Scanning and Sequential Decision Making for Multidimensional Data -- Part II: The Noisy Case

We consider the problem of sequential decision making for random fields corrupted by noise. In this scenario, the decision maker observes a noisy version of the data, yet judged with respect to the clean data. In particular, we first consider the problem of scanning and sequentially filtering noisy random fields. In this case, the sequential filter is given the freedom to choose the path over which it traverses the random field (e.g., noisy image or video sequence), thus it is natural to ask what is the best achievable performance and how sensitive this performance is to the choice of the scan. We formally define the problem of scanning and filtering, derive a bound on the best achievable performance, and quantify the excess loss occurring when nonoptimal scanners are used, compared to optimal scanning and filtering. We then discuss the problem of scanning and prediction for noisy random fields. This setting is a natural model for applications such as restoration and coding of noisy images. We formally define the problem of scanning and prediction of a noisy multidimensional array and relate the optimal performance to the clean scandictability defined by Merhav and Weissman. Moreover, bounds on the excess loss due to suboptimal scans are derived, and a universal prediction algorithm is suggested. This paper is the second part of a two-part paper. The first paper dealt with scanning and sequential decision making on noiseless data arrays

Statistical Physics Analysis of Maximum a Posteriori Estimation for Multi-channel Hidden Markov Models

The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that correspond to different characteristics of the MAP-estimated sequence. The solution to the MAP estimation problem has different operational regimes separated by first order phase transitions. The transition points for $L$-channel system with identical noise levels, are uniquely determined by $L$ being odd or even, irrespective of the actual number of channels. We demonstrate that for lower noise intensities, the number of solutions is uniquely determined for odd $L$, whereas for even $L$ there are exponentially many solutions. We also develop a semi analytical approach to calculate the estimation error without resorting to brute force simulations. Finally, we examine the tradeoff between a system with single low-noise channel and one with multiple noisy channels.Comment: The paper has been submitted to Journal of Statistical Physics with submission number JOSS-S-12-0039

Neighbourhood-consensus message passing and its potentials in image processing applications

In this paper, a novel algorithm for inference in Markov Random Fields (MRFs) is presented. Its goal is to find approximate maximum a posteriori estimates in a simple manner by combining neighbourhood influence of iterated conditional modes (ICM) and message passing of loopy belief propagation (LBP). We call the proposed method neighbourhood-consensus message passing because a single joint message is sent from the specified neighbourhood to the central node. The message, as a function of beliefs, represents the agreement of all nodes within the neighbourhood regarding the labels of the central node. This way we are able to overcome the disadvantages of reference algorithms, ICM and LBP. On one hand, more information is propagated in comparison with ICM, while on the other hand, the huge amount of pairwise interactions is avoided in comparison with LBP by working with neighbourhoods. The idea is related to the previously developed iterated conditional expectations algorithm. Here we revisit it and redefine it in a message passing framework in a more general form. The results on three different benchmarks demonstrate that the proposed technique can perform well both for binary and multi-label MRFs without any limitations on the model definition. Furthermore, it manifests improved performance over related techniques either in terms of quality and/or speed

Accuracy of MAP segmentation with hidden Potts and Markov mesh prior models via Path Constrained Viterbi Training, Iterated Conditional Modes and Graph Cut based algorithms

In this paper, we study statistical classification accuracy of two different Markov field environments for pixelwise image segmentation, considering the labels of the image as hidden states and solving the estimation of such labels as a solution of the MAP equation. The emission distribution is assumed the same in all models, and the difference lays in the Markovian prior hypothesis made over the labeling random field. The a priori labeling knowledge will be modeled with a) a second order anisotropic Markov Mesh and b) a classical isotropic Potts model. Under such models, we will consider three different segmentation procedures, 2D Path Constrained Viterbi training for the Hidden Markov Mesh, a Graph Cut based segmentation for the first order isotropic Potts model, and ICM (Iterated Conditional Modes) for the second order isotropic Potts model. We provide a unified view of all three methods, and investigate goodness of fit for classification, studying the influence of parameter estimation, computational gain, and extent of automation in the statistical measures Overall Accuracy, Relative Improvement and Kappa coefficient, allowing robust and accurate statistical analysis on synthetic and real-life experimental data coming from the field of Dental Diagnostic Radiography. All algorithms, using the learned parameters, generate good segmentations with little interaction when the images have a clear multimodal histogram. Suboptimal learning proves to be frail in the case of non-distinctive modes, which limits the complexity of usable models, and hence the achievable error rate as well. All Matlab code written is provided in a toolbox available for download from our website, following the Reproducible Research Paradigm

Active Mean Fields for Probabilistic Image Segmentation: Connections with Chan-Vese and Rudin-Osher-Fatemi Models

Segmentation is a fundamental task for extracting semantically meaningful regions from an image. The goal of segmentation algorithms is to accurately assign object labels to each image location. However, image-noise, shortcomings of algorithms, and image ambiguities cause uncertainty in label assignment. Estimating the uncertainty in label assignment is important in multiple application domains, such as segmenting tumors from medical images for radiation treatment planning. One way to estimate these uncertainties is through the computation of posteriors of Bayesian models, which is computationally prohibitive for many practical applications. On the other hand, most computationally efficient methods fail to estimate label uncertainty. We therefore propose in this paper the Active Mean Fields (AMF) approach, a technique based on Bayesian modeling that uses a mean-field approximation to efficiently compute a segmentation and its corresponding uncertainty. Based on a variational formulation, the resulting convex model combines any label-likelihood measure with a prior on the length of the segmentation boundary. A specific implementation of that model is the Chan-Vese segmentation model (CV), in which the binary segmentation task is defined by a Gaussian likelihood and a prior regularizing the length of the segmentation boundary. Furthermore, the Euler-Lagrange equations derived from the AMF model are equivalent to those of the popular Rudin-Osher-Fatemi (ROF) model for image denoising. Solutions to the AMF model can thus be implemented by directly utilizing highly-efficient ROF solvers on log-likelihood ratio fields. We qualitatively assess the approach on synthetic data as well as on real natural and medical images. For a quantitative evaluation, we apply our approach to the icgbench dataset

The Sensing Capacity of Sensor Networks

This paper demonstrates fundamental limits of sensor networks for detection problems where the number of hypotheses is exponentially large. Such problems characterize many important applications including detection and classification of targets in a geographical area using a network of sensors, and detecting complex substances with a chemical sensor array. We refer to such applications as largescale detection problems. Using the insight that these problems share fundamental similarities with the problem of communicating over a noisy channel, we define a quantity called the sensing capacity and lower bound it for a number of sensor network models. The sensing capacity expression differs significantly from the channel capacity due to the fact that a fixed sensor configuration encodes all states of the environment. As a result, codewords are dependent and non-identically distributed. The sensing capacity provides a bound on the minimal number of sensors required to detect the state of an environment to within a desired accuracy. The results differ significantly from classical detection theory, and provide an ntriguing connection between sensor networks and communications. In addition, we discuss the insight that sensing capacity provides for the problem of sensor selection.Comment: Submitted to IEEE Transactions on Information Theory, November 200