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32
Monte-Carlo Sure: A black-box optimization of regularization parameters for general denoising algorithms
- IEEE TRANSACTIONS ON IMAGE PROCESSING
, 2008
"... We consider the problem of optimizing the parameters of a given denoising algorithm for restoration of a signal corrupted by white Gaussian noise. To achieve this, we propose to minimize Stein’s unbiased risk estimate (SURE) which provides a means of assessing the true mean-squared error (MSE) pure ..."
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Cited by 13 (2 self)
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We consider the problem of optimizing the parameters of a given denoising algorithm for restoration of a signal corrupted by white Gaussian noise. To achieve this, we propose to minimize Stein’s unbiased risk estimate (SURE) which provides a means of assessing the true mean-squared error (MSE) purely from the measured data without need for any knowledge about the noise-free signal. Specifically, we present a novel Monte-Carlo technique which enables the user to calculate SURE for an arbitrary denoising algorithm characterized by some specific parameter setting. Our method is a black-box approach which solely uses the response of the denoising operator to additional input noise and does not ask for any information about its functional form. This, therefore, permits the use of SURE for optimization of a wide variety of denoising algorithms. We justify our claims by presenting experimental results for SURE-based optimization of a series of popular image-denoising algorithms such as total-variation denoising, wavelet soft-thresholding, and Wiener filtering/smoothing splines. In the process, we also compare the performance of these methods. We demonstrate numerically that SURE computed using the new approach accurately predicts the true MSE for all the considered algorithms. We also show that SURE uncovers the optimal values of the parameters in all cases.
Convergent incremental optimization transfer algorithms: Application to tomography
- IEEE Trans. Med. Imag., Submitted
"... Abstract—No convergent ordered subsets (OS) type image reconstruction algorithms for transmission tomography have been proposed to date. In contrast, in emission tomography, there are two known families of convergent OS algorithms: methods that use relaxation parameters (Ahn and Fessler, 2003), and ..."
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Cited by 13 (6 self)
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Abstract—No convergent ordered subsets (OS) type image reconstruction algorithms for transmission tomography have been proposed to date. In contrast, in emission tomography, there are two known families of convergent OS algorithms: methods that use relaxation parameters (Ahn and Fessler, 2003), and methods based on the incremental expectation maximization (EM) approach (Hsiao et al., 2002). This paper generalizes the incremental EM approach by introducing a general framework that we call “incremental optimization transfer. ” Like incremental EM methods, the proposed algorithms accelerate convergence speeds and ensure global convergence (to a stationary point) under mild regularity conditions without requiring inconvenient relaxation parameters. The general optimization transfer framework enables the use of a very broad family of non-EM surrogate functions. In particular, this paper provides the first convergent OS-type algorithm for transmission tomography. The general approach is applicable to both monoenergetic and polyenergetic transmission scans as well as to other image reconstruction problems. We propose a particular incremental optimization transfer method for (nonconcave) penalized-likelihood (PL) transmission image reconstruction by using separable paraboloidal surrogates (SPS). Results show that the new “transmission incremental optimization transfer (TRIOT) ” algorithm is faster than nonincremental ordinary SPS and even OS-SPS yet is convergent. I.
A fast thresholded Landweber algorithm for waveletregularized multidimensional deconvolution
- IEEE Trans. Image Process
, 2008
"... Abstract—We present a fast variational deconvolution algorithm that minimizes a quadratic data term subject to a regularization on the 1-norm of the wavelet coefficients of the solution. Previously available methods have essentially consisted in alternating between a Landweber iteration and a wavele ..."
