Quantifying Uncertainty in High Dimensional Inverse Problems by Convex Optimisation

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems and problems with non-smooth objective functionals (e.g. sparsity-promoting priors). In this article, a series of strategies to visualise this uncertainty are presented, e.g. highest posterior density credible regions, and local credible intervals (cf. error bars) for individual pixels and superpixels. Our methods support non-smooth priors for inverse problems and can be scaled to high-dimensional settings. Moreover, we present strategies to automatically set regularisation parameters so that the proposed uncertainty quantification (UQ) strategies become much easier to use. Also, different kinds of dictionaries (complete and over-complete) are used to represent the image/signal and their performance in the proposed UQ methodology is investigated.Comment: 5 pages, 5 figure

Deep Probabilistic Imaging: Uncertainty Quantification and Multi-modal Solution Characterization for Computational Imaging

Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically focus on recovering a point estimate. This is a serious limitation when working with underdetermined imaging systems, where it is conceivable that multiple image modes would be consistent with the measured data. Characterizing the space of probable images that explain the observational data is therefore crucial. In this paper, we propose a variational deep probabilistic imaging approach to quantify reconstruction uncertainty. Deep Probabilistic Imaging (DPI) employs an untrained deep generative model to estimate a posterior distribution of an unobserved image. This approach does not require any training data; instead, it optimizes the weights of a neural network to generate image samples that fit a particular measurement dataset. Once the network weights have been learned, the posterior distribution can be efficiently sampled. We demonstrate this approach in the context of interferometric radio imaging, which is used for black hole imaging with the Event Horizon Telescope, and compressed sensing Magnetic Resonance Imaging (MRI).Comment: This paper has been accepted to AAAI 2021. Keywords: Computational Imaging, Normalizing Flow, Uncertainty Quantification, Interferometry, MR

CHARA/MIRC observations of two M supergiants in Perseus OB1: temperature, Bayesian modeling, and compressed sensing imaging

Two red supergiants of the Per OB1 association, RS Per and T Per, have been observed in H band using the MIRC instrument at the CHARA array. The data show clear evidence of departure from circular symmetry. We present here new techniques specially developed to analyze such cases, based on state-of-the-art statistical frameworks. The stellar surfaces are first modeled as limb-darkened discs based on SATLAS models that fit both MIRC interferometric data and publicly available spectrophotometric data. Bayesian model selection is then used to determine the most probable number of spots. The effective surface temperatures are also determined and give further support to the recently derived hotter temperature scales of red su- pergiants. The stellar surfaces are reconstructed by our model-independent imaging code SQUEEZE, making use of its novel regularizer based on Compressed Sensing theory. We find excellent agreement between the model-selection results and the reconstructions. Our results provide evidence for the presence of near-infrared spots representing about 3-5% of the stellar flux

Non-Local Compressive Sensing Based SAR Tomography

Tomographic SAR (TomoSAR) inversion of urban areas is an inherently sparse reconstruction problem and, hence, can be solved using compressive sensing (CS) algorithms. This paper proposes solutions for two notorious problems in this field: 1) TomoSAR requires a high number of data sets, which makes the technique expensive. However, it can be shown that the number of acquisitions and the signal-to-noise ratio (SNR) can be traded off against each other, because it is asymptotically only the product of the number of acquisitions and SNR that determines the reconstruction quality. We propose to increase SNR by integrating non-local estimation into the inversion and show that a reasonable reconstruction of buildings from only seven interferograms is feasible. 2) CS-based inversion is computationally expensive and therefore barely suitable for large-scale applications. We introduce a new fast and accurate algorithm for solving the non-local L1-L2-minimization problem, central to CS-based reconstruction algorithms. The applicability of the algorithm is demonstrated using simulated data and TerraSAR-X high-resolution spotlight images over an area in Munich, Germany.Comment: 10 page

Interferometry of ϵ\epsilon Aurigae: Characterization of the asymmetric eclipsing disk

We report on a total of 106 nights of optical interferometric observations of the $\epsilon$ Aurigae system taken during the last 14 years by four beam combiners at three different interferometric facilities. This long sequence of data provides an ideal assessment of the system prior to, during, and after the recent 2009-2011 eclipse. We have reconstructed model-independent images from the 10 in-eclipse epochs which show that a disk-like object is indeed responsible for the eclipse. Using new 3D, time-dependent modeling software, we derive the properties of the F-star (diameter, limb darkening), determine previously unknown orbital elements ($\Omega$, $i$), and access the global structures of the optically thick portion of the eclipsing disk using both geometric models and approximations of astrophysically relevant density distributions. These models may be useful in future hydrodynamical modeling of the system. Lastly, we address several outstanding research questions including mid-eclipse brightening, possible shrinking of the F-type primary, and any warps or sub-features within the disk.Comment: 105 pages, 57 figures. This is an author-created, un-copyedited version of an article accepted for publication in Astrophysical Journal Supplement Series. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from i

Computational Inverse Problems for Partial Differential Equations

The problem of determining unknown quantities in a PDE from measurements of (part of) the solution to this PDE arises in a wide range of applications in science, technology, medicine, and finance. The unknown quantity may e.g. be a coefficient, an initial or a boundary condition, a source term, or the shape of a boundary. The identification of such quantities is often computationally challenging and requires profound knowledge of the analytical properties of the underlying PDE as well as numerical techniques. The focus of this workshop was on applications in phase retrieval, imaging with waves in random media, and seismology of the Earth and the Sun, a further emphasis was put on stochastic aspects in the context of uncertainty quantification and parameter identification in stochastic differential equations. Many open problems and mathematical challenges in application fields were addressed, and intensive discussions provided an insight into the high potential of joining deep knowledge in numerical analysis, partial differential equations, and regularization, but also in mathematical statistics, homogenization, optimization, differential geometry, numerical linear algebra, and variational analysis to tackle these challenges

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