First-order Convex Optimization Methods for Signal and Image Processing

In this thesis we investigate the use of first-order convex optimization methods applied to problems in signal and image processing. First we make a general introduction to convex optimization, first-order methods and their iteration com-plexity. Then we look at different techniques, which can be used with first-order methods such as smoothing, Lagrange multipliers and proximal gradient meth-ods. We continue by presenting different applications of convex optimization and notable convex formulations with an emphasis on inverse problems and sparse signal processing. We also describe the multiple-description problem. We finally present the contributions of the thesis. The remaining parts of the thesis consist of five research papers. The first paper addresses non-smooth first-order convex optimization and the trade-off between accuracy and smoothness of the approximating smooth function. The second and third papers concern discrete linear inverse problems and reliable numerical reconstruction software. The last two papers present a convex opti-mization formulation of the multiple-description problem and a method to solve it in the case of large-scale instances. i i

Sparse representation based hyperspectral image compression and classification

Abstract This thesis presents a research work on applying sparse representation to lossy hyperspectral image compression and hyperspectral image classification. The proposed lossy hyperspectral image compression framework introduces two types of dictionaries distinguished by the terms sparse representation spectral dictionary (SRSD) and multi-scale spectral dictionary (MSSD), respectively. The former is learnt in the spectral domain to exploit the spectral correlations, and the latter in wavelet multi-scale spectral domain to exploit both spatial and spectral correlations in hyperspectral images. To alleviate the computational demand of dictionary learning, either a base dictionary trained offline or an update of the base dictionary is employed in the compression framework. The proposed compression method is evaluated in terms of different objective metrics, and compared to selected state-of-the-art hyperspectral image compression schemes, including JPEG 2000. The numerical results demonstrate the effectiveness and competitiveness of both SRSD and MSSD approaches. For the proposed hyperspectral image classification method, we utilize the sparse coefficients for training support vector machine (SVM) and k-nearest neighbour (kNN) classifiers. In particular, the discriminative character of the sparse coefficients is enhanced by incorporating contextual information using local mean filters. The classification performance is evaluated and compared to a number of similar or representative methods. The results show that our approach could outperform other approaches based on SVM or sparse representation. This thesis makes the following contributions. It provides a relatively thorough investigation of applying sparse representation to lossy hyperspectral image compression. Specifically, it reveals the effectiveness of sparse representation for the exploitation of spectral correlations in hyperspectral images. In addition, we have shown that the discriminative character of sparse coefficients can lead to superior performance in hyperspectral image classification.EM201

Sparse image approximation with application to flexible image coding

Natural images are often modeled through piecewise-smooth regions. Region edges, which correspond to the contours of the objects, become, in this model, the main information of the signal. Contours have the property of being smooth functions along the direction of the edge, and irregularities on the perpendicular direction. Modeling edges with the minimum possible number of terms is of key importance for numerous applications, such as image coding, segmentation or denoising. Standard separable basis fail to provide sparse enough representation of contours, due to the fact that this kind of basis do not see the regularity of edges. In order to be able to detect this regularity, a new method based on (possibly redundant) sets of basis functions able to capture the geometry of images is needed. This thesis presents, in a first stage, a study about the features that basis functions should have in order to provide sparse representations of a piecewise-smooth image. This study emphasizes the need for edge-adapted basis functions, capable to accurately capture local orientation and anisotropic scaling of image structures. The need of different anisotropy degrees and orientations in the basis function set leads to the use of redundant dictionaries. However, redundant dictionaries have the inconvenience of giving no unique sparse image decompositions, and from all the possible decompositions of a signal in a redundant dictionary, just the sparsest is needed. There are several algorithms that allow to find sparse decompositions over redundant dictionaries, but most of these algorithms do not always guarantee that the optimal approximation has been recovered. To cope with this problem, a mathematical study about the properties of sparse approximations is performed. From this, a test to check whether a given sparse approximation is the sparsest is provided. The second part of this thesis presents a novel image approximation scheme, based on the use of a redundant dictionary. This scheme allows to have a good approximation of an image with a number of terms much smaller than the dimension of the signal. This novel approximation scheme is based on a dictionary formed by a combination of anisotropically refined and rotated wavelet-like mother functions and Gaussians. An efficient Full Search Matching Pursuit algorithm to perform the image decomposition in such a dictionary is designed. Finally, a geometric image coding scheme based on the image approximated over the anisotropic and rotated dictionary of basis functions is designed. The coding performances of this dictionary are studied. Coefficient quantization appears to be of crucial importance in the design of a Matching Pursuit based coding scheme. Thus, a quantization scheme for the MP coefficients has been designed, based on the theoretical energy upper bound of the MP algorithm and the empirical observations of the coefficient distribution and evolution. Thanks to this quantization, our image coder provides low to medium bit-rate image approximations, while it allows for on the fly resolution switching and several other affine image transformations to be performed directly in the transformed domain

