Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. Jump-Penalized Least Absolute Values Estimation of Scalar or Circle-Valued Signals
 
research article

Jump-Penalized Least Absolute Values Estimation of Scalar or Circle-Valued Signals

Storath, M.
•
Weinmann, A.
•
Unser, M.  
2017
Information and Inference: A Journal of the IMA

We study jump-penalized estimators based on least absolute deviations which are often referred to as Potts estimators. They are estimators for a parsimonious piecewise constant representation of noisy data having a noise distribution which has heavier tails or which leads to many severe outliers. We consider real-valued data as well as circle-valued data which appear, for instance, as time series of angles or phase signals. We propose efficient algorithms that compute Potts estimators for real-valued scalar as well as for circle-valued data. The real-valued version improves upon the state-of-the-art solver w.r.t. to computational time. In particular for quantized data, the worst case complexity is improved. The circle-valued version is the first efficient algorithm of this kind. As an illustration, we apply our method to estimate the steps in the rotation of the bacterial flagella motor based on real biological data, and to the estimation of wind directions.

  • Details
  • Metrics
Type
research article
DOI
10.1093/imaiai/iaw022
Author(s)
Storath, M.
•
Weinmann, A.
•
Unser, M.  
Date Issued

2017

Publisher

Oxford University Press

Published in
Information and Inference: A Journal of the IMA
Volume

6

Issue

3

Start page

225

End page

245

URL

URL

http://bigwww.epfl.ch/publications/storath1703.html

URL

http://bigwww.epfl.ch/publications/storath1703.pdf

URL

http://bigwww.epfl.ch/publications/storath1703.ps
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIB  
Available on Infoscience
September 7, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/140550
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés