An iterative thresholding algorithm for linear inverse problems with a sparsity constraint

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the coefficients of such expansions, with 1 < or = p < or =2, still regularizes the problem. If p < 2, regularized solutions of such l^p-penalized problems will have sparser expansions, with respect to the basis under consideration. To compute the corresponding regularized solutions we propose an iterative algorithm that amounts to a Landweber iteration with thresholding (or nonlinear shrinkage) applied at each iteration step. We prove that this algorithm converges in norm. We also review some potential applications of this method.Comment: 30 pages, 3 figures; this is version 2 - changes with respect to v1: small correction in proof (but not statement of) lemma 3.15; description of Besov spaces in intro and app A clarified (and corrected); smaller pointsize (making 30 instead of 38 pages

Recovering edges in ill-posed inverse problems: optimality of curvelet frames

We consider a model problem of recovering a function $f(x_1,x_2)$ from noisy Radon data. The function $f$ to be recovered is assumed smooth apart from a discontinuity along a $C^2$ curve, that is, an edge. We use the continuum white-noise model, with noise level $\varepsilon$. Traditional linear methods for solving such inverse problems behave poorly in the presence of edges. Qualitatively, the reconstructions are blurred near the edges; quantitatively, they give in our model mean squared errors (MSEs) that tend to zero with noise level $\varepsilon$ only as $O(\varepsilon^{1/2})$ as $\varepsilon\to 0$. A recent innovation--nonlinear shrinkage in the wavelet domain--visually improves edge sharpness and improves MSE convergence to $O(\varepsilon^{2/3})$. However, as we show here, this rate is not optimal. In fact, essentially optimal performance is obtained by deploying the recently-introduced tight frames of curvelets in this setting. Curvelets are smooth, highly anisotropic elements ideally suited for detecting and synthesizing curved edges. To deploy them in the Radon setting, we construct a curvelet-based biorthogonal decomposition of the Radon operator and build "curvelet shrinkage" estimators based on thresholding of the noisy curvelet coefficients. In effect, the estimator detects edges at certain locations and orientations in the Radon domain and automatically synthesizes edges at corresponding locations and directions in the original domain. We prove that the curvelet shrinkage can be tuned so that the estimator will attain, within logarithmic factors, the MSE $O(\varepsilon^{4/5})$ as noise level $\varepsilon\to 0$. This rate of convergence holds uniformly over a class of functions which are $C^2$ except for discontinuities along $C^2$ curves, and (except for log terms) is the minimax rate for that class. Our approach is an instance of a general strategy which should apply in other inverse problems; we sketch a deconvolution example

Introduction to the Restoration of Astrophysical Images by Multiscale Transforms and Bayesian Methods

This book is a collection of 19 articles which reflect the courses given at the Collège de France/Summer school “Reconstruction d'images − Applications astrophysiques“ held in Nice and Fréjus, France, from June 18 to 22, 2012. The articles presented in this volume address emerging concepts and methods that are useful in the complex process of improving our knowledge of the celestial objects, including Earth

Curvelets and Ridgelets

International audienceDespite the fact that wavelets have had a wide impact in image processing, they fail to efficiently represent objects with highly anisotropic elements such as lines or curvilinear structures (e.g. edges). The reason is that wavelets are non-geometrical and do not exploit the regularity of the edge curve. The Ridgelet and the Curvelet [3, 4] transforms were developed as an answer to the weakness of the separable wavelet transform in sparsely representing what appears to be simple building atoms in an image, that is lines, curves and edges. Curvelets and ridgelets take the form of basis elements which exhibit high directional sensitivity and are highly anisotropic [5, 6, 7, 8]. These very recent geometric image representations are built upon ideas of multiscale analysis and geometry. They have had an important success in a wide range of image processing applications including denoising [8, 9, 10], deconvolution [11, 12], contrast enhancement [13], texture analysis [14, 15], detection [16], watermarking [17], component separation [18], inpainting [19, 20] or blind source separation[21, 22]. Curvelets have also proven useful in diverse fields beyond the traditional image processing application. Let’s cite for example seismic imaging [10, 23, 24], astronomical imaging [25, 26, 27], scientific computing and analysis of partial differential equations [28, 29]. Another reason for the success of ridgelets and curvelets is the availability of fast transform algorithms which are available in non-commercial software packages following the philosophy of reproducible research, see [30, 31]

A SURE Approach for Digital Signal/Image Deconvolution Problems

In this paper, we are interested in the classical problem of restoring data degraded by a convolution and the addition of a white Gaussian noise. The originality of the proposed approach is two-fold. Firstly, we formulate the restoration problem as a nonlinear estimation problem leading to the minimization of a criterion derived from Stein's unbiased quadratic risk estimate. Secondly, the deconvolution procedure is performed using any analysis and synthesis frames that can be overcomplete or not. New theoretical results concerning the calculation of the variance of the Stein's risk estimate are also provided in this work. Simulations carried out on natural images show the good performance of our method w.r.t. conventional wavelet-based restoration methods

Numerical Issues When Using Wavelets

International audienceWavelets and related multiscale representations pervade all areas of signal processing. The recent inclusion of wavelet algorithms in JPEG 2000 – the new still-picture compression standard– testifies to this lasting and significant impact. The reason of the success of the wavelets is due to the fact that wavelet basis represents well a large class of signals, and therefore allows us to detect roughly isotropic elements occurring at all spatial scales and locations. As the noise in the physical sciences is often not Gaussian, the modeling, in the wavelet space, of many kind of noise (Poisson noise, combination of Gaussian and Poisson noise, long-memory 1/f noise, non-stationary noise, ...) has also been a key step for the use of wavelets in scientific, medical, or industrial applications [1]. Extensive wavelet packages exist now, commercial (see for example [2]) or non commercial (see for example [3, 4]), which allows any researcher, doctor, or engineer to analyze his data using wavelets

Tomographic reconstruction with non-linear diagonal estimators

In tomographic reconstruction, the inversion of the Radon transform in the presence of noise is numerically unstable. Reconstruction estimators are studied where the regularization is performed by a thresholding in a wavelet or wavelet packet decomposition. These estimators are efficient and their optimality can be established when the decomposition provides a near-diagonalization of the inverse Radon transform operator and a compact representation of the object to be recovered. Several new estimators are investigated in different decomposition. First numerical results already exhibit a strong metrical and perceptual improvement over current reconstruction methods. These estimators are implemented with fast non-iterative algorithms, and are expected to outperform Filtered Back-Projection and iterative procedures for PET, SPECT and X-ray CT devices