Abstract
While regularization on graphs has been successful for signal reconstruction, strategies for controlling the bias-variance trade-off of such methods have not been completely explored. In this work, we put forth a node varying regularizer for graph signal reconstruction and develop a minmax approach to design the vector of regularization parameters. The proposed design only requires as prior information an upper bound on the underlying signal energy; a reasonable assumption in practice. With such formulation, an iterative method is introduced to obtain a solution meeting global equilibrium. The approach is numerically efficient and has convergence guarantees. Numerical simulations using real data support the proposed design scheme.
Original language | English |
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Title of host publication | 28th European Signal Processing Conference, EUSIPCO 2020 - Proceedings |
Place of Publication | Amsterdam (Netherlands) |
Publisher | Eurasip |
Pages | 845-849 |
Number of pages | 5 |
ISBN (Electronic) | 978-9-0827-9705-3 |
DOIs | |
Publication status | Published - 2020 |
Event | EUSIPCO 2020: The 28th European Signal Processing Conference - Amsterdam, Netherlands Duration: 18 Jan 2021 → 22 Jan 2021 Conference number: 28th |
Publication series
Name | European Signal Processing Conference |
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Volume | 2021-January |
ISSN (Print) | 2219-5491 |
Conference
Conference | EUSIPCO 2020 |
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Country/Territory | Netherlands |
City | Amsterdam |
Period | 18/01/21 → 22/01/21 |
Other | Date change due to COVID-19 (former date August 24-28 2020) |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-careOtherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
Date change due to COVID-19 (former date August 24-28 2020)
Keywords
- Bias-variance trade-off
- Graph regularization
- Graph signal denoising
- Graph signal processing
- Minmax problems