Graph equivalent of the Von Neummann variance estimator.
GVN(y, A, L)Noisy data.
Adjacency matrix.
Laplacian matrix.
von Neumann, J. (1941). Distribution of the ratio of the mean square successive difference to the variance. Ann. Math. Statistics, 35(3), 433--451.
de Loynes, B., Navarro, F., Olivier, B. (2021). Data-driven thresholding in denoising with Spectral Graph Wavelet Transform. Journal of Computational and Applied Mathematics, Vol. 389.
HPFVN
data(minnesota)
A <- minnesota$A
L <- laplacian_mat(A)
x <- minnesota$xy[ ,1]
n <- length(x)
f <- sin(x)
sigma <- 0.1
noise <- rnorm(n, sd = sigma)
y <- f + noise
sigma^2
GVN(y, A, L)
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