Node varying regularization for graph signals
Maosheng Yang (TU Delft - Multimedia Computing)
M.A. Coutiño (TU Delft - Signal Processing Systems)
E. Isufi (TU Delft - Multimedia Computing)
GJT Leus (TU Delft - Signal Processing Systems)
More Info
expand_more
Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.
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.