Graph-based techniques for compression and reconstruction of sparse sources

The main goal of this thesis is to develop lossless compression schemes for analog and binary sources. All the considered compression schemes have as common feature that the encoder can be represented by a graph, so they can be studied employing tools from modern coding theory. In particular, this thesis is focused on two compression problems: the group testing and the noiseless compressed sensing problems. Although both problems may seem unrelated, in the thesis they are shown to be very close. Furthermore, group testing has the same mathematical formulation as non-linear binary source compression schemes that use the OR operator. In this thesis, the similarities between these problems are exploited. The group testing problem is aimed at identifying the defective subjects of a population with as few tests as possible. Group testing schemes can be divided into two groups: adaptive and non-adaptive group testing schemes. The former schemes generate tests sequentially and exploit the partial decoding results to attempt to reduce the overall number of tests required to label all members of the population, whereas non-adaptive schemes perform all the test in parallel and attempt to label as many subjects as possible. Our contributions to the group testing problem are both theoretical and practical. We propose a novel adaptive scheme aimed to efficiently perform the testing process. Furthermore, we develop tools to predict the performance of both adaptive and non-adaptive schemes when the number of subjects to be tested is large. These tools allow to characterize the performance of adaptive and non-adaptive group testing schemes without simulating them. The goal of the noiseless compressed sensing problem is to retrieve a signal from its lineal projection version in a lower-dimensional space. This can be done only whenever the amount of null components of the original signal is large enough. Compressed sensing deals with the design of sampling schemes and reconstruction algorithms that manage to reconstruct the original signal vector with as few samples as possible. In this thesis we pose the compressed sensing problem within a probabilistic framework, as opposed to the classical compression sensing formulation. Recent results in the state of the art show that this approach is more efficient than the classical one. Our contributions to noiseless compressed sensing are both theoretical and practical. We deduce a necessary and sufficient matrix design condition to guarantee that the reconstruction is lossless. Regarding the design of practical schemes, we propose two novel reconstruction algorithms based on message passing over the sparse representation of the matrix, one of them with very low computational complexity.El objetivo principal de la tesis es el desarrollo de esquemas de compresión sin pérdidas para fuentes analógicas y binarias. Los esquemas analizados tienen en común la representación del compresor mediante un grafo; esto ha permitido emplear en su estudio las herramientas de codificación modernas. Más concretamente la tesis estudia dos problemas de compresión en particular: el diseño de experimentos de testeo comprimido de poblaciones (de sangre, de presencia de elementos contaminantes, secuenciado de ADN, etcétera) y el muestreo comprimido de señales reales en ausencia de ruido. A pesar de que a primera vista parezcan problemas totalmente diferentes, en la tesis mostramos que están muy relacionados. Adicionalmente, el problema de testeo comprimido de poblaciones tiene una formulación matemática idéntica a los códigos de compresión binarios no lineales basados en puertas OR. En la tesis se explotan las similitudes entre todos estos problemas. Existen dos aproximaciones al testeo de poblaciones: el testeo adaptativo y el no adaptativo. El primero realiza los test de forma secuencial y explota los resultados parciales de estos para intentar reducir el número total de test necesarios, mientras que el segundo hace todos los test en bloque e intenta extraer el máximo de datos posibles de los test. Nuestras contribuciones al problema de testeo comprimido han sido tanto teóricas como prácticas. Hemos propuesto un nuevo esquema adaptativo para realizar eficientemente el proceso de testeo. Además hemos desarrollado herramientas que permiten predecir el comportamiento tanto de los esquemas adaptativos como de los esquemas no adaptativos cuando el número de sujetos a testear es elevado. Estas herramientas permiten anticipar las prestaciones de los esquemas de testeo sin necesidad de simularlos. El objetivo del muestreo comprimido es recuperar una señal a partir de su proyección lineal en un espacio de menor dimensión. Esto sólo es posible si se asume que la señal original tiene muchas componentes que son cero. El problema versa sobre el diseño de matrices y algoritmos de reconstrucción que permitan implementar esquemas de muestreo y reconstrucción con un número mínimo de muestras. A diferencia de la formulación clásica de muestreo comprimido, en esta tesis se ha empleado un modelado probabilístico de la señal. Referencias recientes en la literatura demuestran que este enfoque permite conseguir esquemas de compresión y descompresión más eficientes. Nuestras contribuciones en el campo de muestreo comprimido de fuentes analógicas dispersas han sido también teóricas y prácticas. Por un lado, la deducción de la condición necesaria y suficiente que debe garantizar la matriz de muestreo para garantizar que se puede reconstruir unívocamente la secuencia de fuente. Por otro lado, hemos propuesto dos algoritmos, uno de ellos de baja complejidad computacional, que permiten reconstruir la señal original basados en paso de mensajes entre los nodos de la representación gráfica de la matriz de proyección.Postprint (published version

Power-Constrained Sparse Gaussian Linear Dimensionality Reduction over Noisy Channels

In this paper, we investigate power-constrained sensing matrix design in a sparse Gaussian linear dimensionality reduction framework. Our study is carried out in a single--terminal setup as well as in a multi--terminal setup consisting of orthogonal or coherent multiple access channels (MAC). We adopt the mean square error (MSE) performance criterion for sparse source reconstruction in a system where source-to-sensor channel(s) and sensor-to-decoder communication channel(s) are noisy. Our proposed sensing matrix design procedure relies upon minimizing a lower-bound on the MSE in single-- and multiple--terminal setups. We propose a three-stage sensing matrix optimization scheme that combines semi-definite relaxation (SDR) programming, a low-rank approximation problem and power-rescaling. Under certain conditions, we derive closed-form solutions to the proposed optimization procedure. Through numerical experiments, by applying practical sparse reconstruction algorithms, we show the superiority of the proposed scheme by comparing it with other relevant methods. This performance improvement is achieved at the price of higher computational complexity. Hence, in order to address the complexity burden, we present an equivalent stochastic optimization method to the problem of interest that can be solved approximately, while still providing a superior performance over the popular methods.Comment: Accepted for publication in IEEE Transactions on Signal Processing (16 pages

Soft information based protocols in network coded relay networks

Future wireless networks aim at providing higher quality of service (QoS) to mobile users. The emergence of relay technologies has shed light on new methodologies through which the system capacity can be dramatically increased with low deployment cost. In this thesis, novel relay technologies have been proposed in two practical scenarios: wireless sensor networks (WSN) and cellular networks. In practical WSN designs, energy conservation is the single most important requirement. This thesis draws attention to a multiple access relay channels model in the WSN. The network coded symbol for the received signals from correlated sources has been derived; the network coded symbol vector is then converted into a sparse vector, after which a compressive sensing (CS) technique is applied over the sparse signals. A theoretical proof analysis is derived regarding the reliability of the network coded symbol formed in the proposed protocol. The proposed protocol results in a better bit error rate (BER) performance in comparison to the direct implementation of CS on the EF protocol. Simulation results validate our analyses. Another hot topic is the application of relay technologies to the cellular networks. In this thesis, a practical two-way transmission scheme is proposed based on the EF protocol and the network coding technique. A trellis coded quantization/modulation (TCQ/M) scheme is used in the network coding process. The soft network coded symbols are quantized into only one bit thus requiring the same transmission bandwidth as the simplest decode-and-forward protocol. The probability density function of the network coded symbol is derived to help to form the quantization codebook for the TCQ. Simulations show that the proposed soft forwarding protocol can achieve full diversity with only a transmission rate of 1, and its BER performance is equivalent to that of an unquantized EF protocol

Sparse Signal Processing and Statistical Inference for Internet of Things

Data originating from many devices within the Internet of Things (IoT) framework can be modeled as sparse signals. Efficient compression techniques of such data are essential to reduce the memory storage, bandwidth, and transmission power. In this thesis, I develop some theory and propose practical schemes for IoT applications to exploit the signal sparsity for efficient data acquisition and compression under the frameworks of compressed sensing (CS) and transform coding. In the context of CS, the restricted isometry constant of finite Gaussian measurement matrices is investigated, based on the exact distributions of the extreme eigenvalues of Wishart matrices. The analysis determines how aggressively the signal can be sub-sampled and recovered from a small number of linear measurements. The signal reconstruction is guaranteed, with a predefined probability, via various recovery algorithms. Moreover, the measurement matrix design for simultaneously acquiring multiple signals is considered. This problem is important for IoT networks, where a huge number of nodes are involved. In this scenario, the presented analytical methods provide limits on the compression of joint sparse sources by analyzing the weak restricted isometry constant of Gaussian measurement matrices. Regarding transform coding, two efficient source encoders for noisy sparse sources are proposed, based on channel coding theory. The analytical performance is derived in terms of the operational rate-distortion and energy-distortion. Furthermore, a case study for the compression of real signals from a wireless sensor network using the proposed encoders is considered. These techniques can reduce the power consumption and increase the lifetime of IoT networks. Finally, a frame synchronization mechanism has been designed to achieve reliable radio links for IoT devices, where optimal and suboptimal metrics for noncoherent frame synchronization are derived. The proposed tests outperform the commonly used correlation detector, leading to accurate data extraction and reduced power consumption

Compressed sensing with approximate message passing: measurement matrix and algorithm design

Compressed sensing (CS) is an emerging technique that exploits the properties of a sparse or compressible signal to efficiently and faithfully capture it with a sampling rate far below the Nyquist rate. The primary goal of compressed sensing is to achieve the best signal recovery with the least number of samples. To this end, two research directions have been receiving increasing attention: customizing the measurement matrix to the signal of interest and optimizing the reconstruction algorithm. In this thesis, contributions in both directions are made in the Bayesian setting for compressed sensing. The work presented in this thesis focuses on the approximate message passing (AMP) schemes, a new class of recovery algorithm that takes advantage of the statistical properties of the CS problem. First of all, a complete sample distortion (SD) framework is presented to fundamentally quantify the reconstruction performance for a certain pair of measurement matrix and recovery scheme. In the SD setting, the non-optimality region of the homogeneous Gaussian matrix is identified and the novel zeroing matrix is proposed with an improved performance. With the SD framework, the optimal sample allocation strategy for the block diagonal measurement matrix are derived for the wavelet representation of natural images. Extensive simulations validate the optimality of the proposed measurement matrix design. Motivated by the zeroing matrix, we extend the seeded matrix design in the CS literature to the novel modulated matrix structure. The major advantage of the modulated matrix over the seeded matrix lies in the simplicity of its state evolution dynamics. Together with the AMP based algorithm, the modulated matrix possesses a 1-D performance prediction system, with which we can optimize the matrix configuration. We then focus on a special modulated matrix form, designated as the two block matrix, which can also be seen as a generalization of the zeroing matrix. The effectiveness of the two block matrix is demonstrated through both sparse and compressible signals. The underlining reason for the improved performance is presented through the analysis of the state evolution dynamics. The final contribution of the thesis explores improving the reconstruction algorithm. By taking the signal prior into account, the Bayesian optimal AMP (BAMP) algorithm is demonstrated to dramatically improve the reconstruction quality. The key insight for its success is that it utilizes the minimum mean square error (MMSE) estimator for the CS denoising. However, the prerequisite of the prior information makes it often impractical. A novel SURE-AMP algorithm is proposed to address the dilemma. The critical feature of SURE-AMP is that the Stein’s unbiased risk estimate (SURE) based parametric least square estimator is used to replace the MMSE estimator. Given the optimization of the SURE estimator only involves the noisy data, it eliminates the need for the signal prior, thus can accommodate more general sparse models

