Low Complexity Regularization of Linear Inverse Problems

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter delivers a review of recent advances in the field where the regularization prior promotes solutions conforming to some notion of simplicity/low-complexity. These priors encompass as popular examples sparsity and group sparsity (to capture the compressibility of natural signals and images), total variation and analysis sparsity (to promote piecewise regularity), and low-rank (as natural extension of sparsity to matrix-valued data). Our aim is to provide a unified treatment of all these regularizations under a single umbrella, namely the theory of partial smoothness. This framework is very general and accommodates all low-complexity regularizers just mentioned, as well as many others. Partial smoothness turns out to be the canonical way to encode low-dimensional models that can be linear spaces or more general smooth manifolds. This review is intended to serve as a one stop shop toward the understanding of the theoretical properties of the so-regularized solutions. It covers a large spectrum including: (i) recovery guarantees and stability to noise, both in terms of $\ell^2$-stability and model (manifold) identification; (ii) sensitivity analysis to perturbations of the parameters involved (in particular the observations), with applications to unbiased risk estimation ; (iii) convergence properties of the forward-backward proximal splitting scheme, that is particularly well suited to solve the corresponding large-scale regularized optimization problem

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

ℓ1\ell^1-Analysis Minimization and Generalized (Co-)Sparsity: When Does Recovery Succeed?

This paper investigates the problem of signal estimation from undersampled noisy sub-Gaussian measurements under the assumption of a cosparse model. Based on generalized notions of sparsity, we derive novel recovery guarantees for the $\ell^{1}$-analysis basis pursuit, enabling highly accurate predictions of its sample complexity. The corresponding bounds on the number of required measurements do explicitly depend on the Gram matrix of the analysis operator and therefore particularly account for its mutual coherence structure. Our findings defy conventional wisdom which promotes the sparsity of analysis coefficients as the crucial quantity to study. In fact, this common paradigm breaks down completely in many situations of practical interest, for instance, when applying a redundant (multilevel) frame as analysis prior. By extensive numerical experiments, we demonstrate that, in contrast, our theoretical sampling-rate bounds reliably capture the recovery capability of various examples, such as redundant Haar wavelets systems, total variation, or random frames. The proofs of our main results build upon recent achievements in the convex geometry of data mining problems. More precisely, we establish a sophisticated upper bound on the conic Gaussian mean width that is associated with the underlying $\ell^{1}$-analysis polytope. Due to a novel localization argument, it turns out that the presented framework naturally extends to stable recovery, allowing us to incorporate compressible coefficient sequences as well

Accelerated Projected Gradient Method for Linear Inverse Problems with Sparsity Constraints

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an iterative soft-thresholding algorithm. We propose an alternative implementation to $\ell_1$-constraints, using a gradient method, with projection on $\ell_1$-balls. The corresponding algorithm uses again iterative soft-thresholding, now with a variable thresholding parameter. We also propose accelerated versions of this iterative method, using ingredients of the (linear) steepest descent method. We prove convergence in norm for one of these projected gradient methods, without and with acceleration.Comment: 24 pages, 5 figures. v2: added reference, some amendments, 27 page

Deconvolution under Poisson noise using exact data fidelity and synthesis or analysis sparsity priors

In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On the other hand, as a prior, the images to restore are assumed to be positive and sparsely represented in a dictionary of waveforms such as wavelets or curvelets. Both analysis and synthesis-type sparsity priors are considered. Piecing together the data fidelity and the prior terms, the deconvolution problem boils down to the minimization of non-smooth convex functionals (for each prior). We establish the well-posedness of each optimization problem, characterize the corresponding minimizers, and solve them by means of proximal splitting algorithms originating from the realm of non-smooth convex optimization theory. Experimental results are conducted to demonstrate the potential applicability of the proposed algorithms to astronomical imaging datasets

A Panorama on Multiscale Geometric Representations, Intertwining Spatial, Directional and Frequency Selectivity

The richness of natural images makes the quest for optimal representations in image processing and computer vision challenging. The latter observation has not prevented the design of image representations, which trade off between efficiency and complexity, while achieving accurate rendering of smooth regions as well as reproducing faithful contours and textures. The most recent ones, proposed in the past decade, share an hybrid heritage highlighting the multiscale and oriented nature of edges and patterns in images. This paper presents a panorama of the aforementioned literature on decompositions in multiscale, multi-orientation bases or dictionaries. They typically exhibit redundancy to improve sparsity in the transformed domain and sometimes its invariance with respect to simple geometric deformations (translation, rotation). Oriented multiscale dictionaries extend traditional wavelet processing and may offer rotation invariance. Highly redundant dictionaries require specific algorithms to simplify the search for an efficient (sparse) representation. We also discuss the extension of multiscale geometric decompositions to non-Euclidean domains such as the sphere or arbitrary meshed surfaces. The etymology of panorama suggests an overview, based on a choice of partially overlapping "pictures". We hope that this paper will contribute to the appreciation and apprehension of a stream of current research directions in image understanding.Comment: 65 pages, 33 figures, 303 reference