Fast Markov chain Monte Carlo sampling for sparse Bayesian inference in high-dimensional inverse problems using L1-type priors

Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in the prior distribution has attracted attention. Important questions about the relation between regularization theory and Bayesian inference still need to be addressed when using sparsity promoting inversion. A practical obstacle for these examinations is the lack of fast posterior sampling algorithms for sparse, high-dimensional Bayesian inversion: Accessing the full range of Bayesian inference methods requires being able to draw samples from the posterior probability distribution in a fast and efficient way. This is usually done using Markov chain Monte Carlo (MCMC) sampling algorithms. In this article, we develop and examine a new implementation of a single component Gibbs MCMC sampler for sparse priors relying on L1-norms. We demonstrate that the efficiency of our Gibbs sampler increases when the level of sparsity or the dimension of the unknowns is increased. This property is contrary to the properties of the most commonly applied Metropolis-Hastings (MH) sampling schemes: We demonstrate that the efficiency of MH schemes for L1-type priors dramatically decreases when the level of sparsity or the dimension of the unknowns is increased. Practically, Bayesian inversion for L1-type priors using MH samplers is not feasible at all. As this is commonly believed to be an intrinsic feature of MCMC sampling, the performance of our Gibbs sampler also challenges common beliefs about the applicability of sample based Bayesian inference.Comment: 33 pages, 14 figure

Refraction-corrected ray-based inversion for three-dimensional ultrasound tomography of the breast

Ultrasound Tomography has seen a revival of interest in the past decade, especially for breast imaging, due to improvements in both ultrasound and computing hardware. In particular, three-dimensional ultrasound tomography, a fully tomographic method in which the medium to be imaged is surrounded by ultrasound transducers, has become feasible. In this paper, a comprehensive derivation and study of a robust framework for large-scale bent-ray ultrasound tomography in 3D for a hemispherical detector array is presented. Two ray-tracing approaches are derived and compared. More significantly, the problem of linking the rays between emitters and receivers, which is challenging in 3D due to the high number of degrees of freedom for the trajectory of rays, is analysed both as a minimisation and as a root-finding problem. The ray-linking problem is parameterised for a convex detection surface and three robust, accurate, and efficient ray-linking algorithms are formulated and demonstrated. To stabilise these methods, novel adaptive-smoothing approaches are proposed that control the conditioning of the update matrices to ensure accurate linking. The nonlinear UST problem of estimating the sound speed was recast as a series of linearised subproblems, each solved using the above algorithms and within a steepest descent scheme. The whole imaging algorithm was demonstrated to be robust and accurate on realistic data simulated using a full-wave acoustic model and an anatomical breast phantom, and incorporating the errors due to time-of-flight picking that would be present with measured data. This method can used to provide a low-artefact, quantitatively accurate, 3D sound speed maps. In addition to being useful in their own right, such 3D sound speed maps can be used to initialise full-wave inversion methods, or as an input to photoacoustic tomography reconstructions

Sparse Bayesian Inference & Uncertainty Quantification for Inverse Imaging Problems

During the last two decades, sparsity has emerged as a key concept to solve linear and non-linear ill-posed inverse problems, in particular for severely ill-posed problems and applications with incomplete, sub-sampled data. At the same time, there is a growing demand to obtain quantitative instead of just qualitative inverse results together with a systematic assessment of their uncertainties (Uncertainty quantification, UQ). Bayesian inference seems like a suitable framework to combine sparsity and UQ but its application to large-scale inverse problems resulting from fine discretizations of PDE models leads to severe computational and conceptional challenges. In this talk, we will focus on two different Bayesian approaches to model sparsity as a-priori information: Via convex, but non-smooth prior energies such as total variation and Besov space priors and via non-convex but smooth priors arising from hierarchical Bayesian modeling. To illustrate our findings, we will rely on experimental data from challenging biomedical imaging applications such as EEG/MEG source localization and limited-angle CT. We want to share the experiences, results we obtained and the open questions we face from our perspective as researchers coming from a background in biomedical imaging rather than in statistics and hope to stimulate a fruitful discussion for both sides

Never look back - A modified EnKF method and its application to the training of neural networks without back propagation

In this work, we present a new derivative-free optimization method and investigate its use for training neural networks. Our method is motivated by the Ensemble Kalman Filter (EnKF), which has been used successfully for solving optimization problems that involve large-scale, highly nonlinear dynamical systems. A key benefit of the EnKF method is that it requires only the evaluation of the forward propagation but not its derivatives. Hence, in the context of neural networks, it alleviates the need for back propagation and reduces the memory consumption dramatically. However, the method is not a pure "black-box" global optimization heuristic as it efficiently utilizes the structure of typical learning problems. Promising first results of the EnKF for training deep neural networks have been presented recently by Kovachki and Stuart. We propose an important modification of the EnKF that enables us to prove convergence of our method to the minimizer of a strongly convex function. Our method also bears similarity with implicit filtering and we demonstrate its potential for minimizing highly oscillatory functions using a simple example. Further, we provide numerical examples that demonstrate the potential of our method for training deep neural networks.Comment: 10 pages, 2 figure