Toward sparse and geometry adapted video approximations

Video signals are sequences of natural images, where images are often modeled as piecewise-smooth signals. Hence, video can be seen as a 3D piecewise-smooth signal made of piecewise-smooth regions that move through time. Based on the piecewise-smooth model and on related theoretical work on rate-distortion performance of wavelet and oracle based coding schemes, one can better analyze the appropriate coding strategies that adaptive video codecs need to implement in order to be efficient. Efficient video representations for coding purposes require the use of adaptive signal decompositions able to capture appropriately the structure and redundancy appearing in video signals. Adaptivity needs to be such that it allows for proper modeling of signals in order to represent these with the lowest possible coding cost. Video is a very structured signal with high geometric content. This includes temporal geometry (normally represented by motion information) as well as spatial geometry. Clearly, most of past and present strategies used to represent video signals do not exploit properly its spatial geometry. Similarly to the case of images, a very interesting approach seems to be the decomposition of video using large over-complete libraries of basis functions able to represent salient geometric features of the signal. In the framework of video, these features should model 2D geometric video components as well as their temporal evolution, forming spatio-temporal 3D geometric primitives. Through this PhD dissertation, different aspects on the use of adaptivity in video representation are studied looking toward exploiting both aspects of video: its piecewise nature and the geometry. The first part of this work studies the use of localized temporal adaptivity in subband video coding. This is done considering two transformation schemes used for video coding: 3D wavelet representations and motion compensated temporal filtering. A theoretical R-D analysis as well as empirical results demonstrate how temporal adaptivity improves coding performance of moving edges in 3D transform (without motion compensation) based video coding. Adaptivity allows, at the same time, to equally exploit redundancy in non-moving video areas. The analogy between motion compensated video and 1D piecewise-smooth signals is studied as well. This motivates the introduction of local length adaptivity within frame-adaptive motion compensated lifted wavelet decompositions. This allows an optimal rate-distortion performance when video motion trajectories are shorter than the transformation "Group Of Pictures", or when efficient motion compensation can not be ensured. After studying temporal adaptivity, the second part of this thesis is dedicated to understand the fundamentals of how can temporal and spatial geometry be jointly exploited. This work builds on some previous results that considered the representation of spatial geometry in video (but not temporal, i.e, without motion). In order to obtain flexible and efficient (sparse) signal representations, using redundant dictionaries, the use of highly non-linear decomposition algorithms, like Matching Pursuit, is required. General signal representation using these techniques is still quite unexplored. For this reason, previous to the study of video representation, some aspects of non-linear decomposition algorithms and the efficient decomposition of images using Matching Pursuits and a geometric dictionary are investigated. A part of this investigation concerns the study on the influence of using a priori models within approximation non-linear algorithms. Dictionaries with a high internal coherence have some problems to obtain optimally sparse signal representations when used with Matching Pursuits. It is proved, theoretically and empirically, that inserting in this algorithm a priori models allows to improve the capacity to obtain sparse signal approximations, mainly when coherent dictionaries are used. Another point discussed in this preliminary study, on the use of Matching Pursuits, concerns the approach used in this work for the decompositions of video frames and images. The technique proposed in this thesis improves a previous work, where authors had to recur to sub-optimal Matching Pursuit strategies (using Genetic Algorithms), given the size of the functions library. In this work the use of full search strategies is made possible, at the same time that approximation efficiency is significantly improved and computational complexity is reduced. Finally, a priori based Matching Pursuit geometric decompositions are investigated for geometric video representations. Regularity constraints are taken into account to recover the temporal evolution of spatial geometric signal components. The results obtained for coding and multi-modal (audio-visual) signal analysis, clarify many unknowns and show to be promising, encouraging to prosecute research on the subject