Projected gradient descent for non-convex sparse spike estimation

We propose a new algorithm for sparse spike estimation from Fourier measurements. Based on theoretical results on non-convex optimization techniques for off-the-grid sparse spike estimation, we present a projected gradient descent algorithm coupled with a spectral initialization procedure. Our algorithm permits to estimate the positions of large numbers of Diracs in 2d from random Fourier measurements. We present, along with the algorithm, theoretical qualitative insights explaining the success of our algorithm. This opens a new direction for practical off-the-grid spike estimation with theoretical guarantees in imaging applications

PROJECTED GRADIENT DESCENT FOR NON-CONVEX SPARSE SPIKE ESTIMATION

We propose an algorithm to perform sparse spike estimation from Fourier measurements. Based on theoretical results on non-convex optimization techniques for off-the-grid sparse spike estimation, we present a simple projected descent algorithm coupled with an initialization procedure. Our algorithm permits to estimate the positions of large numbers of Diracs in 2d from random Fourier measurements. This opens the way for practical estimation of such signals for imaging applications as the algorithm scales well with respect to the dimensions of the problem. We present, along with the algorithm, theoretical qualitative insights explaining the success of our algorithm

The basins of attraction of the global minimizers of non-convex inverse problems with low-dimensional models in infinite dimension

Non-convex methods for linear inverse problems with low-dimensional models have emerged as an alternative to convex techniques. We propose a theoretical framework where both finite dimensional and infinite dimensional linear inverse problems can be studied. We show how the size of the the basins of attraction of the minimizers of such problems is linked with the number of available measurements. This framework recovers known results about low-rank matrix estimation and off-the-grid sparse spike estimation, and it provides new results for Gaussian mixture estimation from linear measurements. keywords: low-dimensional models, non-convex methods, low-rank matrix recovery, off-the-grid sparse recovery, Gaussian mixture model estimation from linear measurements

Signed distance functions and viscosity solutions of discontinuous Hamilton-Jacobi Equations

In this paper, we first review some properties of the signed distance function. In particular, we examine the skeleton of a curve in ^2 and get a complete description of its closure. We also give a sufficient condition for the closure of the skeleton to be of zero Lebesgue's measure. We then make a complete study of the PDE: du/dt +sign(u_0(x))(|Du|-1)=0 , which is closely related to the signed distance function. The existing literature provides no mathematical results for such PDEs. Indeed, we face the difficulty of considering a discontinuous Hamiltonian operator with respect to the space variable. We state an existence and uniqueness theorem, giving in particular an explicit Hopf-Lax formula for the solution as well as its asymptotic behaviour. This generalizes classical results for continous Hamitonian. We then get interested in a more general class of PDEs: du/dt +sign(u_0(x))H(D- u)=0, with H convex Under some technical but reasonable assumptions, we obtain the same kind of results. As far as we know, they are new for discontinuous Hamiltonians

Signed distance functions and viscosity solutions of discontinuous Hamilton-Jacobi Equations

In this paper, we first review some properties of the signed distance function. In particular, we examine the skeleton of a curve in ^2 and get a complete description of its closure. We also give a sufficient condition for the closure of the skeleton to be of zero Lebesgue's measure. We then make a complete study of the PDE: du/dt +sign(u_0(x))(|Du|-1)=0 , which is closely related to the signed distance function. The existing literature provides no mathematical results for such PDEs. Indeed, we face the difficulty of considering a discontinuous Hamiltonian operator with respect to the space variable. We state an existence and uniqueness theorem, giving in particular an explicit Hopf-Lax formula for the solution as well as its asymptotic behaviour. This generalizes classical results for continous Hamitonian. We then get interested in a more general class of PDEs: du/dt +sign(u_0(x))H(D- u)=0, with H convex Under some technical but reasonable assumptions, we obtain the same kind of results. As far as we know, they are new for discontinuous Hamiltonians

Heavy Ball Momentum for Non-Strongly Convex Optimization

When considering the minimization of a quadratic or strongly convex function, it is well known that first-order methods involving an inertial term weighted by a constant-in-time parameter are particularly efficient (see Polyak [32], Nesterov [28], and references therein). By setting the inertial parameter according to the condition number of the objective function, these methods guarantee a fast exponential decay of the error. We prove that this type of schemes (which are later called Heavy Ball schemes) is relevant in a relaxed setting, i.e. for composite functions satisfying a quadratic growth condition. In particular, we adapt V-FISTA, introduced by Beck in [10] for strongly convex functions, to this broader class of functions. To the authors' knowledge, the resulting worst-case convergence rates are faster than any other in the literature, including those of FISTA restart schemes. No assumption on the set of minimizers is required and guarantees are also given in the non-optimal case, i.e. when the condition number is not exactly known. This analysis follows the study of the corresponding continuous-time dynamical system (Heavy Ball with friction system), for which new convergence results of the trajectory are shown

Structure and texture compression

In this paper, we tackle the problem of image compression. During the last past years, many algorithms have been proposed to take advantage of the geometry of the image. We intend here to propose a new compression algorithm which would take into account the structures in the image, and which would be powerful even when the original image has some textured areas. To this end, we first split our image into two components, a first one containing the structures of the image, and a second one the oscillating patterns. We then perform the compression of each component separately. Our final compressed image is the sum of these two compressed components. This new compression algorithm outperforms the standard biorthogonal wavelets compession

Mathematical Modeling of Textures: Application to Color Image Decomposition with a Projected Gradient Algorithm

International audienceIn this paper, we are interested in color image processing, and in particular color image decomposition. The problem of image decomposition consists in splitting an original image f into two components u and v. u should contain the geometric information of the original image, while v should be made of the oscillating patterns of f, such as textures. We propose here a scheme based on a projected gradient algorithm to compute the solution of various decomposition models for color images or vector-valued images. We provide a direct convergence proof of the scheme, and we give some analysis on color texture modeling

Modeling very oscillating signals. Application to image processing

This article is a companion paper of a previous work \cite{Aujol[3]} where we have developed the numerical analysis of a variational model first introduced by L. Rudin, S. Osher and E. Fatemi \cite{Rudin[1]} and revisited by Y. Meyer \cite{Meyer[1]} for removing the noise and capturing textures in an image. The basic idea in this model is to decompose f into two components (u+v) and then to search for (u,v) as a minimizer of an energy functional. The first component u belongs to BV and contains geometrical informations while the second one v is sought in a space G which contains signals with large oscillations, i.e. noise and textures. In Y. Meyer carried out his study in the whole ^2 and his approach is rather built on harmonic analysis tools. We place ourselves in the case of a bounded set of ^2 which is the proper setting for image processing and our approach is based upon functional analysis arguments. We define in this context the space G, give some of its properties and then study in this continuous setting the energy functional which allows us to recover the components u and v. model signals with strong oscillations. For instance, in an image, this space models noises and textures. case of a bounded open set of ^2 which is the proper setting for image processing. We give a definition of G adapted to our case, and we show that it still has good properties to model signals with strong oscillations. In \cite{Meyer[1]}, the author had also paved the way to a new model to decompose an image into two components: one in BV (the space of bounded variations) which contains the geometrical information, and one in G which consists in the noises ad the textures. An algorithm to perform this decomposition has been proposed in \cite{Meyer[1]}. We show here its relevance in a continuous setting