higher-order total variation class
Reviews: Higher-Order Total Variation Classes on Grids: Minimax Theory and Trend Filtering Methods
This paper considers graph-structured signal denoising problem. The particular structure enforced involves a total variation type penalty involving higher order discrete derivatives. Optimal rates for penalized least-squares estimator is established and minimax lower bound is established. For the grid filtering case the upper bounds are established under an assumed conjecture. The paper is well written.
Higher-Order Total Variation Classes on Grids: Minimax Theory and Trend Filtering Methods
Sadhanala, Veeranjaneyulu, Wang, Yu-Xiang, Sharpnack, James L., Tibshirani, Ryan J.
We consider the problem of estimating the values of a function over $n$ nodes of a $d$-dimensional grid graph (having equal side lengths $n {1/d}$) from noisy observations. The function is assumed to be smooth, but is allowed to exhibit different amounts of smoothness at different regions in the grid. Meanwhile, total variation (TV) smoothness classes allow for heterogeneity, but are restrictive in another sense: only constant functions count as perfectly smooth (achieve zero TV). To move past this, we define two new higher-order TV classes, based on two ways of compiling the discrete derivatives of a parameter across the nodes. We relate these two new classes to Holder classes, and derive lower bounds on their minimax errors. We also analyze two naturally associated trend filtering methods; when $d 2$, each is seen to be rate optimal over the appropriate class.