arXiv:2410.03041math.STcs.LG2024-10被引 2

提出新型趋势滤波方法,实现更精准的信号去噪与局部自适应。

Minmax Trend Filtering: Generalizations of Total Variation Denoising via a Local Minmax/Maxmin Formula

  • 基于局部极值优化构建新滤波框架,统一描述TVD及高阶版本
  • 可推导点态误差界,支持局部霍尔德光滑信号的收敛速率分析
  • 适用于需要精细局部调整的信号处理场景,如生物医学数据

总变差去噪(TVD)是基础的去噪与平滑方法。本文发现一种新的局部极小极大/极大极小公式,能生成两个估计量,在每个点上夹住一维TVD估计量。该公式将TVD操作化为局部平均函数的极小极大/极大极小运算。进一步发现此公式具有可推广性,可用于定义其他类似TVD的估计量。本文提出并研究了高阶多项式版本的TVD,其在不同尺度区间上通过惩罚局部多项式回归的极小极大/极大极小点定义,形成全新的非参数回归方法,不同于传统趋势滤波及其他现有方法,称之为极小极大趋势滤波(MTF)。我们展示了该局部定义使点态估计误差可被控制在类似偏差-方差权衡的形式下,这种局部分析方法新颖且比现有TVD/趋势滤波分析更简洁。除在有界变化和分段多项式类上的极小极大率最优外,还能推导出(局部)霍尔德光滑信号的局部收敛速率,提供对TVD/MTF局部自适应性的全新点态解释,而非依赖全局均方误差的论证。

原文摘要 · Abstract (English)

Total Variation Denoising (TVD) is a fundamental denoising and smoothing method. In this article, we identify a new local minmax/maxmin formula producing two estimators which sandwich the univariate TVD estimator at every point. Operationally, this formula gives a local definition of TVD as a minmax/maxmin of a simple function of local averages. Moreover we find that this minmax/maxmin formula is generalizeable and can be used to define other TVD like estimators. In this article we propose and study higher order polynomial versions of TVD which are defined pointwise lying between minmax and maxmin optimizations of penalized local polynomial regressions over intervals of different scales. These appear to be new nonparametric regression methods, different from usual Trend Filtering and any other existing method in the nonparametric regression toolbox. We call these estimators Minmax Trend Filtering (MTF). We show how the proposed local definition of TVD/MTF estimator makes it tractable to bound pointwise estimation errors in terms of a local bias variance like trade-off. This type of local analysis of TVD/MTF is new and arguably simpler than existing analyses of TVD/Trend Filtering. In particular, apart from minimax rate optimality over bounded variation and piecewise polynomial classes, our pointwise estimation error bounds also enable us to derive local rates of convergence for (locally) Holder Smooth signals. These local rates offer a new pointwise explanation of local adaptivity of TVD/MTF instead of global (MSE) based justifications.

趋势滤波去噪方法非参数回归局部自适应

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