Regression on manifolds: Estimation of the exterior derivative

Collinearity and near-collinearity of predictors cause difficulties when doing regression. In these cases, variable selection becomes untenable because of mathematical issues concerning the existence and numerical stability of the regression coefficients, and interpretation of the coefficients is ambiguous because gradients are not defined. Using a differential geometric interpretation, in which the regression coefficients are interpreted as estimates of the exterior derivative of a function, we develop a new method to do regression in the presence of collinearities. Our regularization scheme can improve estimation error, and it can be easily modified to include lasso-type regularization. These estimators also have simple extensions to the "large $p$, small $n$" context.Comment: Published in at http://dx.doi.org/10.1214/10-AOS823 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bilateral Filter: Graph Spectral Interpretation and Extensions

In this paper we study the bilateral filter proposed by Tomasi and Manduchi, as a spectral domain transform defined on a weighted graph. The nodes of this graph represent the pixels in the image and a graph signal defined on the nodes represents the intensity values. Edge weights in the graph correspond to the bilateral filter coefficients and hence are data adaptive. Spectrum of a graph is defined in terms of the eigenvalues and eigenvectors of the graph Laplacian matrix. We use this spectral interpretation to generalize the bilateral filter and propose more flexible and application specific spectral designs of bilateral-like filters. We show that these spectral filters can be implemented with k-iterative bilateral filtering operations and do not require expensive diagonalization of the Laplacian matrix

Optimization with Sparsity-Inducing Penalties

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate non-smooth norms. The goal of this paper is to present from a general perspective optimization tools and techniques dedicated to such sparsity-inducing penalties. We cover proximal methods, block-coordinate descent, reweighted $\ell_2$-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provide an extensive set of experiments to compare various algorithms from a computational point of view