Martin Burger Institute for Computational and Applied Mathematics - - PowerPoint PPT Presentation
Martin Burger Institute for Computational and Applied Mathematics - - PowerPoint PPT Presentation
(4D) Variational Models Preserving Sharp Edges Martin Burger Institute for Computational and Applied Mathematics 2 Mathematical Imaging Workgroup @WWU 0.65 DNA Akrosom 0.60 Flagellum Glass 0.55 0.50 0.45 0.40 Intensity (cnt) 0.35
Martin Burger
Mathematical Imaging Workgroup @WWU
2
Linz, 2011
0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 0.55 0.60 0.65 Intensity (cnt) 600 800 1 000 1 200 1 400 1 600 1 800 Raman Shift (cm-1) DNA Akrosom Flagellum GlassMartin Burger
3
Some Philosophy
„No matter what question, L1 is the answer“ Stanley O. Regularization in data assimilation is at the same state it was 10 years ago in biomedical imaging The understanding and methods we gained in medical imaging can hopefully be useful in geosciences and data assimilation
Martin Burger
4
Biomedical Imaging: 2000 vs 2010
Modality State of the art 2000 State of the art 2010
Full CT Filtered Backprojection Exact Reconstruction PET/SPECT Filtered Backprojection /EM EM-TV / Dynamic Sparse PET-CT
- EM-AnatomicalTV
Acousto-Opt.
- Wavelet Sparse / TV
EEG/MEG LORETA Sparsity / Bayesian ECG-BSPM Least Norm L1 of normal derivative Microscopy None, linear Filter Poisson-TV / Shearlet-L1
Martin Burger
Based on joint work with
Martin Benning, Michael Möller, Felix Lucka, Jahn Müller (Münster) Stanley Osher (UCLA) Christoph Brune (Münster / UCLA / Vancouver) Fabian Lenz (Münster), Silvia Comelli (Milano/Münster) Eldad Haber (Vancouver) Mohammad Dawood, Klaus Schäfers (NucMed/EIMI Münster)
5
Linz, 2011
SFB 656
Martin Burger
6
Regularization of Inverse Problems
We want to solve Forward operator between Banach spaces with finite dimensional approximation (sampling, averaging)
Martin Burger
Dynamic Biomedical Imaging
7
Saarbrücken, 9.7.10
Maximum Likelihood / Bayes
Reconstruct maximum-likelihood estimate Model of posterior probability (Bayes) Yields regularized variational problem for finite m
Martin Burger
8
Minimization of penalized log-likelihood
General variational approach Combines nonlocal part (including K ) with local regularization functional Gaussian noise (note: covariance hidden in output norm)
Martin Burger
9
Example Gauss:
Additive noise, i.i.d. on each pixel, mean zero, variance s Minimization of negative posterior log-likelihood yields Asymptotic variational model
Martin Burger
10
Optimality
Existence and uniqueness by variational methods General case: optimality condition is a nonlinear integro-differential equation / inclusion (integral operator K, differential operator in J ) Gauss:
Martin Burger
11
Robustness
Due to noisy data robustness of with respect to errors in f is important Problem is robust for large a, but data are only reproduced for small a Convergence of solutions as f converges or as a to zero in weak* topology
Martin Burger
12
Structure of Solutions
Analysis by convex optimization techniques, duality Structure of subgradients important Possible solution satisfy source condition Allows to gain information about regularity (e.g. of edges)
Martin Burger
13
Structure of Solutions
Optimality condition for Structure of u determined completely by properties of uB and K* For smoothing operators K, singularity not present in uB cannot be detected Model error goes into K resp. K* and directly modifies u
Martin Burger
4D VAR
Given time dynamics starting from unknown initial value Variational Problem to estimate initial state for further prediction
14
Linz, 2011
Martin Burger
4D VAR = 3D Variational Problem
Elimination of further states from dynamics Effective Variational Problem for initial value in 3D
15
Linz, 2011
Martin Burger
Example: Linear Advection
Minimize quadratic fidelity + TV of initial value subject to Upwind discretization
16
Linz, 2011
Martin Burger
4D VAR for Linear Advection
Gibbs phenomenon as usual
17
Linz, 2011
Martin Burger
4D VAR for Linear Advection
Full observations (black), noisy(blue), 40 noisy samples (red)
18
Linz, 2011
Martin Burger
4D VAR for Linear Advection
Different noise variances
19
Linz, 2011
Martin Burger
Analysis of Model Error
Optimality Exact Operator for linear advection is almost unitary Hence
20
Linz, 2011
Martin Burger
21
Beyond Gaussian Priors
Again: optimality condition for MAP estimate If J is strictly convex and smooth, subdifferential is a singleton containing only the gradient of J, which can be inverted to
- btain a similar relation. Again operator determines structure
Only chance to obtain full robustness: multivalued
- subdifferential. Singular regularization
Martin Burger
22
Singular Regularization
Construct J such that the subdifferential at points you want to be robust is large Example: l1 sparsity Zeros are robust
Martin Burger
23
TV-Methods: Structural Prior (Cartooning)
Penalization of total Variation Formal Exact ROF-Model for denoising g : minimize total variation subject to
Rudin-Osher-Fatemi 89,92
Martin Burger
24
Why TV-Methods ?
