Complexity L0L^0-penalized M-Estimation: Consistency in More Dimensions

preprint2013arXivOpen access

Abstract

We study the asymptotics in L2L^2 for complexity penalized least squares regression for the discrete approximation of finite-dimensional signals on continuous domains - e.g. images - by piecewise smooth functions. We introduce a fairly general setting which comprises most of the presently popular partitions of signal- or image- domains like interval-, wedgelet- or related partitions, as well as Delaunay triangulations. Then we prove consistency and derive convergence rates. Finally, we illustrate by way of relevant examples that the abstract results are useful for many applications.

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