540 research outputs found

    Bregman Cost for Non-Gaussian Noise

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    One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the conditional mean (CM) and maximum a posteriori (MAP) estimates, which correspond to the mean and the mode of the posterior, respectively. From a theoretical point of view it has been argued that the MAP estimate is only in an asymptotic sense a Bayes estimator for the uniform cost function, while the CM estimate is a Bayes estimator for the means squared cost function. Recently, it has been proven that the MAP estimate is a proper Bayes estimator for the Bregman cost if the image is corrupted by Gaussian noise. In this work we extend this result to other noise models with log-concave likelihood density, by introducing two related Bregman cost functions for which the CM and the MAP estimates are proper Bayes estimators. Moreover, we also prove that the CM estimate outperforms the MAP estimate, when the error is measured in a certain Bregman distance, a result previously unknown also in the case of additive Gaussian noise

    Iterative algorithms for a non-linear inverse problem in atmospheric lidar

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    We consider the inverse problem of retrieving aerosol extinction coefficients from Raman lidar measurements. In this problem the unknown and the data are related through the exponential of a linear operator, the unknown is non-negative and the data follow the Poisson distribution. Standard methods work on the log-transformed data and solve the resulting linear inverse problem, but neglect to take into account the noise statistics. In this study we show that proper modelling of the noise distribution can improve substantially the quality of the reconstructed extinction profiles. To achieve this goal, we consider the non-linear inverse problem with non-negativity constraint, and propose two iterative algorithms derived using the Karush-Kuhn-Tucker conditions. We validate the algorithms with synthetic and experimental data. As expected, the proposed algorithms outperform standard methods in terms of sensitivity to noise and reliability of the estimated profile.Comment: 19 pages, 6 figure

    Bayesian Activity Estimation and Uncertainty Quantification of Spent Nuclear Fuel Using Passive Gamma Emission Tomography

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    In this paper, we address the problem of activity estimation in passive gamma emission tomography (PGET) of spent nuclear fuel. Two different noise models are considered and compared, namely, the isotropic Gaussian and the Poisson noise models. The problem is formulated within a Bayesian framework as a linear inverse problem and prior distributions are assigned to the unknown model parameters. In particular, a Bernoulli-truncated Gaussian prior model is considered to promote sparse pin configurations. A Markov chain Monte Carlo (MCMC) method, based on a split and augmented Gibbs sampler, is then used to sample the posterior distribution of the unknown parameters. The proposed algorithm is first validated by simulations conducted using synthetic data, generated using the nominal models. We then consider more realistic data simulated using a bespoke simulator, whose forward model is non-linear and not available analytically. In that case, the linear models used are mis-specified and we analyse their robustness for activity estimation. The results demonstrate superior performance of the proposed approach in estimating the pin activities in different assembly patterns, in addition to being able to quantify their uncertainty measures, in comparison with existing methods

    Revisiting maximum-a-posteriori estimation in log-concave models

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    Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed efficiently by convex optimisation. Despite its success and wide adoption, MAP estimation is not theoretically well understood yet. The prevalent view in the community is that MAP estimation is not proper Bayesian estimation in a decision-theoretic sense because it does not minimise a meaningful expected loss function (unlike the minimum mean squared error (MMSE) estimator that minimises the mean squared loss). This paper addresses this theoretical gap by presenting a decision-theoretic derivation of MAP estimation in Bayesian models that are log-concave. A main novelty is that our analysis is based on differential geometry, and proceeds as follows. First, we use the underlying convex geometry of the Bayesian model to induce a Riemannian geometry on the parameter space. We then use differential geometry to identify the so-called natural or canonical loss function to perform Bayesian point estimation in that Riemannian manifold. For log-concave models, this canonical loss is the Bregman divergence associated with the negative log posterior density. We then show that the MAP estimator is the only Bayesian estimator that minimises the expected canonical loss, and that the posterior mean or MMSE estimator minimises the dual canonical loss. We also study the question of MAP and MSSE estimation performance in large scales and establish a universal bound on the expected canonical error as a function of dimension, offering new insights into the good performance observed in convex problems. These results provide a new understanding of MAP and MMSE estimation in log-concave settings, and of the multiple roles that convex geometry plays in imaging problems.Comment: Accepted for publication in SIAM Imaging Science

    Bayesian Image Restoration for Poisson Corrupted Image using a Latent Variational Method with Gaussian MRF

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    We treat an image restoration problem with a Poisson noise chan- nel using a Bayesian framework. The Poisson randomness might be appeared in observation of low contrast object in the field of imaging. The noise observation is often hard to treat in a theo- retical analysis. In our formulation, we interpret the observation through the Poisson noise channel as a likelihood, and evaluate the bound of it with a Gaussian function using a latent variable method. We then introduce a Gaussian Markov random field (GMRF) as the prior for the Bayesian approach, and derive the posterior as a Gaussian distribution. The latent parameters in the likelihood and the hyperparameter in the GMRF prior could be treated as hid- den parameters, so that, we propose an algorithm to infer them in the expectation maximization (EM) framework using loopy belief propagation(LBP). We confirm the ability of our algorithm in the computer simulation, and compare it with the results of other im- age restoration frameworks.Comment: 9 pages, 6 figures, The of this manuscript is submitting to the Information Processing Society of Japan(IPSJ), Transactions on Mathematical Modeling and its Applications (TOM

    Image reconstruction under non-Gaussian noise

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