Fast Gibbs sampling for high-dimensional Bayesian inversion

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to explore and quantify its uncertainties. In applications where the inverse solution is subject to further analysis procedures, this can be a significant advantage. Alongside theoretical progress, various new computational techniques allow to sample very high dimensional posterior distributions: In [Lucka2012], a Markov chain Monte Carlo (MCMC) posterior sampler was developed for linear inverse problems with $\ell_1$-type priors. In this article, we extend this single component Gibbs-type sampler to a wide range of priors used in Bayesian inversion, such as general $\ell_p^q$ priors with additional hard constraints. Besides a fast computation of the conditional, single component densities in an explicit, parameterized form, a fast, robust and exact sampling from these one-dimensional densities is key to obtain an efficient algorithm. We demonstrate that a generalization of slice sampling can utilize their specific structure for this task and illustrate the performance of the resulting slice-within-Gibbs samplers by different computed examples. These new samplers allow us to perform sample-based Bayesian inference in high-dimensional scenarios with certain priors for the first time, including the inversion of computed tomography (CT) data with the popular isotropic total variation (TV) prior.Comment: submitted to "Inverse Problems

Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify its solution. Deriving efficient strategies which jointly brings into play the primal and the dual problems is however a more recent idea which has generated many important new contributions in the last years. These novel developments are grounded on recent advances in convex analysis, discrete optimization, parallel processing, and non-smooth optimization with emphasis on sparsity issues. In this paper, we aim at presenting the principles of primal-dual approaches, while giving an overview of numerical methods which have been proposed in different contexts. We show the benefits which can be drawn from primal-dual algorithms both for solving large-scale convex optimization problems and discrete ones, and we provide various application examples to illustrate their usefulness

Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)

The implicit objective of the biennial "international - Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST) is to foster collaboration between international scientific teams by disseminating ideas through both specific oral/poster presentations and free discussions. For its second edition, the iTWIST workshop took place in the medieval and picturesque town of Namur in Belgium, from Wednesday August 27th till Friday August 29th, 2014. The workshop was conveniently located in "The Arsenal" building within walking distance of both hotels and town center. iTWIST'14 has gathered about 70 international participants and has featured 9 invited talks, 10 oral presentations, and 14 posters on the following themes, all related to the theory, application and generalization of the "sparsity paradigm": Sparsity-driven data sensing and processing; Union of low dimensional subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph sensing/processing; Blind inverse problems and dictionary learning; Sparsity and computational neuroscience; Information theory, geometry and randomness; Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?; Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website: http://sites.google.com/site/itwist1

Sparse Signal Representation in Digital and Biological Systems

Theories of sparse signal representation, wherein a signal is decomposed as the sum of a small number of constituent elements, play increasing roles in both mathematical signal processing and neuroscience. This happens despite the differences between signal models in the two domains. After reviewing preliminary material on sparse signal models, I use work on compressed sensing for the electron tomography of biological structures as a target for exploring the efficacy of sparse signal reconstruction in a challenging application domain. My research in this area addresses a topic of keen interest to the biological microscopy community, and has resulted in the development of tomographic reconstruction software which is competitive with the state of the art in its field. Moving from the linear signal domain into the nonlinear dynamics of neural encoding, I explain the sparse coding hypothesis in neuroscience and its relationship with olfaction in locusts. I implement a numerical ODE model of the activity of neural populations responsible for sparse odor coding in locusts as part of a project involving offset spiking in the Kenyon cells. I also explain the validation procedures we have devised to help assess the model's similarity to the biology. The thesis concludes with the development of a new, simplified model of locust olfactory network activity, which seeks with some success to explain statistical properties of the sparse coding processes carried out in the network

