Choosing the Right Spatial Weighting Matrix in a Quantile Regression Model

This paper proposes computationally tractable methods for selecting the appropriate spatial weighting matrix in the context of a spatial quantile regression model. This selection is a notoriously difficult problem even in linear spatial models and is even more difficult in a quantile regression setup. The proposal is illustrated by an empirical example and manages to produce tractable models. One important feature of the proposed methodology is that by allowing different degrees and forms of spatial dependence across quantiles it further relaxes the usual quantile restriction attributable to the linear quantile regression. In this way we can obtain a more robust, with regard to potential functional misspecification, model, but nevertheless preserve the parametric rate of convergence and the established inferential apparatus associated with the linear quantile regression approach

Sparse image reconstruction on the sphere: analysis and synthesis

We develop techniques to solve ill-posed inverse problems on the sphere by sparse regularisation, exploiting sparsity in both axisymmetric and directional scale-discretised wavelet space. Denoising, inpainting, and deconvolution problems, and combinations thereof, are considered as examples. Inverse problems are solved in both the analysis and synthesis settings, with a number of different sampling schemes. The most effective approach is that with the most restricted solution-space, which depends on the interplay between the adopted sampling scheme, the selection of the analysis/synthesis problem, and any weighting of the l1 norm appearing in the regularisation problem. More efficient sampling schemes on the sphere improve reconstruction fidelity by restricting the solution-space and also by improving sparsity in wavelet space. We apply the technique to denoise Planck 353 GHz observations, improving the ability to extract the structure of Galactic dust emission, which is important for studying Galactic magnetism.Comment: 11 pages, 6 Figure

Robust sparse image reconstruction of radio interferometric observations with purify

Next-generation radio interferometers, such as the Square Kilometre Array (SKA), will revolutionise our understanding of the universe through their unprecedented sensitivity and resolution. However, to realise these goals significant challenges in image and data processing need to be overcome. The standard methods in radio interferometry for reconstructing images, such as CLEAN, have served the community well over the last few decades and have survived largely because they are pragmatic. However, they produce reconstructed inter\-ferometric images that are limited in quality and scalability for big data. In this work we apply and evaluate alternative interferometric reconstruction methods that make use of state-of-the-art sparse image reconstruction algorithms motivated by compressive sensing, which have been implemented in the PURIFY software package. In particular, we implement and apply the proximal alternating direction method of multipliers (P-ADMM) algorithm presented in a recent article. First, we assess the impact of the interpolation kernel used to perform gridding and degridding on sparse image reconstruction. We find that the Kaiser-Bessel interpolation kernel performs as well as prolate spheroidal wave functions, while providing a computational saving and an analytic form. Second, we apply PURIFY to real interferometric observations from the Very Large Array (VLA) and the Australia Telescope Compact Array (ATCA) and find images recovered by PURIFY are higher quality than those recovered by CLEAN. Third, we discuss how PURIFY reconstructions exhibit additional advantages over those recovered by CLEAN. The latest version of PURIFY, with developments presented in this work, is made publicly available.Comment: 22 pages, 10 figures, PURIFY code available at http://basp-group.github.io/purif

A Framework for Directional and Higher-Order Reconstruction in Photoacoustic Tomography

Photoacoustic tomography is a hybrid imaging technique that combines high optical tissue contrast with high ultrasound resolution. Direct reconstruction methods such as filtered backprojection, time reversal and least squares suffer from curved line artefacts and blurring, especially in case of limited angles or strong noise. In recent years, there has been great interest in regularised iterative methods. These methods employ prior knowledge on the image to provide higher quality reconstructions. However, easy comparisons between regularisers and their properties are limited, since many tomography implementations heavily rely on the specific regulariser chosen. To overcome this bottleneck, we present a modular reconstruction framework for photoacoustic tomography. It enables easy comparisons between regularisers with different properties, e.g. nonlinear, higher-order or directional. We solve the underlying minimisation problem with an efficient first-order primal-dual algorithm. Convergence rates are optimised by choosing an operator dependent preconditioning strategy. Our reconstruction methods are tested on challenging 2D synthetic and experimental data sets. They outperform direct reconstruction approaches for strong noise levels and limited angle measurements, offering immediate benefits in terms of acquisition time and quality. This work provides a basic platform for the investigation of future advanced regularisation methods in photoacoustic tomography.Comment: submitted to "Physics in Medicine and Biology". Changes from v1 to v2: regularisation with directional wavelet has been added; new experimental tests have been include

Online Matrix Completion Through Nuclear Norm Regularisation

It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic data reconstruction, we consider the matrix completion problem when entries of the matrix of interest are observed gradually. Precisely, we place ourselves in the situation where the predictive rule should be refined incrementally, rather than recomputed from scratch each time the sample of observed entries increases. The extension of existing matrix completion methods to the sequential prediction context is indeed a major issue in the Big Data era, and yet little addressed in the literature. The algorithm promoted in this article builds upon the Soft Impute approach introduced in Mazumder et al. (2010). The major novelty essentially arises from the use of a randomised technique for both computing and updating the Singular Value Decomposition (SVD) involved in the algorithm. Though of disarming simplicity, the method proposed turns out to be very efficient, while requiring reduced computations. Several numerical experiments based on real datasets illustrating its performance are displayed, together with preliminary results giving it a theoretical basis.Comment: Corrected a typo in the affiliatio

Semi-proximal Mirror-Prox for Nonsmooth Composite Minimization

We propose a new first-order optimisation algorithm to solve high-dimensional non-smooth composite minimisation problems. Typical examples of such problems have an objective that decomposes into a non-smooth empirical risk part and a non-smooth regularisation penalty. The proposed algorithm, called Semi-Proximal Mirror-Prox, leverages the Fenchel-type representation of one part of the objective while handling the other part of the objective via linear minimization over the domain. The algorithm stands in contrast with more classical proximal gradient algorithms with smoothing, which require the computation of proximal operators at each iteration and can therefore be impractical for high-dimensional problems. We establish the theoretical convergence rate of Semi-Proximal Mirror-Prox, which exhibits the optimal complexity bounds, i.e. $O(1/\epsilon^2)$, for the number of calls to linear minimization oracle. We present promising experimental results showing the interest of the approach in comparison to competing methods