Poisson Matrix Completion

We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper constraints on the matrix $M$, and establish theoretical upper and lower bounds on the recovery error. Our bounds are nearly optimal up to a factor on the order of $\mathcal{O}(\log(d_1 d_2))$. These bounds are obtained by adapting the arguments used for one-bit matrix completion \cite{davenport20121} (although these two problems are different in nature) and the adaptation requires new techniques exploiting properties of the Poisson likelihood function and tackling the difficulties posed by the locally sub-Gaussian characteristic of the Poisson distribution. Our results highlight a few important distinctions of Poisson matrix completion compared to the prior work in matrix completion including having to impose a minimum signal-to-noise requirement on each observed entry. We also develop an efficient iterative algorithm and demonstrate its good performance in recovering solar flare images.Comment: Submitted to IEEE for publicatio

Denoising time-resolved microscopy image sequences with singular value thresholding.

Time-resolved imaging in microscopy is important for the direct observation of a range of dynamic processes in both the physical and life sciences. However, the image sequences are often corrupted by noise, either as a result of high frame rates or a need to limit the radiation dose received by the sample. Here we exploit both spatial and temporal correlations using low-rank matrix recovery methods to denoise microscopy image sequences. We also make use of an unbiased risk estimator to address the issue of how much thresholding to apply in a robust and automated manner. The performance of the technique is demonstrated using simulated image sequences, as well as experimental scanning transmission electron microscopy data, where surface adatom motion and nanoparticle structural dynamics are recovered at rates of up to 32 frames per second.Junior Research Fellowship from Clare CollegeThis is the final version of the article. It first appeared from Elsevier via http://dx.doi.org/10.1016/j.ultramic.2016.05.00