IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v174y2010i1p3-1710.1007-s10479-008-0348-8.html
   My bibliography  Save this article

Image denoising via solution paths

Author

Listed:
  • Li Wang
  • Ji Zhu

Abstract

Many image denoising methods can be characterized as minimizing “loss + penalty,” where the “loss” measures the fidelity of the denoised image to the data, and the “penalty” measures the smoothness of the denoising function. In this paper, we propose two models that use the L 1 -norm of the pixel updates as the penalty. The L 1 -norm penalty has the advantage of changing only the noisy pixels, while leaving the non-noisy pixels untouched. We derive efficient algorithms that compute entire solution paths of these L 1 -norm penalized models, which facilitate the selection of a balance between the “loss” and the “penalty.” Copyright Springer Science+Business Media, LLC 2010

Suggested Citation

  • Li Wang & Ji Zhu, 2010. "Image denoising via solution paths," Annals of Operations Research, Springer, vol. 174(1), pages 3-17, February.
  • Handle: RePEc:spr:annopr:v:174:y:2010:i:1:p:3-17:10.1007/s10479-008-0348-8
    DOI: 10.1007/s10479-008-0348-8
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-008-0348-8
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10479-008-0348-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    2. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    3. Shen X. & Ye J., 2002. "Adaptive Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 210-221, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ha Che-Ngoc & Thao Nguyen-Trang & Tran Nguyen-Bao & Trung Nguyen-Thoi & Tai Vo-Van, 2022. "A new approach for face detection using the maximum function of probability density functions," Annals of Operations Research, Springer, vol. 312(1), pages 99-119, May.
    2. George Chalamandaris & Nikos E. Vlachogiannakis, 2018. "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, vol. 266(1), pages 395-440, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hirose, Kei & Tateishi, Shohei & Konishi, Sadanori, 2013. "Tuning parameter selection in sparse regression modeling," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 28-40.
    2. Jinfeng Xu & Zhiliang Ying, 2010. "Simultaneous estimation and variable selection in median regression using Lasso-type penalty," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 487-514, June.
    3. Hao, Meiling & Lin, Yunyuan & Zhao, Xingqiu, 2016. "A relative error-based approach for variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 250-262.
    4. Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
    5. Xu, Yang & Zhao, Shishun & Hu, Tao & Sun, Jianguo, 2021. "Variable selection for generalized odds rate mixture cure models with interval-censored failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
    6. Emmanouil Androulakis & Christos Koukouvinos & Kalliopi Mylona & Filia Vonta, 2010. "A real survival analysis application via variable selection methods for Cox's proportional hazards model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1399-1406.
    7. Jun Zhu & Hsin‐Cheng Huang & Perla E. Reyes, 2010. "On selection of spatial linear models for lattice data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 389-402, June.
    8. Lam, Clifford, 2008. "Estimation of large precision matrices through block penalization," LSE Research Online Documents on Economics 31543, London School of Economics and Political Science, LSE Library.
    9. Ping Wu & Xinchao Luo & Peirong Xu & Lixing Zhu, 2017. "New variable selection for linear mixed-effects models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(3), pages 627-646, June.
    10. Naimoli, Antonio, 2022. "Modelling the persistence of Covid-19 positivity rate in Italy," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
    11. Xia Chen & Liyue Mao, 2020. "Penalized empirical likelihood for partially linear errors-in-variables models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(4), pages 597-623, December.
    12. Jian Guo & Elizaveta Levina & George Michailidis & Ji Zhu, 2010. "Pairwise Variable Selection for High-Dimensional Model-Based Clustering," Biometrics, The International Biometric Society, vol. 66(3), pages 793-804, September.
    13. Xiaotong Shen & Wei Pan & Yunzhang Zhu & Hui Zhou, 2013. "On constrained and regularized high-dimensional regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(5), pages 807-832, October.
    14. Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
    15. Lenka Zbonakova & Wolfgang Karl Härdle & Weining Wang, 2016. "Time Varying Quantile Lasso," SFB 649 Discussion Papers SFB649DP2016-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    16. Umberto Amato & Anestis Antoniadis & Italia De Feis & Irene Gijbels, 2021. "Penalised robust estimators for sparse and high-dimensional linear models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 1-48, March.
    17. Tizheng Li & Xiaojuan Kang, 2022. "Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters," Statistical Papers, Springer, vol. 63(1), pages 243-285, February.
    18. Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Shan Luo & Zehua Chen, 2014. "Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1229-1240, September.
    20. Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:174:y:2010:i:1:p:3-17:10.1007/s10479-008-0348-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.