A mixed ℓ1\ell_1 regularization approach for sparse simultaneous approximation of parameterized PDEs

We present and analyze a novel sparse polynomial technique for the simultaneous approximation of parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our approach treats the numerical solution as a jointly sparse reconstruction problem through the reformulation of the standard basis pursuit denoising, where the set of jointly sparse vectors is infinite. To achieve global reconstruction of sparse solutions to parameterized elliptic PDEs over both physical and parametric domains, we combine the standard measurement scheme developed for compressed sensing in the context of bounded orthonormal systems with a novel mixed-norm based $\ell_1$ regularization method that exploits both energy and sparsity. In addition, we are able to prove that, with minimal sample complexity, error estimates comparable to the best $s$-term and quasi-optimal approximations are achievable, while requiring only a priori bounds on polynomial truncation error with respect to the energy norm. Finally, we perform extensive numerical experiments on several high-dimensional parameterized elliptic PDE models to demonstrate the superior recovery properties of the proposed approach.Comment: 23 pages, 4 figure

Disparity and Optical Flow Partitioning Using Extended Potts Priors

This paper addresses the problems of disparity and optical flow partitioning based on the brightness invariance assumption. We investigate new variational approaches to these problems with Potts priors and possibly box constraints. For the optical flow partitioning, our model includes vector-valued data and an adapted Potts regularizer. Using the notation of asymptotically level stable functions we prove the existence of global minimizers of our functionals. We propose a modified alternating direction method of minimizers. This iterative algorithm requires the computation of global minimizers of classical univariate Potts problems which can be done efficiently by dynamic programming. We prove that the algorithm converges both for the constrained and unconstrained problems. Numerical examples demonstrate the very good performance of our partitioning method

On the monotone and primal-dual active set schemes for ℓp\ell^p-type problems, p∈(0,1]p \in (0,1]

Nonsmooth nonconvex optimization problems involving the $\ell^p$ quasi-norm, $p \in (0, 1]$, of a linear map are considered. A monotonically convergent scheme for a regularized version of the original problem is developed and necessary optimality conditions for the original problem in the form of a complementary system amenable for computation are given. Then an algorithm for solving the above mentioned necessary optimality conditions is proposed. It is based on a combination of the monotone scheme and a primal-dual active set strategy. The performance of the two algorithms is studied by means of a series of numerical tests in different cases, including optimal control problems, fracture mechanics and microscopy image reconstruction

Simultaneous reconstruction of evolutionary history and epidemiological dynamics from viral sequences with the birth-death SIR model

The evolution of RNA viruses such as HIV, Hepatitis C and Influenza virus occurs so rapidly that the viruses' genomes contain information on past ecological dynamics. Hence, we develop a phylodynamic method that enables the joint estimation of epidemiological parameters and phylogenetic history. Based on a compartmental susceptible-infected-removed (SIR) model, this method provides separate information on incidence and prevalence of infections. Detailed information on the interaction of host population dynamics and evolutionary history can inform decisions on how to contain or entirely avoid disease outbreaks. We apply our Birth-Death SIR method (BDSIR) to two viral data sets. First, five human immunodeficiency virus type 1 clusters sampled in the United Kingdom between 1999 and 2003 are analyzed. The estimated basic reproduction ratios range from 1.9 to 3.2 among the clusters. All clusters show a decline in the growth rate of the local epidemic in the middle or end of the 90's. The analysis of a hepatitis C virus (HCV) genotype 2c data set shows that the local epidemic in the C\'ordoban city Cruz del Eje originated around 1906 (median), coinciding with an immigration wave from Europe to central Argentina that dates from 1880--1920. The estimated time of epidemic peak is around 1970.Comment: Journal link: http://rsif.royalsocietypublishing.org/content/11/94/20131106.ful

Efficient Reconstruction of Piecewise Constant Images Using Nonsmooth Nonconvex Minimization

We consider the restoration of piecewise constant images where the number of the regions and their values are not fixed in advance, with a good difference of piecewise constant values between neighboring regions, from noisy data obtained at the output of a linear operator (e.g., a blurring kernel or a Radon transform). Thus we also address the generic problem of unsupervised segmentation in the context of linear inverse problems. The segmentation and the restoration tasks are solved jointly by minimizing an objective function (an energy) composed of a quadratic data-fidelity term and a nonsmooth nonconvex regularization term. The pertinence of such an energy is ensured by the analytical properties of its minimizers. However, its practical interest used to be limited by the difficulty of the computational stage which requires a nonsmooth nonconvex minimization. Indeed, the existing methods are unsatisfactory since they (implicitly or explicitly) involve a smooth approximation of the regularization term and often get stuck in shallow local minima. The goal of this paper is to design a method that efficiently handles the nonsmooth nonconvex minimization. More precisely, we propose a continuation method where one tracks the minimizers along a sequence of approximate nonsmooth energies {Jε}, the first of which being strictly convex and the last one the original energy to minimize. Knowing the importance of the nonsmoothness of the regularization term for the segmentation task, each Jε is nonsmooth and is expressed as the sum of an l1 regularization term and a smooth nonconvex function. Furthermore, the local minimization of each Jε is reformulated as the minimization of a smooth function subject to a set of linear constraints. The latter problem is solved by the modified primal-dual interior point method, which guarantees the descent direction at each step. Experimental results are presented and show the effectiveness and the efficiency of the proposed method. Comparison with simulated annealing methods further shows the advantage of our method.published_or_final_versio

Analog hardware for detecting discontinuities in early vision

The detection of discontinuities in motion, intensity, color, and depth is a well-studied but difficult problem in computer vision [6]. We discuss the first hardware circuit that explicitly implements either analog or binary line processes in a deterministic fashion. Specifically, we show that the processes of smoothing (using a first-order or membrane type of stabilizer) and of segmentation can be implemented by a single, two-terminal nonlinear voltage-controlled resistor, the “resistive fuse”; and we derive its current-voltage relationship from a number of deterministic approximations to the underlying stochastic Markov random fields algorthms. The concept that the quadratic variation functionals of early vision can be solved via linear resistive networks minimizing power dissipation [37] can be extended to non-convex variational functionals with analog or binary line processes being solved by nonlinear resistive networks minimizing the electrical co-content. We have successfully designed, tested, and demonstrated an analog CMOS VLSI circuit that contains a 1D resistive network of fuses implementing piecewise smooth surface interpolation. We furthermore demonstrate the segmenting abilities of these analog and deterministic “line processes” by numerically simulating the nonlinear resistive network computing optical flow in the presence of motion discontinuities. Finally, we discuss various circuit implementations of the optical flow computation using these circuits

Continuous-time segmentation networks

Segmentation is a basic problem in computer vision. The tiny-tanh network, a continuous-time network that segments scenes based upon intensity, motion, or depth is introduced. The tiny- tanh algorithm maps naturally to analog circuitry since it was inspired by previous experiments with analog VLSI segmentation hardware. A convex Lyapunov energy is utilized so that the system does not get stuck in local minima. No annealing algorithms of any kind are necessary- -a sharp contrast to previous software/hardware solutions of this problem