Abstract
We formulate the recovery of a graph signal from noisy samples taken on a subset of graph nodes as a convex optimization problem that balances the empirical error for explaining the observed values and a complexity term quantifying the smoothness of the graph signal. To solve this optimization problem, we propose to combine the alternating direction method of multipliers with a novel denoising method that minimizes total variation. Our algorithm can be efficiently implemented in a distributed manner using message passing and thus is attractive for big data problems over networks.
Original language | English |
---|---|
Title of host publication | SPAWC 2016 - 17th IEEE International Workshop on Signal Processing Advances in Wireless Communications |
Publisher | IEEE |
Number of pages | 6 |
Volume | 2016-August |
ISBN (Electronic) | 9781509017492 |
DOIs | |
Publication status | Published - 9 Aug 2016 |
MoE publication type | A4 Conference publication |
Event | IEEE International Workshop on Signal Processing Advances in Wireless Communications - Edinburgh, United Kingdom Duration: 3 Jul 2016 → 6 Jul 2016 Conference number: 17 |
Workshop
Workshop | IEEE International Workshop on Signal Processing Advances in Wireless Communications |
---|---|
Abbreviated title | SPAWC |
Country/Territory | United Kingdom |
City | Edinburgh |
Period | 03/07/2016 → 06/07/2016 |
Keywords
- ADMM
- big data
- graph signal recovery
- message passing
- total variation