A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in PDE-based models and correspond to quantities such as density or pressure fields, elasto-plastic moduli and internal variables in solid mechanics, conductivity fields in heat diffusion problems, permeability fields in fluid flow through porous media etc. The proposed model has all the advantages of traditional Bayesian formulations such as the ability to produce measures of confidence for the inferences made and providing not only predictive estimates but also quantitative measures of the predictive uncertainty. In contrast to existing approaches it utilizes a parsimonious, non-parametric formulation that favors sparse representations and whose complexity can be determined from the data. The proposed framework in non-intrusive and makes use of a sequence of forward solvers operating at various resolutions. As a result, inexpensive, coarse solvers are used to identify the most salient features of the unknown field(s) which are subsequently enriched by invoking solvers operating at finer resolutions. This leads to significant computational savings particularly in problems involving computationally demanding forward models but also improvements in accuracy. It is based on a novel, adaptive scheme based on Sequential Monte Carlo sampling which is embarrassingly parallelizable and circumvents issues with slow mixing encountered in Markov Chain Monte Carlo schemes

Constrained Approximation of Effective Generators for Multiscale Stochastic Reaction Networks and Application to Conditioned Path Sampling

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the "fast" and "slow" variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.Comment: 31 pages, 7 figure

Polarized wavelets and curvelets on the sphere

The statistics of the temperature anisotropies in the primordial cosmic microwave background radiation field provide a wealth of information for cosmology and for estimating cosmological parameters. An even more acute inference should stem from the study of maps of the polarization state of the CMB radiation. Measuring the extremely weak CMB polarization signal requires very sensitive instruments. The full-sky maps of both temperature and polarization anisotropies of the CMB to be delivered by the upcoming Planck Surveyor satellite experiment are hence being awaited with excitement. Multiscale methods, such as isotropic wavelets, steerable wavelets, or curvelets, have been proposed in the past to analyze the CMB temperature map. In this paper, we contribute to enlarging the set of available transforms for polarized data on the sphere. We describe a set of new multiscale decompositions for polarized data on the sphere, including decimated and undecimated Q-U or E-B wavelet transforms and Q-U or E-B curvelets. The proposed transforms are invertible and so allow for applications in data restoration and denoising.Comment: Accepted. Full paper will figures available at http://jstarck.free.fr/aa08_pola.pd

Sparse component separation for accurate CMB map estimation

The Cosmological Microwave Background (CMB) is of premier importance for the cosmologists to study the birth of our universe. Unfortunately, most CMB experiments such as COBE, WMAP or Planck do not provide a direct measure of the cosmological signal; CMB is mixed up with galactic foregrounds and point sources. For the sake of scientific exploitation, measuring the CMB requires extracting several different astrophysical components (CMB, Sunyaev-Zel'dovich clusters, galactic dust) form multi-wavelength observations. Mathematically speaking, the problem of disentangling the CMB map from the galactic foregrounds amounts to a component or source separation problem. In the field of CMB studies, a very large range of source separation methods have been applied which all differ from each other in the way they model the data and the criteria they rely on to separate components. Two main difficulties are i) the instrument's beam varies across frequencies and ii) the emission laws of most astrophysical components vary across pixels. This paper aims at introducing a very accurate modeling of CMB data, based on sparsity, accounting for beams variability across frequencies as well as spatial variations of the components' spectral characteristics. Based on this new sparse modeling of the data, a sparsity-based component separation method coined Local-Generalized Morphological Component Analysis (L-GMCA) is described. Extensive numerical experiments have been carried out with simulated Planck data. These experiments show the high efficiency of the proposed component separation methods to estimate a clean CMB map with a very low foreground contamination, which makes L-GMCA of prime interest for CMB studies.Comment: submitted to A&

The curvelet transform for image denoising

We describe approximate digital implementations of two new mathematical transforms, namely, the ridgelet transform and the curvelet transform. Our implementations offer exact reconstruction, stability against perturbations, ease of implementation, and low computational complexity. A central tool is Fourier-domain computation of an approximate digital Radon transform. We introduce a very simple interpolation in the Fourier space which takes Cartesian samples and yields samples on a rectopolar grid, which is a pseudo-polar sampling set based on a concentric squares geometry. Despite the crudeness of our interpolation, the visual performance is surprisingly good. Our ridgelet transform applies to the Radon transform a special overcomplete wavelet pyramid whose wavelets have compact support in the frequency domain. Our curvelet transform uses our ridgelet transform as a component step, and implements curvelet subbands using a filter bank of a` trous wavelet filters. Our philosophy throughout is that transforms should be overcomplete, rather than critically sampled. We apply these digital transforms to the denoising of some standard images embedded in white noise. In the tests reported here, simple thresholding of the curvelet coefficients is very competitive with "state of the art" techniques based on wavelets, including thresholding of decimated or undecimated wavelet transforms and also including tree-based Bayesian posterior mean methods. Moreover, the curvelet reconstructions exhibit higher perceptual quality than wavelet-based reconstructions, offering visually sharper images and, in particular, higher quality recovery of edges and of faint linear and curvilinear features. Existing theory for curvelet and ridgelet transforms suggests that these new approaches can outperform wavelet methods in certain image reconstruction problems. The empirical results reported here are in encouraging agreement

A proximal iteration for deconvolving Poisson noisy images using sparse representations

We propose an image deconvolution algorithm when the data is contaminated by Poisson noise. The image to restore is assumed to be sparsely represented in a dictionary of waveforms such as the wavelet or curvelet transforms. Our key contributions are: First, we handle the Poisson noise properly by using the Anscombe variance stabilizing transform leading to a {\it non-linear} degradation equation with additive Gaussian noise. Second, the deconvolution problem is formulated as the minimization of a convex functional with a data-fidelity term reflecting the noise properties, and a non-smooth sparsity-promoting penalties over the image representation coefficients (e.g. $\ell_1$-norm). Third, a fast iterative backward-forward splitting algorithm is proposed to solve the minimization problem. We derive existence and uniqueness conditions of the solution, and establish convergence of the iterative algorithm. Finally, a GCV-based model selection procedure is proposed to objectively select the regularization parameter. Experimental results are carried out to show the striking benefits gained from taking into account the Poisson statistics of the noise. These results also suggest that using sparse-domain regularization may be tractable in many deconvolution applications with Poisson noise such as astronomy and microscopy