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arXiv · 1504.00499

Exact algorithms for $L^1$-TV regularization of real-valued or circle-valued signals

Martin Storath·Andreas Weinmann·Michael Unser
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Abstract

We consider $L^1$-TV regularization of univariate signals with values on the real line or on the unit circle. While the real data space leads to a convex optimization problem, the problem is non-convex for circle-valued data. In this paper, we derive exact algorithms for both data spaces. A key ingredient is the reduction of the infinite search spaces to a finite set of configurations, which can be scanned by the Viterbi algorithm. To reduce the computational complexity of the involved tabulations, we extend the technique of distance transforms to non-uniform grids and to the circular data space. In total, the proposed algorithms have complexity $\mathscr{O}(KN)$ where $N$ is the length of the signal and $K$ is the number of different values in the data set. In particular, the complexity is $\mathscr{O}(N)$ for quantized data. It is the first exact algorithm for TV regularization with circle-valued data, and it is competitive with the state-of-the-art methods for scalar data, assuming that the latter are quantized.

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Martin Storath, Andreas Weinmann, Michael Unser. 2017-05-13. Exact algorithms for $L^1$-TV regularization of real-valued or circle-valued signals. https://doi.org/10.1137/15m101796x

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