Graph Signal Recovery via Primal-Dual Algorithms for Total Variation Minimization
Authors:
- 13 July 2017
- journal article
- research article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Journal of Selected Topics in Signal Processing
- Vol. 11 (6) , 842-855
Abstract
We consider the problem of recovering a smooth graph signal from noisy samples taken on a subset of graph nodes. The smoothness of the graph signal is quantified in terms of total variation. We formulate the signal recovery task as a convex optimization problem that minimizes the total variation of the graph signal while controlling its global or node-wise empirical error. We propose a first-order primal-dual algorithm to solve these total variation minimization problems. A distributed implementation of the algorithm is devised to handle large-dimensional applications efficiently. We use synthetic and real-world data to extensively compare the performance of our approach with state-of-the-art methods.Keywords
Funding Information
- Vienna Science and Technology Fund (ICT15-119)
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