Cartooning Linear Filter TV-Method
Martin Burger
ROF Model
clean noisy ROF
Martin Burger
26
H2O15 PET – Left Ventricular Time Frame
EM EM-Gauss EM-TV
Martin Burger
Dynamic Biomedical Imaging
27
Saarbrücken, 9.7.10
H2O15 PET – Right Ventricular Time Frame
EM EM-Gauss EM-TV
Martin Burger
4D VAR for Linear Advection
Gibbs phenomenon as usual
28
Linz, 2011
Martin Burger
4D VAR for Linear Advection
Full observations (black), noisy(blue), 40 noisy samples (red)
29
Linz, 2011
Martin Burger
4D VAR TV for Linear Advection
Comparison for full observations
30
Linz, 2011
Martin Burger
4D VAR TV for Linear Advection
Comparison for observed samples
31
Linz, 2011
Martin Burger
4D VAR TV for Linear Advection
Comparison for observed samples with noise
32
Linz, 2011
Martin Burger
Analysis of Model Error
Variational problem as before, add Optimality condition As before
33
Linz, 2011
Martin Burger
Analysis of Model Error
Structures are robust: apply T in region where If we find s solving Poisson equation with then
34
Linz, 2011
Martin Burger
Numerical Solution: Splitting or ALM
Operator Splitting into standard problem (dependent on code) and simple denoising-type problem Example: Peaceman Rachford-Splitting for
35
Linz, 2011
Martin Burger
36
Bayes and Uncertainty
Natural prior probabilities for singular regularizations can be constructed even in a Gaussian framework Interpret J(u) as a random variable with variance s2 Prior probability density MAP estimate minimizes
Martin Burger
37
Bayes and Uncertainty
Equivalence to original form via constraint regularization For appropriate choice of a and g, minimization of and is equivalent to subject to
Martin Burger
38
Uncertainty Quantification
Sampling with standard MCMC schemes difficult Novel Gibbs sampler by F.Lucka based on analytical integration of posterior distribution function in 1D Theoretical Insight: MSc Thesis Silvia Comelli CM Estimate for TV prior
Martin Burger
39
Uncertainty Quantification II
Error estimates in dependence on the noise, using source conditions Error estimates need appropriate distance measure,generalized Bregman-distance
mb-Osher 04, Resmerita 05, mb-Resmerita-He 07, Benning-mb 09
Estimates for Bayesian distributions in Bregman transport distances (w. H.Pikkarainen) = 2 Wasserstein distance in the Gaussian case
Martin Burger
40
Uncertainty Quantification III
Idea: construct linear functionals from nonlinear eigenvectors We have For TV-denoising (also for linear advection example), Estimate of maximal error for mean value on balls For l1-sparsity estimate of error in single components
Benning PhD 11, Benning-mb 11
Martin Burger
ROF minimization loses contrast, total variation of the reconstruction is smaller than total variation of clean image. Image features left in residual f-u
g, clean
f, noisy u, ROF f-u
mb-Gilboa-Osher-Xu 06
Loss of Contrast
Martin Burger
42
Loss of Contrast = Systematic Bias of TV
Becomes more severe in ill-posed problems with operator K Not just simple vision effect to be corrected, but loss of information Simple idea for Least-Squares: add back the noise to amplify = Augmented Lagrangian Osher-mb-Goldfarb-Xu-Yin 2005
Martin Burger
43
Bregman Iteration
Can be shown to be equivalent to Bregman iteration Immediate generalization to convex fidelities and regularizers Generalization to Gauss-Newton type Methods for nonlinear K: use linearization of K around last iterate ul Bachmayr-mb 2009
Martin Burger
44
Bregman Iteration
Properties like iterative regularization method Regularizing effect from appropriate termination of the iteration Better performance for oversmoothing single steps, i.e. regularization parameter a very large Limit: Inverse Scale Space Method
mb-Gilboa.Osher-Xu 2006
Martin Burger
45
Why does Inverse Scale Space work ?
