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- W4313447102 abstract "We consider the problem of estimating a multivariate function $f_0$ of bounded variation (BV), from noisy observations $y_i = f_0(x_i) + z_i$ made at random design points $x_i in mathbb{R}^d$, $i=1,ldots,n$. We study an estimator that forms the Voronoi diagram of the design points, and then solves an optimization problem that regularizes according to a certain discrete notion of total variation (TV): the sum of weighted absolute differences of parameters $theta_i,theta_j$ (which estimate the function values $f_0(x_i),f_0(x_j)$) at all neighboring cells $i,j$ in the Voronoi diagram. This is seen to be equivalent to a variational optimization problem that regularizes according to the usual continuum (measure-theoretic) notion of TV, once we restrict the domain to functions that are piecewise constant over the Voronoi diagram. The regression estimator under consideration hence performs (shrunken) local averaging over adaptively formed unions of Voronoi cells, and we refer to it as the Voronoigram, following the ideas in Koenker (2005), and drawing inspiration from Tukey's regressogram (Tukey, 1961). Our contributions in this paper span both the conceptual and theoretical frontiers: we discuss some of the unique properties of the Voronoigram in comparison to TV-regularized estimators that use other graph-based discretizations; we derive the asymptotic limit of the Voronoi TV functional; and we prove that the Voronoigram is minimax rate optimal (up to log factors) for estimating BV functions that are essentially bounded." @default.
- W4313447102 created "2023-01-06" @default.
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- W4313447102 date "2022-12-29" @default.
- W4313447102 modified "2023-10-18" @default.
- W4313447102 title "The Voronoigram: Minimax Estimation of Bounded Variation Functions From Scattered Data" @default.
- W4313447102 doi "https://doi.org/10.48550/arxiv.2212.14514" @default.
- W4313447102 hasPublicationYear "2022" @default.
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