Tree-Projected Gradient Descent for Estimating Gradient-Sparse Parameters on Graphs

Sheng Xu, Zhou Fan, Sahand Negahban

We study estimation of a gradient-sparse parameter vector ${\mathbf{\theta }}^{\ast }\in {\mathbb{R}}^p$, having strong gradient-sparsity $s^{\ast }:=\Vert {\nabla }_G{\mathbf{\theta }}^{\ast }{\Vert }_0$ on an underlying g…