Singular value decomposition in fully quadratic case Eigenfunctions: yields Convergence faster in small frequencies (large eigenvalues)
Martin Burger
46
Why does Inverse Scale Space work ?
Convex one-homogeneous regularization J (TV, l1, …) Eigenfunctions: yields Again large frequencies appear later. Not at all for small t ! Eigenvalues in TV indeed related to jump measures PhD-Thesis Benning, 2011
Martin Burger
47
Why does Inverse Scale Space work ?
Multiple frequencies not simple for nonlinear case However, various theoretical and computational results confirming exact scale decomposition PhD-Thesis Benning, 2011 / mb-Frick-Scherzer-Osher 2007 Complete characterization of inverse scale space for discrete l1-functionals, yields jump dynamics in time, adaptive basis pursuit method with guaranteed convergence mb-Möller-Benning-Osher, 2011
Martin Burger
48
Saarbrücken, 9.7.10
18F-FDG
PET
EM, 20 min EM-TV, 5s EM, 5s BREG, 5s
Jahn Müller, 2011 Data from Nuclear Medicine Department, UKM
Martin Burger
49
STED Microscopy
Christoph Brune, 2009 Data from MPI for
- Biophys. Chem.
Göttingen (K.Willig, A.Schönle, Hell)
Martin Burger
4D Reconstruction
4D imaging of transport with penalization of large velocities: Minimize subject to
50
Linz, 2011
Martin Burger
51
Linz, 2011
Analysis of Motion Model
Functional related to Benamou-Brenier formulation of optimal transport . Analysis different from optimal transport, since usually no initial and final densities are given (more related to mean-field games, Lasry-Lions 07) Existence by transformation to
- A-priori estimate for w in L2. Weak compactness
- A-priori estimates for u in Lp(0,T;BV) and for time derivative in
Lq(0,T;W-1,s)
- Adaptation of Aubin-Lions gives strong compactness of u in
Lr(0,T; Lr), and thus of the square-root in L2r(0,T; L2r)
Martin Burger
52
Linz, 2011
4D TV Model
Analysis relies on superlinear growth of F, although F=Identity seems a very reasonable choice Choosing F equal to the identity would imply we seek a minimal L1 norm of the vector of total variations. Favours sparsity, i.e. solutions with very large total variation at some time step allowed if small else. This does not correspond to a smooth motion model, hence superlinear choices preferable Some indications of this effect in numerical results
Martin Burger
53
Linz, 2011
Numerical solution
Complicated 4D variational problem combining various integral and differential operators + nonlinearity. Convexity achieved by formulation in momentum variable m = u V Efficient GPU implementation by Christoph Brune on CUDA with specially designed algorithms. All subproblems solvable by FFT or shrinkage Realized by introducing new variables and inexact Uzawa Augmented Lagrangian approach
Martin Burger
54
Linz, 2011
Augmented Lagrangian
Martin Burger
55
Linz, 2011
Inexact Uzawa Augmented Lagrangian
Martin Burger
56
Linz, 2011
Update of Primal Variables
Martin Burger
57
Linz, 2011
Results: Deblurring, Synthetic Data
Exact solution Blurred Data
Martin Burger
58
Linz, 2011
Results: Deblurring, Synthetic Data
Exact solution Reconstruction
Martin Burger
Results: Cardiac 18F-FDG PET (Eulerian)
PET Reconstruction (Data) Registration to Diastole Registration to Systole
59
Linz, 2011
Martin Burger
Info
http://imaging.uni-muenster.de http://www.cells-in-motion.de http://www.herzforscher.de
60
Linz, 2011