussian noise, with isotonic regression on a path and the simplex on a star. Their results reach only special trees; on a general tree the minimax risk remained unknown for a decade. We settle the question in full. On every tree with $n$ vertices, at every budget $V$ and noise level $\sigma$, the minimax risk is of order $\min\{V^2H_T,\ \sigma^2k_0\}$, with $H_T$ the diameter and $k_0$ the crossing index of a truncated ancestor profile. A deterministic estimator, an exponentially weighted aggregate over integer states, attains it in $O(n^2\log(n+1))$ arithmetic operations. Least squares at a known budget, the natural convex program for the model, is suboptimal in the worst case by a factor of order $(\log n)^{2/5}$. One functional, the truncated ancestor profile, carries the rate, the estimator, and the least squares comparison. It serves as covering radius, as packing entropy in the positive cone, and as the range of the one-dimensional state behind the exact computation. Two classical theories become one on trees, sharp and computable throughout.