Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions (Q402320)

Summary: We study the asymptotics in \(L^2\) for complexity penalized least squares regression for the discrete approximation of finite-dimensional signals on continuous domains -- e.g., images -- by piecewise smooth functions. We introduce a fairly general setting, which comprises most of the presently popular partitions of signal or image domains, like interval, wedgelet or related partitions, as well as Delaunay triangulations. Then, we prove consistency and derive convergence rates. Finally, we illustrate by way of relevant examples that the abstract results are useful for many applications.