23 research outputs found
Skellam shrinkage: Wavelet-based intensity estimation for inhomogeneous Poisson data
The ubiquity of integrating detectors in imaging and other applications
implies that a variety of real-world data are well modeled as Poisson random
variables whose means are in turn proportional to an underlying vector-valued
signal of interest. In this article, we first show how the so-called Skellam
distribution arises from the fact that Haar wavelet and filterbank transform
coefficients corresponding to measurements of this type are distributed as sums
and differences of Poisson counts. We then provide two main theorems on Skellam
shrinkage, one showing the near-optimality of shrinkage in the Bayesian setting
and the other providing for unbiased risk estimation in a frequentist context.
These results serve to yield new estimators in the Haar transform domain,
including an unbiased risk estimate for shrinkage of Haar-Fisz
variance-stabilized data, along with accompanying low-complexity algorithms for
inference. We conclude with a simulation study demonstrating the efficacy of
our Skellam shrinkage estimators both for the standard univariate wavelet test
functions as well as a variety of test images taken from the image processing
literature, confirming that they offer substantial performance improvements
over existing alternatives.Comment: 27 pages, 8 figures, slight formatting changes; submitted for
publicatio
A proximal iteration for deconvolving Poisson noisy images using sparse representations
We propose an image deconvolution algorithm when the data is contaminated by
Poisson noise. The image to restore is assumed to be sparsely represented in a
dictionary of waveforms such as the wavelet or curvelet transforms. Our key
contributions are: First, we handle the Poisson noise properly by using the
Anscombe variance stabilizing transform leading to a {\it non-linear}
degradation equation with additive Gaussian noise. Second, the deconvolution
problem is formulated as the minimization of a convex functional with a
data-fidelity term reflecting the noise properties, and a non-smooth
sparsity-promoting penalties over the image representation coefficients (e.g.
-norm). Third, a fast iterative backward-forward splitting algorithm is
proposed to solve the minimization problem. We derive existence and uniqueness
conditions of the solution, and establish convergence of the iterative
algorithm. Finally, a GCV-based model selection procedure is proposed to
objectively select the regularization parameter. Experimental results are
carried out to show the striking benefits gained from taking into account the
Poisson statistics of the noise. These results also suggest that using
sparse-domain regularization may be tractable in many deconvolution
applications with Poisson noise such as astronomy and microscopy
Poisson noise removal in multivariate count data
International audienceThe Multi-scale Variance Stabilization Transform (MSVST) has recently been proposed for 2D Poisson data denoising.1 In this work, we present an extension of the MSVST with the wavelet transform to multivariate data-each pixel is vector-valued-, where the vector field dimension may be the wavelength, the energy, or the time. Such data can be viewed naively as 3D data where the third dimension may be time, wavelength or energy (e.g. hyperspectral imaging). But this naive analysis using a 3D MSVST would be awkward as the data dimensions have different physical meanings. A more appropriate approach would be to use a wavelet transform, where the time or energy scale is not connected to the spatial scale. We show that our multivalued extension of MSVST can be used advantageously for approximately Gaussianizing and stabilizing the variance of a sequence of independent Poisson random vectors. This approach is shown to be fast and very well adapted to extremely low-count situations. We use a hypothesis testing framework in the wavelet domain to denoise the Gaussianized and stabilized coefficients, and then apply an iterative reconstruction algorithm to recover the estimated vector field of intensities underlying the Poisson data. Our approach is illustrated for the detection and characterization of astrophysical sources of high-energy gamma rays, using realistic simulated observations. We show that the multivariate MSVST permits efficient estimation across the time/energy dimension and immediate recovery of spectral properties
Poisson inverse problems
In this paper we focus on nonparametric estimators in inverse problems for
Poisson processes involving the use of wavelet decompositions. Adopting an
adaptive wavelet Galerkin discretization, we find that our method combines the
well-known theoretical advantages of wavelet--vaguelette decompositions for
inverse problems in terms of optimally adapting to the unknown smoothness of
the solution, together with the remarkably simple closed-form expressions of
Galerkin inversion methods. Adapting the results of Barron and Sheu [Ann.
Statist. 19 (1991) 1347--1369] to the context of log-intensity functions
approximated by wavelet series with the use of the Kullback--Leibler distance
between two point processes, we also present an asymptotic analysis of
convergence rates that justifies our approach. In order to shed some light on
the theoretical results obtained and to examine the accuracy of our estimates
in finite samples, we illustrate our method by the analysis of some simulated
examples.Comment: Published at http://dx.doi.org/10.1214/009053606000000687 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
This paper considers the problem of adaptive estimation of a non-homogeneous
intensity function from the observation of n independent Poisson processes
having a common intensity that is randomly shifted for each observed
trajectory. We show that estimating this intensity is a deconvolution problem
for which the density of the random shifts plays the role of the convolution
operator. In an asymptotic setting where the number n of observed trajectories
tends to infinity, we derive upper and lower bounds for the minimax quadratic
risk over Besov balls. Non-linear thresholding in a Meyer wavelet basis is used
to derive an adaptive estimator of the intensity. The proposed estimator is
shown to achieve a near-minimax rate of convergence. This rate depends both on
the smoothness of the intensity function and the density of the random shifts,
which makes a connection between the classical deconvolution problem in
nonparametric statistics and the estimation of a mean intensity from the
observations of independent Poisson processes
Multiscale likelihood analysis and complexity penalized estimation
We describe here a framework for a certain class of multiscale likelihood
factorizations wherein, in analogy to a wavelet decomposition of an L^2
function, a given likelihood function has an alternative representation as a
product of conditional densities reflecting information in both the data and
the parameter vector localized in position and scale. The framework is
developed as a set of sufficient conditions for the existence of such
factorizations, formulated in analogy to those underlying a standard
multiresolution analysis for wavelets, and hence can be viewed as a
multiresolution analysis for likelihoods. We then consider the use of these
factorizations in the task of nonparametric, complexity penalized likelihood
estimation. We study the risk properties of certain thresholding and
partitioning estimators, and demonstrate their adaptivity and near-optimality,
in a minimax sense over a broad range of function spaces, based on squared
Hellinger distance as a loss function. In particular, our results provide an
illustration of how properties of classical wavelet-based estimators can be
obtained in a single, unified framework that includes models for continuous,
count and categorical data types