Graph total variation denoising 2026-10-06
Graph total variation denoising is a penalized least-squares estimator for noisy vertex signals on a graph. The squared loss is strictly convex, so the fitted signal is unique. Its basic inequality for a penalized least-squares estimator separates a noise inner product from the change in penalty. The incidence pseudoinverse decomposition controls the nonconstant noise through the geometry of the graph.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 210 3 c Solution Created 2026-10-03 Updated 2026-10-06
Decompose using the incidence pseudoinverse decomposition. The Cauchy-Schwarz inequality controls the constant component, and the duality of the and norms controls the remaining component:On the stipulated event, the second term contributes at most after multiplication by . The triangle inequality gives , so the negative penalty in the basic inequality for a penalized least-squares estimator cancels. We obtainon an event of probability at least .