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We study the problem of variance estimation in general graph-structured problems. First, we develop a linear time estimator for the homoscedastic case that can consistently estimate the variance in general graphs. We show that our estimator…

Statistics Theory · Mathematics 2024-02-20 Oscar Hernan Madrid Padilla

We study an extention of total variation denoising over images to over Cartesian power graphs and its applications to estimating non-parametric network models. The power graph fused lasso (PGFL) segments a matrix by exploiting a known…

Machine Learning · Statistics 2018-05-28 Shitong Wei , Oscar Hernan Madrid-Padilla , James Sharpnack

The fused lasso, also known as total-variation denoising, is a locally-adaptive function estimator over a regular grid of design points. In this paper, we extend the fused lasso to settings in which the points do not occur on a regular…

Methodology · Statistics 2019-07-09 Oscar Hernan Madrid Padilla , James Sharpnack , Yanzhen Chen , Daniela M. Witten

The graph fused lasso -- which includes as a special case the one-dimensional fused lasso -- is widely used to reconstruct signals that are piecewise constant on a graph, meaning that nodes connected by an edge tend to have identical…

Methodology · Statistics 2022-02-11 Yiqun T. Chen , Sean W. Jewell , Daniela M. Witten

We consider the problem of estimating a function defined over $n$ locations on a $d$-dimensional grid (having all side lengths equal to $n^{1/d}$). When the function is constrained to have discrete total variation bounded by $C_n$, we…

Statistics Theory · Mathematics 2016-05-27 Veeranjaneyulu Sadhanala , Yu-Xiang Wang , Ryan Tibshirani

We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to…

Machine Learning · Statistics 2015-06-02 Wesley Tansey , James G. Scott

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to…

Statistics Theory · Mathematics 2014-01-22 Cristian R. Rojas , Bo Wahlberg

This paper is dedicated to the fused trend filtering on a general graph, which is a combination of fused estimator and 1-st order trend filtering on a graph. There are two cases of fusion regularisers studied in this work: anisotropic total…

Statistics Theory · Mathematics 2024-01-11 Vladimir Pastukhov

We study the theoretical properties of the fused lasso procedure originally proposed by \cite{tibshirani2005sparsity} in the context of a linear regression model in which the regression coefficient are totally ordered and assumed to be…

Statistics Theory · Mathematics 2023-06-28 Fan Wang , Oscar Hernan Madrid Padilla , Yi Yu , Alessandro Rinaldo

The fused lasso is an important method for signal processing when the hidden signals are sparse and blocky. It is often used in combination with the squared loss function. However, the squared loss is not suitable for heavy tail error…

Methodology · Statistics 2021-05-04 Xiaoli Gao

This work proposes a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. The proposed…

Optimization and Control · Mathematics 2019-08-08 Feng Yu , Yi Yang , Teng Zhang

We consider the problem of learning a structured multi-task regression, where the output consists of multiple responses that are related by a graph and the correlated response variables are dependent on the common inputs in a sparse but…

Machine Learning · Statistics 2010-05-21 Xi Chen , Seyoung Kim , Qihang Lin , Jaime G. Carbonell , Eric P. Xing

We propose an interpretable graph neural network framework to denoise single or multiple noisy graph signals. The proposed graph unrolling networks expand algorithm unrolling to the graph domain and provide an interpretation of the…

Signal Processing · Electrical Eng. & Systems 2021-09-08 Siheng Chen , Yonina C. Eldar , Lingxiao Zhao

This paper formulates a general cross validation framework for signal denoising. The general framework is then applied to nonparametric regression methods such as Trend Filtering and Dyadic CART. The resulting cross validated versions are…

Statistics Theory · Mathematics 2023-05-05 Anamitra Chaudhuri , Sabyasachi Chatterjee

Depth First Search (DFS) tree is a fundamental data structure for solving graph problems. The DFS tree of a graph $G$ with $n$ vertices and $m$ edges can be built in $O(m+n)$ time. Till date, only a few algorithms have been designed for…

Data Structures and Algorithms · Computer Science 2017-05-09 Surender Baswana , Ayush Goel , Shahbaz Khan

In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain…

Machine Learning · Computer Science 2014-01-03 Sen Yang , Zhaosong Lu , Xiaotong Shen , Peter Wonka , Jieping Ye

While deep learning (DL) architectures like convolutional neural networks (CNNs) have enabled effective solutions in image denoising, in general their implementations overly rely on training data, lack interpretability, and require tuning…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Huy Vu , Gene Cheung , Yonina C. Eldar

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

Information Theory · Computer Science 2015-11-17 Yaniv Plan , Roman Vershynin

The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal…

Machine Learning · Statistics 2017-12-19 Alexander Jung , Nguyen Tran Quang , Alexandru Mara

In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and generalized nearly-isotonic regression. We show how these three estimators relate to each other, derive…

Statistics Theory · Mathematics 2022-11-22 Vladimir Pastukhov
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