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arxiv: 1603.09388 · v3 · submitted 2016-03-30 · 🧮 math.ST · stat.TH

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Optimal rates for total variation denoising

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classification 🧮 math.ST stat.TH
keywords optimalratestotaltwo-dimensionalvariationanalysisbi-isotoniccartoons
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Motivated by its practical success, we show that the two-dimensional 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, H\"older 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.

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