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Cited by 8 (1 self)
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Abstract—We present a fast variational deconvolution algorithm that minimizes a quadratic data term subject to a regularization on the 1-norm of the wavelet coefficients of the solution. Previously available methods have essentially consisted in alternating between a Landweber iteration and a wavelet-domain soft-thresholding operation. While having the advantage of simplicity, they are known to converge slowly. By expressing the cost functional in a Shannon wavelet basis, we are able to decompose the problem into a series of subband-dependent minimizations. In particular, this allows for larger (subband-dependent) step sizes and threshold levels than the previous method. This improves the convergence properties of the algorithm significantly. We demonstrate a speed-up of one order of magnitude in practical situations. This makes wavelet-regularized deconvolution more widely accessible, even for applications with a strong limitation on computational complexity. We present promising results in 3-D deconvolution microscopy, where the size of typical data sets does not permit more than a few tens of iterations. Index Terms—Deconvolution, fast, fluorescence microscopy, iterative, nonlinear, sparsity, 3-D, thresholding, wavelets,
On the convergence of concave-convex procedure
- In NIPS Workshop on Optimization for Machine Learning
, 2009
"... The concave-convex procedure (CCCP) is a majorization-minimization algorithm that solves d.c. (difference of convex functions) programs as a sequence of convex programs. In machine learning, CCCP is extensively used in many learning algorithms like sparse support vector machines (SVMs), transductive ..."
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Cited by 7 (0 self)
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The concave-convex procedure (CCCP) is a majorization-minimization algorithm that solves d.c. (difference of convex functions) programs as a sequence of convex programs. In machine learning, CCCP is extensively used in many learning algorithms like sparse support vector machines (SVMs), transductive SVMs, sparse principal component analysis, etc. Though widely used in many applications, the convergence behavior of CCCP has not gotten a lot of specific attention. Yuille and Rangarajan analyzed its convergence in their original paper, however, we believe the analysis is not complete. Although the convergence of CCCP can be derived from the convergence of the d.c. algorithm (DCA), its proof is more specialized and technical than actually required for the specific case of CCCP. In this paper, we follow a different reasoning and show how Zangwill’s global convergence theory of iterative algorithms provides a natural framework to prove the convergence of CCCP, allowing a more elegant and simple proof. This underlines Zangwill’s theory as a powerful and general framework to deal with the convergence issues of iterative algorithms, after also being used to prove the convergence of algorithms like expectation-maximization, generalized alternating minimization, etc. In this paper, we provide a rigorous analysis of the convergence of CCCP by addressing these questions: (i) When does CCCP find a local minimum or a stationary point of the d.c. program under consideration? (ii) When does the sequence generated by CCCP converge? We also present an open problem on the issue of local convergence of CCCP. 1
Efficient Minimization Method for a Generalized Total Variation Functional
, 2009
"... Replacing the ℓ² data fidelity term of the standard Total Variation (TV) functional with an ℓ¹ data fidelity term has been found to offer a number of theoretical and practical benefits. Efficient algorithms for minimizing this ℓ¹-TV functional have only recently begun to be developed, the fastest of ..."
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Cited by 6 (2 self)
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Replacing the ℓ² data fidelity term of the standard Total Variation (TV) functional with an ℓ¹ data fidelity term has been found to offer a number of theoretical and practical benefits. Efficient algorithms for minimizing this ℓ¹-TV functional have only recently begun to be developed, the fastest of which exploit graph representations, and are restricted to the denoising problem. We describe an alternative approach that minimizes a generalized TV functional, including both ℓ²-TV and ℓ¹-TV as special cases, and is capable of solving more general inverse problems than denoising (e.g. deconvolution). This algorithm is competitive with the graph-based methods in the denoising case, and is the fastest algorithm of which we are aware for general inverse problems involving a non-trivial forward linear operator.
A Fast Multilevel Algorithm for Wavelet-Regularized Image Restoration
- IEEE Trans. Image Processing
"... Abstract—We present a multilevel extension of the popular “thresholded Landweber ” algorithm for wavelet-regularized image restoration that yields an order of magnitude speed improvement over the standard fixed-scale implementation. The method is generic and targeted towards large-scale linear inver ..."
