Graph total variation 2026-10-06
The graph total variation measures absolute variation of a vertex signal across edges. It is independent of the orientation used for the oriented incidence matrix. It vanishes exactly on signals constant on each connected component of a graph. A graph total variation denoising estimator combines this penalty with squared error, favouring signals that are piecewise constant on connected regions.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 210 3 b Solution Created 2026-10-03 Updated 2026-10-06
Let . The defining minimum for graph total variation denoising, compared with the feasible value , gives . Expand the squared Euclidean norm and cancel to obtain the basic inequality for a penalized least-squares estimator:
Penalized least-squares estimator 2026-10-06
A penalized least-squares estimator balances squared error with a nonnegative penalty . The Lasso uses the coefficient norm; graph total variation denoising uses the norm of endpoint differences. The choice of normalization of the squared loss changes the numerical tuning parameter.