Optimal rates for total variation denoising

Motivated by its practical success, we show that the 2D total variation denoiser satisfies a sharp oracle inequality that leads to near optimal rates of estimation for a large class of image models such as bi-isotonic, Hölder smooth and cartoons. Our analysis hinges on properties of the unnormalized...

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Main Authors: Huetter, Jan-Christian Klaus, Rigollet, Philippe
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: PMLR 2020
Online Access:https://hdl.handle.net/1721.1/125674
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author Huetter, Jan-Christian Klaus
Rigollet, Philippe
author2 Massachusetts Institute of Technology. Department of Mathematics
author_facet Massachusetts Institute of Technology. Department of Mathematics
Huetter, Jan-Christian Klaus
Rigollet, Philippe
author_sort Huetter, Jan-Christian Klaus
collection MIT
description Motivated by its practical success, we show that the 2D total variation denoiser satisfies a sharp oracle inequality that leads to near optimal rates of estimation for a large class of image models such as bi-isotonic, Hölder smooth and cartoons. Our analysis hinges on properties of the unnormalized Laplacian of the two-dimensional grid such as eigenvector delocalization and spectral decay. We also present extensions to more than two dimensions as well as several other graphs. Key words and phrases: Total variation regularization; TV denoising; sharp oracle inequalities; image denoising; edge Lasso; trend filtering; nonparametric regression; shape constrained regression; minimax
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spelling mit-1721.1/1256742022-09-29T12:44:58Z Optimal rates for total variation denoising Huetter, Jan-Christian Klaus Rigollet, Philippe Massachusetts Institute of Technology. Department of Mathematics Motivated by its practical success, we show that the 2D total variation denoiser satisfies a sharp oracle inequality that leads to near optimal rates of estimation for a large class of image models such as bi-isotonic, Hölder smooth and cartoons. Our analysis hinges on properties of the unnormalized Laplacian of the two-dimensional grid such as eigenvector delocalization and spectral decay. We also present extensions to more than two dimensions as well as several other graphs. Key words and phrases: Total variation regularization; TV denoising; sharp oracle inequalities; image denoising; edge Lasso; trend filtering; nonparametric regression; shape constrained regression; minimax 2020-06-04T17:41:41Z 2020-06-04T17:41:41Z 2016 2019-11-19T17:18:16Z Article http://purl.org/eprint/type/ConferencePaper 2640-3498 https://hdl.handle.net/1721.1/125674 Huetter, Jan-Christian and Philippe Rigollet. "Optimal rates for total variation denoising." 29th Annual Conference on Learning Theory, PMLR 49, (2016): 1115-1146. © 2016 J.-C. Hütter & P. Rigollet en http://proceedings.mlr.press/v49/huetter16.html 29th Annual Conference on Learning Theory, PMLR 49 Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf PMLR arXiv
spellingShingle Huetter, Jan-Christian Klaus
Rigollet, Philippe
Optimal rates for total variation denoising
title Optimal rates for total variation denoising
title_full Optimal rates for total variation denoising
title_fullStr Optimal rates for total variation denoising
title_full_unstemmed Optimal rates for total variation denoising
title_short Optimal rates for total variation denoising
title_sort optimal rates for total variation denoising
url https://hdl.handle.net/1721.1/125674
work_keys_str_mv AT huetterjanchristianklaus optimalratesfortotalvariationdenoising
AT rigolletphilippe optimalratesfortotalvariationdenoising