Sequential Experimental Design for X-Ray CT Using Deep Reinforcement Learning

In X-ray Computed Tomography (CT), projections from many angles are acquired and used for 3D reconstruction. To make CT suitable for in-line quality control, reducing the number of angles while maintaining reconstruction quality is necessary. Sparse-angle tomography is a popular approach for obtaining 3D reconstructions from limited data. To optimize its performance, one can adapt scan angles sequentially to select the most informative angles for each scanned object. Mathematically, this corresponds to solving and optimal experimental design (OED) problem. OED problems are high-dimensional, non-convex, bi-level optimization problems that cannot be solved online, i.e., during the scan. To address these challenges, we pose the OED problem as a partially observable Markov decision process in a Bayesian framework, and solve it through deep reinforcement learning. The approach learns efficient non-greedy policies to solve a given class of OED problems through extensive offline training rather than solving a given OED problem directly via numerical optimization. As such, the trained policy can successfully find the most informative scan angles online. We use a policy training method based on the Actor-Critic approach and evaluate its performance on 2D tomography with synthetic data

Bayesian inversion in biomedical imaging

Biomedizinische Bildgebung ist zu einer Schlüsseltechnik geworden, Struktur oder Funktion lebender Organismen nicht-invasiv zu untersuchen. Relevante Informationen aus den gemessenen Daten zu rekonstruieren erfordert neben mathematischer Modellierung und numerischer Simulation das verlässliche Lösen schlecht gestellter inverser Probleme. Um dies zu erreichen müssen zusätzliche a-priori Informationen über die zu rekonstruierende Größe formuliert und in die algorithmischen Lösungsverfahren einbezogen werden. Bayesianische Invertierung ist eine spezielle mathematische Methodik dies zu tun. Die vorliegende Arbeit entwickelt eine aktuelle Übersicht Bayesianischer Invertierung und demonstriert die vorgestellten Konzepte und Algorithmen in verschiedenen numerischen Studien, darunter anspruchsvolle Anwendungen aus der biomedizinischen Bildgebung mit experimentellen Daten. Ein Schwerpunkt liegt dabei auf der Verwendung von Dünnbesetztheit/Sparsity als a-priori Information.Biomedical imaging techniques became a key technology to assess the structure or function of living organisms in a non-invasive way. Besides innovations in the instrumentation, the development of new and improved methods for processing and analysis of the measured data has become a vital field of research. Building on traditional signal processing, this area nowadays also comprises mathematical modeling, numerical simulation and inverse problems. The latter describes the reconstruction of quantities of interest from measured data and a given generative model. Unfortunately, most inverse problems are ill-posed, which means that a robust and reliable reconstruction is not possible unless additional a-priori information on the quantity of interest is incorporated into the solution method. Bayesian inversion is a mathematical methodology to formulate and employ a-priori information in computational schemes to solve the inverse problem. This thesis develops a recent overview on Bayesian inversion and exemplifies the presented concepts and algorithms in various numerical studies including challenging biomedical imaging applications with experimental data. A particular focus is on using sparsity as a-priori information within the Bayesian framework. <br

On the Adjoint Operator in Photoacoustic Tomography

Photoacoustic Tomography (PAT) is an emerging biomedical "imaging from coupled physics" technique, in which the image contrast is due to optical absorption, but the information is carried to the surface of the tissue as ultrasound pulses. Many algorithms and formulae for PAT image reconstruction have been proposed for the case when a complete data set is available. In many practical imaging scenarios, however, it is not possible to obtain the full data, or the data may be sub-sampled for faster data acquisition. In such cases, image reconstruction algorithms that can incorporate prior knowledge to ameliorate the loss of data are required. Hence, recently there has been an increased interest in using variational image reconstruction. A crucial ingredient for the application of these techniques is the adjoint of the PAT forward operator, which is described in this article from physical, theoretical and numerical perspectives. First, a simple mathematical derivation of the adjoint of the PAT forward operator in the continuous framework is presented. Then, an efficient numerical implementation of the adjoint using a k-space time domain wave propagation model is described and illustrated in the context of variational PAT image reconstruction, on both 2D and 3D examples including inhomogeneous sound speed. The principal advantage of this analytical adjoint over an algebraic adjoint (obtained by taking the direct adjoint of the particular numerical forward scheme used) is that it can be implemented using currently available fast wave propagation solvers.Comment: submitted to "Inverse Problems

Approximate k-space models and Deep Learning for fast photoacoustic reconstruction

We present a framework for accelerated iterative reconstructions using a fast and approximate forward model that is based on k-space methods for photoacoustic tomography. The approximate model introduces aliasing artefacts in the gradient information for the iterative reconstruction, but these artefacts are highly structured and we can train a CNN that can use the approximate information to perform an iterative reconstruction. We show feasibility of the method for human in-vivo measurements in a limited-view geometry. The proposed method is able to produce superior results to total variation reconstructions with a speed-up of 32 times