Level Set Estimation from Compressive Measurements using Box Constrained Total Variation Regularization

Estimating the level set of a signal from measurements is a task that arises in a variety of fields, including medical imaging, astronomy, and digital elevation mapping. Motivated by scenarios where accurate and complete measurements of the signal may not available, we examine here a simple procedure for estimating the level set of a signal from highly incomplete measurements, which may additionally be corrupted by additive noise. The proposed procedure is based on box-constrained Total Variation (TV) regularization. We demonstrate the performance of our approach, relative to existing state-of-the-art techniques for level set estimation from compressive measurements, via several simulation examples

Robust Super-Level Set Estimation using Gaussian Processes

This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability. We assume that we only have access to a noise-corrupted version of the function and that function evaluations are costly. To select the next query point, we propose maximizing the expected volume of the domain identified as above the threshold as predicted by a Gaussian process, robustified by a variance term. We also give asymptotic guarantees on the exploration effect of the algorithm, regardless of the prior misspecification. We show by various numerical examples that our approach also outperforms existing techniques in the literature in practice.Comment: Accepted to ECML 201