Pointwise adaptive estimation for quantile regression

A nonparametric procedure for quantile regression, or more generally nonparametric M-estimation, is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each point M-estimators over different local neighbourhoods and by a local model selection procedure based on sequential testing. Non-asymptotic risk bounds are obtained, which yield rate-optimality for large sample asymptotics under weak conditions. Simulations for different univariate median regression models show good finite sample properties, also in comparison to traditional methods. The approach is the basis for denoising CT scans in cancer research.M-estimation, median regression, robust estimation, local model selection, unsupervised learning, local bandwidth selection, median filter, Lepski procedure, minimax rate, image denoising

Pointwise adaptive estimation for robust and quantile regression

A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each point M-estimators over different local neighbourhoods and by a local model selection procedure based on sequential testing. Non-asymptotic risk bounds are obtained, which yield rate-optimality for large sample asymptotics under weak conditions. Simulations for different univariate median regression models show good finite sample properties, also in comparison to traditional methods. The approach is extended to image denoising and applied to CT scans in cancer research

Combining local regularity estimation and total variation optimization for scale-free texture segmentation

Texture segmentation constitutes a standard image processing task, crucial to many applications. The present contribution focuses on the particular subset of scale-free textures and its originality resides in the combination of three key ingredients: First, texture characterization relies on the concept of local regularity ; Second, estimation of local regularity is based on new multiscale quantities referred to as wavelet leaders ; Third, segmentation from local regularity faces a fundamental bias variance trade-off: In nature, local regularity estimation shows high variability that impairs the detection of changes, while a posteriori smoothing of regularity estimates precludes from locating correctly changes. Instead, the present contribution proposes several variational problem formulations based on total variation and proximal resolutions that effectively circumvent this trade-off. Estimation and segmentation performance for the proposed procedures are quantified and compared on synthetic as well as on real-world textures

Denoising by multiwavelet singularity detection

Wavelet denoising by singularity detection was proposed as an algorithm that combines Mallat and Donoho’s denoising approaches. With wavelet transform modulus sum, we can avoid the error and ambiguities of tracing the modulus maxima across scales and the complicated and computationally demanding reconstruction process. We can also avoid the visual artifacts produced by shrinkage. In this paper, we investigate a multiwavelet denoising algorithm based on a modified singularity detection approach. Improved signal denoising results are obtained in comparison to the single wavelet case

Revisiting maximum-a-posteriori estimation in log-concave models

Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed efficiently by convex optimisation. Despite its success and wide adoption, MAP estimation is not theoretically well understood yet. The prevalent view in the community is that MAP estimation is not proper Bayesian estimation in a decision-theoretic sense because it does not minimise a meaningful expected loss function (unlike the minimum mean squared error (MMSE) estimator that minimises the mean squared loss). This paper addresses this theoretical gap by presenting a decision-theoretic derivation of MAP estimation in Bayesian models that are log-concave. A main novelty is that our analysis is based on differential geometry, and proceeds as follows. First, we use the underlying convex geometry of the Bayesian model to induce a Riemannian geometry on the parameter space. We then use differential geometry to identify the so-called natural or canonical loss function to perform Bayesian point estimation in that Riemannian manifold. For log-concave models, this canonical loss is the Bregman divergence associated with the negative log posterior density. We then show that the MAP estimator is the only Bayesian estimator that minimises the expected canonical loss, and that the posterior mean or MMSE estimator minimises the dual canonical loss. We also study the question of MAP and MSSE estimation performance in large scales and establish a universal bound on the expected canonical error as a function of dimension, offering new insights into the good performance observed in convex problems. These results provide a new understanding of MAP and MMSE estimation in log-concave settings, and of the multiple roles that convex geometry plays in imaging problems.Comment: Accepted for publication in SIAM Imaging Science

Regularity scalable image coding based on wavelet singularity detection

In this paper, we propose an adaptive algorithm for scalable wavelet image coding, which is based on the general feature, the regularity, of images. In pattern recognition or computer vision, regularity of images is estimated from the oriented wavelet coefficients and quantified by the Lipschitz exponents. To estimate the Lipschitz exponents, evaluating the interscale evolution of the wavelet transform modulus sum (WTMS) over the directional cone of influence was proven to be a better approach than tracing the wavelet transform modulus maxima (WTMM). This is because the irregular sampling nature of the WTMM complicates the reconstruction process. Moreover, examples were found to show that the WTMM representation cannot uniquely characterize a signal. It implies that the reconstruction of signal from its WTMM may not be consistently stable. Furthermore, the WTMM approach requires much more computational effort. Therefore, we use the WTMS approach to estimate the regularity of images from the separable wavelet transformed coefficients. Since we do not concern about the localization issue, we allow the decimation to occur when we evaluate the interscale evolution. After the regularity is estimated, this information is utilized in our proposed adaptive regularity scalable wavelet image coding algorithm. This algorithm can be simply embedded into any wavelet image coders, so it is compatible with the existing scalable coding techniques, such as the resolution scalable and signal-to-noise ratio (SNR) scalable coding techniques, without changing the bitstream format, but provides more scalable levels with higher peak signal-to-noise ratios (PSNRs) and lower bit rates. In comparison to the other feature-based wavelet scalable coding algorithms, the proposed algorithm outperforms them in terms of visual perception, computational complexity and coding efficienc