| Abstract: | Total Variation-based regularization, well established for image processing applications such as denoising, was recently introduced for Maximum Penalized Likelihood Estimation (MPLE) as an effective way to estimate nonsmooth probability densities. While the estimates show promise for a variety of applications, the nonlinearity of the regularization leads to computational challenges, especially in multidimensions. In this article we present a numerical methodology, based upon the Split Bregman L1 minimization technique, that overcomes these challenges, allowing for the fast and accurate computation of 2D TV-based MPLE. We test the methodology with several examples, including V-fold cross-validation with large 2D datasets, and highlight the application of TV-based MPLE to point process crime modeling. The proposed algorithm is implemented as the Matlab function TVMPLE. The Matlab (mex) code and datasets for examples and simulations are available as online supplements. |