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Cited by 4 (2 self)
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Abstract—We present a multilevel extension of the popular “thresholded Landweber ” algorithm for wavelet-regularized image restoration that yields an order of magnitude speed improvement over the standard fixed-scale implementation. The method is generic and targeted towards large-scale linear inverse problems, such as 3-D deconvolution microscopy. The algorithm is derived within the framework of bound optimization. The key idea is to successively update the coefficients in the various wavelet channels using fixed, subband-adapted iteration parameters (step sizes and threshold levels). The optimization problem is solved efficiently via a proper chaining of basic iteration modules. The higher level description of the algorithm is similar to that of a multigrid solver for PDEs, but there is one fundamental difference: the latter iterates though a sequence of multiresolution versions of the original problem, while, in our case, we cycle through the wavelet subspaces corresponding to the difference between successive approximations. This strategy is motivated by the special structure of the problem and the preconditioning properties of the wavelet representation. We establish that the solution of the restoration problem corresponds to a fixed point of our multilevel optimizer. We also provide experimental evidence that the improvement in convergence rate is essentially determined by the (unconstrained) linear part of the algorithm, irrespective of the type of wavelet. Finally, we illustrate the technique with some image deconvolution examples, including some real 3-D fluorescence microscopy data. Index Terms—Bound optimization, confocal, convergence acceleration, deconvolution, fast, fluorescence, inverse problems,-regularization, majorize-minimize, microscopy, multigrid, multilevel, multiresolution, multiscale, nonlinear, optimization transfer, preconditioning, reconstruction, restoration, sparsity,
Bayesian Hyperspectral Image Segmentation with Discriminative Class Learning
"... Abstract. This paper presents a new Bayesian approach to hyperspectral image segmentation that boosts the performance of the discriminative classifiers. This is achieved by combining class densities based on discriminative classifiers with a Multi-Level Logistic Markov-Gibs prior. This density favor ..."
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Cited by 3 (3 self)
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Abstract. This paper presents a new Bayesian approach to hyperspectral image segmentation that boosts the performance of the discriminative classifiers. This is achieved by combining class densities based on discriminative classifiers with a Multi-Level Logistic Markov-Gibs prior. This density favors neighbouring labels of the same class. The adopted discriminative classifier is the Fast Sparse Multinomial Regression. The discrete optimization problem one is led to is solved efficiently via graph cut tools. The effectiveness of the proposed method is evaluated, with simulated and real AVIRIS images, in two directions: 1) to improve the classification performance and 2) to decrease the size of the training sets. 1
Supplement to “A mixture of experts model for rank data with applications in election studies
, 2008
"... A voting bloc is defined to be a group of voters who have similar voting preferences. The cleavage of the Irish electorate into voting blocs is of interest. Irish elections employ a “single transferable vote” electoral system; under this system voters rank some or all of the electoral candidates in ..."
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Cited by 3 (0 self)
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A voting bloc is defined to be a group of voters who have similar voting preferences. The cleavage of the Irish electorate into voting blocs is of interest. Irish elections employ a “single transferable vote” electoral system; under this system voters rank some or all of the electoral candidates in order of preference. These rank votes provide a rich source of preference information from which inferences about the composition of the electorate may be drawn. Additionally, the influence of social factors or covariates on the electorate composition is of interest. A mixture of experts model is a mixture model in which the model parameters are functions of covariates. A mixture of experts model for rank data is developed to provide a model-based method to cluster Irish voters into voting blocs, to examine the influence of social factors on this clustering and to examine the characteristic preferences of the voting blocs. The Benter model for rank data is employed as the
On tests for global maximum of the log-likelihood function
- IEEE Trans. Inform. Theory
, 2004
"... Abstract — Given the location of a relative maximum of the log-likelihood function, how to assess whether it is the global maximum? This paper investigates a statistical tool, which answers this question by posing it as a hypothesis testing problem. A general framework for constructing tests for glo ..."
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Cited by 1 (1 self)
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Abstract — Given the location of a relative maximum of the log-likelihood function, how to assess whether it is the global maximum? This paper investigates a statistical tool, which answers this question by posing it as a hypothesis testing problem. A general framework for constructing tests for global maximum is given. The characteristics of the tests are investigated for two cases: correctly specified model and model mismatch. A finite sample approximation to the power is given, which gives a tool for performance prediction and a measure for comparison between tests. The sensitivity of the tests to model mismatch is analyzed in terms of the Renyi divergence and the Kullback-Leibler distance between the true underlying distribution and the assumed parametric class and tests that are insensitive to small deviations from the model are derived. The tests are illustrated for three applications: passive localization or direction finding using an array of sensors, estimating the parameters of a Gaussian mixture model, and estimation of superimposed exponentials in noise- problems that are known to suffer from local maxima. Index Terms — Parameter estimation, maximum likelihood, global optimization, local maxima, array processing, Gaussian