Applied microlocal analysis of deep neural networks for inverse problems

Deep neural networks have recently shown state-of-the-art performance in different imaging tasks. As an example, EfficientNet is today the best image classifier on the ImageNet challenge. They are also very powerful for image reconstruction, for example, deep learning currently yields the best methods for CT reconstruction. Most imaging problems, such as CT reconstruction, are ill-posed inverse problems, which hence require regularization techniques typically based on a-priori information. Also, due to the human visual system, singularities such as edge-like features are the governing structures of images. This leads to the question of how to incorporate such information into a solver of an inverse problem in imaging and how deep neural networks operate on singularities. The main research theme of this thesis is to introduce theoretically founded approaches to use deep neural networks in combination with model-based methods to solve inverse problems from imaging science. We do this by heavily exploring the singularity structure of images as a-priori information. We then develop a comprehensive analysis of how neural networks act on singularities using predominantly methods from the microlocal analysis. For analyzing the interaction of deep neural networks with singularities, we introduce a novel technique to compute the propagation of wavefront sets through convolutional residual neural networks (conv-ResNet). This is achieved in a two-fold manner: We first study the continuous case where the neural network is defined in an infinite-dimensional continuous space. This problem is tackled by using the structure of these networks as a sequential application of continuous convolutional operators and ReLU non-linearities and applying microlocal analysis techniques to track the propagation of the wavefront set through the layers. This then leads to the so-called \emph{microcanonical relation} that describes the propagation of the wavefront set under the action of such a neural network. Secondly, for studying real-world discrete problems, we digitize the necessary microlocal analysis methods via the digital shearlet transform. The key idea is the fact that the shearlet transform optimally represents Fourier integral operators hence such a discretization decays rapidly, allowing a finite approximation. Fourier integral operators play an important role in microlocal analysis, since it is well known that they preserve singularities on functions, and, in addition, they have a closed form microcanonical relation. Also, based on the newly developed theoretical analysis, we introduce a method that uses digital shearlet coefficients to compute the digital wavefront set of images by a convolutional neural network. Our approach is then used for a similar analysis of the microlocal behavior of the learned-primal dual architecture, which is formed by a sequence of conv-ResNet blocks. This architecture has shown state-of-the-art performance in inverse problem regularization, in particular, computed tomography reconstruction related to the Radon transform. Since the Radon operator is a Fourier integral operator, our microlocal techniques can be applied. Therefore, we can study with high precision the singularities propagation of this architecture. Aiming to empirically analyze our theoretical approach, we focus on the reconstruction of X-ray tomographic data. We approach this problem by using a task-adapted reconstruction framework, in which we combine the task of reconstruction with the task of computing the wavefront set of the original image as a-priori information. Our numerical results show superior performance with respect to current state-of-the-art tomographic reconstruction methods; hence we anticipate our work to also be a significant contribution to the biomedical imaging community.Tiefe neuronale Netze haben in letzter Zeit bei verschiedenen Bildverarbeitungsaufgaben Spitzenleistungen gezeigt. Zum Beispiel ist AlexNet heute der beste Bildklassifikator bei der ImageNet-Challenge. Sie sind auch sehr leistungsfaehig fue die Bildrekonstruktion, zum Beispiel liefert Deep Learning derzeit die besten Methoden fuer die CT-Rekonstruktion. Die meisten Bildgebungsprobleme wie die CT-Rekonstruktion sind schlecht gestellte inverse Probleme, die daher Regularisierungstechniken erfordern, die typischerweise auf vorherigen Informationen basieren. Auch aufgrund des menschlichen visuellen Systems sind Singularitaeten wie kantenartige Merkmale die bestimmenden Strukturen von Bildern. Dies fuehrt zu der Frage, wie man solche Informationen in einen Loeser eines inversen Problems in der Bildverarbeitung einbeziehen kann und wie tiefe neuronale Netze mit Singularitaeten arbeiten. Das Hauptforschungsthema dieser Arbeit ist die Einfuehrung theoretisch fundierter konzeptioneller Ansaetze zur Verwendung von tiefen neuronalen Netzen in Kombination mit modellbasierten Methoden zur Loesung inverser Probleme aus der Bildwissenschaft. Wir tun dies, indem wir die Singularitaetsstruktur von Bildern als Vorinformation intensiv erforschen. Dazu entwickeln wir eine umfassende Analyse, wie neuronale Netze auf Singularitaeten wirken, indem wir vorwiegend Methoden aus der mikrolokalen Analyse verwenden. Um die Interaktion von tiefen neuronalen Netzen mit Singularitaeten zu analysieren, fuehren wir eine neuartige Technik ein, um die Ausbreitung von Wellenfrontsaetzen mit Hilfe von Convolutional Residual neuronalen Netzen (Conv-ResNet) zu berechnen. Dies wird auf zweierlei Weise erreicht: Zunaechst untersuchen wir den kontinuierlichen Fall, bei dem das neuronale Netz in einem unendlich dimensionalen kontinuierlichen Raum definiert ist. Dieses Problem wird angegangen, indem wir die besondere Struktur dieser Netze als sequentielle Anwendung von kontinuierlichen Faltungsoperatoren und ReLU-Nichtlinearitaeten nutzen und mikrolokale Analyseverfahren anwenden, um die Ausbreitung einer Wellenfrontmenge durch die Schichten zu verfolgen. Dies fuehrt dann zu einer mikrokanonischen Beziehung, die die Ausbreitung der Wellenfrontmenge unter ihrer Wirkung beschreibt. Zweitens digitalisieren wir die notwendigen mikrolokalen Analysemethoden ueber die digitale Shearlet-Transformation, wobei die Digitalisierung fuer die Untersuchung realer Probleme notwendig ist. Die Schluesselidee ist die Tatsache, dass die Shearlet-Transformation Fourier-Integraloperatoren optimal repraesentiert, so dass eine solche Diskretisierung schnell abklingt und eine endliche Approximation ermoeglicht. Nebenbei stellen wir auch eine Methode vor, die digitale Shearlet-Koeffizienten verwendet, um den digitalen Wellenfrontsatz von Bildern durch ein Faltungsneuronales Netzwerk zu berechnen. Unser Ansatz wird dann fuer eine aehnliche Analyse fuer die gelernte primale-duale Architektur verwendet, die durch eine Sequenz von conv-ResNet-Bloecken gebildet wird. Diese Architektur hat bei der Rekonstruktion inverser Probleme, insbesondere bei der Rekonstruktion der Computertomographie im Zusammenhang mit der Radon-Transformation, Spitzenleistungen gezeigt. Da der Radon-Operator ein Fourier-Integraloperator ist, koennen unsere mikrolokalen Techniken angewendet werden. Um unseren theoretischen Ansatz numerisch zu analysieren, konzentrieren wir uns auf die Rekonstruktion von Roentgentomographiedaten. Wir naehern uns diesem Problem mit Hilfe eines aufgabenangepassten Rekonstruktionsrahmens, in dem wir die Aufgabe der Rekonstruktion mit der Aufgabe der Berechnung der Wellenfrontmenge des Originalbildes als Vorinformation kombinieren. Unsere numerischen Ergebnisse zeigen eine ueberragende Leistung, daher erwarten wir, dass dies auch ein interessanter Beitrag fuer die biomedizinische Bildgebung sein wird