On the total variation regularized estimator over a class of tree graphs

DOI10.1214/18-EJS1519MaRDI QIDQ1711590zbMATH OpenWikidataFDO

Authors Francesco Ortelli, Sara Van De Geer

Publication date 18 January 2019

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.01009, https://projecteuclid.org/euclid.ejs/1545210041

zbMATH Keywords

treelassofused lassooracle inequalityharmonic meantotal variation regularizationpath graphirrepresentable conditionbranched path graphcompatibility constantedge lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Trees (05C05) Relations of low-dimensional topology with graph theory (57M15)

Abstract: We generalize to tree graphs obtained by connecting path graphs an oracle result obtained for the Fused Lasso over the path graph. Moreover we show that it is possible to substitute in the oracle inequality the minimum of the distances between jumps by their harmonic mean. In doing so we prove a lower bound on the compatibility constant for the total variation penalty. Our analysis leverages insights obtained for the path graph with one branch to understand the case of more general tree graphs. As a side result, we get insights into the irrepresentable condition for such tree graphs.

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Cited in

(12)

• Embedded Trees: Estimation of Gaussian Processes on Graphs with Cycles
• The DFS fused Lasso: linear-time denoising over general graphs
• Logistic regression with total variation regularization
• Total variation regularized Fréchet regression for metric-space valued data
• Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
• Tensor denoising with trend filtering
• scientific article; zbMATH DE number 7306926 (Why is no real title available?)
• A sharp oracle inequality for graph-slope
• Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs
• Element-wise estimation error of generalized Fused Lasso
• Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees
• Adaptive risk bounds in univariate total variation denoising and trend filtering

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