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Séminaire du département Images et Signal du 16/01/2020 à 14h00


A sharp oracle inequality for Graph-Slope

Intervenant : Samuel VAITER, Institut de Mathématiques de Bourgogne (IMT) Dijon

Lieu : Salle Chartreuse


Résumé :

Following recent success on the analysis of the Slope estimator, we provide a sharp oracle inequality in term of prediction error for Graph-Slope, a generalization of Slope to signals observed over a graph. In addition to improving upon best results obtained so far for the Total Variation denoiser (also referred to as Graph-Lasso or Generalized Lasso), we propose an efficient algorithm to compute Graph-Slope. The proposed algorithm is obtained by applying the forward-backward method to the dual formulation of the Graph-Slope optimization problem. We also provide experiments showing the practical applicability of the method. Joint work with Pierre C. Bellec (Rutgers) and Joseph Salmon (Univ Montpellier).

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