Over the last decade, signal processing on graphs has become a very active area of research. Specifically, the number of applications, for instance in statistical or deep learning, using frames built from graphs, such as wavelets on graphs, has increased significantly. We consider in particular the case of signal denoising on graphs via a data-driven wavelet tight frame methodology. This adaptive approach is based on a threshold calibrated using Stein's unbiased risk estimate adapted to a tight-frame representation. We make it scalable to large graphs using Chebyshev-Jackson polynomial approximations, which allow fast computation of the wavelet coefficients, without the need to compute the Laplacian eigendecomposition. However, the overcomplete nature of the tight-frame, transforms a white noise into a correlated one. As a result, the covariance of the transformed noise appears in the divergence term of the SURE, thus requiring the computation and storage of the frame, which leads to an impractical calculation for large graphs. To estimate such covariance, we develop and analyze a Monte-Carlo strategy, based on the fast transformation of zero mean and unit variance random variables. This new data-driven denoising methodology finds a natural application in differential privacy. A comprehensive performance analysis is carried out on graphs of varying size, from real and simulated data.
翻译:在过去10年中,图表上的信号处理已成为一个非常活跃的研究领域。具体地说,应用数量,例如统计或深学习中的应用数量,利用图表上波子等图表所建的框架,已经大大增加。我们特别考虑到通过数据驱动的波盘紧框架方法在图表上发出信号分红的情况。这种适应性方法基于使用Stein的不偏倚的风险估计值校准阈值,并适应于一个严格框架的表述。我们使它可扩缩到使用Chebyshev-Jackson 多边近似值的大型图表的大型图表中,这样可以快速计算波列系数,而无需计算拉普拉西亚 eigendecomposition。然而,由于紧凑框架的过于全面性,将白色噪音转化为相互关联的一个案例。因此,变异异的噪音出现在Sure的偏差术语中,因此需要对框架进行计算和储存,从而导致对大图表作不切实际的计算。为了估算这种变差,我们开发和分析蒙特卡尔洛战略,而不必计算出拉普尔西电子系数,而无需计算。但是,根据精确度的精确度的模型分析的快速变化的模型分析,这是根据快速的精确度分析,从精确度的模型变异变异变的模型分析,从新的数据变数的模型的模型的模型变数。