Iterative regularization methods for ill-posed problems

This Ph.D thesis focuses on iterative regularization methods for regularizing linear and nonlinear ill-posed problems. Regarding linear problems, three new stopping rules for the Conjugate Gradient method applied to the normal equations are proposed and tested in many numerical simulations, including some tomographic images reconstruction problems. Regarding nonlinear problems, convergence and convergence rate results are provided for a Newton-type method with a modified version of Landweber iteration as an inner iteration in a Banach space setting.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Bioimaging of animal embryogenesis: mathematical methods and computational algorithms

Some fundamental biological processes such as embryonic development have been preserved during evolution and are common to species belonging to different phylogenetic positions, but are nowadays largely unknown. The understanding of cell morphodynamics leading to the formation of organized spatial distribution of cells such as tissues and organs can be achieved through the reconstruction of cells shape and position during the development of a live animal embryo. We design in this work a chain of image processing methods to automatically segment and track cells nuclei and membranes during the development of a zebrafish embryo, which has been largely validates as model organism to understand vertebrate development, gene function and healingrepair mechanisms in vertebrates. The embryo is previously labeled through the ubiquitous expression of fluorescent proteins addressed to cells nuclei and membranes, and temporal sequences of volumetric images are acquired with laser scanning microscopy. Cells position is detected by processing nuclei images either through the generalized form of the Hough transform or identifying nuclei position with local maxima after a smoothing preprocessing step. Membranes and nuclei shapes are reconstructed by using PDEs based variational techniques such as the Subjective Surfaces and the Chan Vese method. Cells tracking is performed by combining informations previously detected on cells shape and position with biological regularization constraints. Our results are manually validated and reconstruct the formation of zebrafish brain at 7-8 somite stage with all the cells tracked starting from late sphere stage with less than 2% error for at least 6 hours. Our reconstruction opens the way to a systematic investigation of cellular behaviors, of clonal origin and clonal complexity of brain organs, as well as the contribution of cell proliferation modes and cell movements to the formation of local patterns and morphogenetic fields.

Parallel modeling of the electric field distribution in the brain

The term "Brain Imaging" identi�es a set of techniques to analyze the structure and/or functional behavior of the brain in normal and/or pathological situations. These techniques are largely used in the study of brain activity. In addition to clinical usage, analysis of brain activity is gaining popularity in others recent �fields, i.e. Brain Computer Interfaces (BCI) and the study of cognitive processes. In this context, usage of classical solutions (e.g. f MRI, PET-CT) could be unfeasible, due to their low temporal resolution, high cost and limited portability. For these reasons alternative low cost techniques are object of research, typically based on simple recording hardware and on intensive data elaboration process. Typical examples are ElectroEncephaloGraphy (EEG) and Electrical Impedance Tomography (EIT), where electric potential at the patient's scalp is recorded by high impedance electrodes. In EEG potentials are directly generated from neuronal activity, while in EIT by the injection of small currents at the scalp. To retrieve meaningful insights on brain activity from measurements, EIT and EEG relies on detailed knowledge of the underlying electrical properties of the body. This is obtained from numerical models of the electric �field distribution therein. The inhomogeneous and anisotropic electric properties of human tissues make accurate modeling and simulation very challenging, leading to a tradeo�ff between physical accuracy and technical feasibility, which currently severely limits the capabilities of these techniques. Moreover elaboration of data recorded requires usage of regularization techniques computationally intensive, which influences the application with heavy temporal constraints (such as BCI). This work focuses on the parallel implementation of a work-flow for EEG and EIT data processing. The resulting software is accelerated using multi-core GPUs, in order to provide solution in reasonable times and address requirements of real-time BCI systems, without over-simplifying the complexity and accuracy of the head models.

Automated Segmentation and Non-Rigid Registration for the Quantitative Evaluation of Myocardial Perfusion from Magnetic Resonance Images

Myocardial perfusion quantification by means of Contrast-Enhanced Cardiac Magnetic Resonance images relies on time consuming frame-by-frame manual tracing of regions of interest. In this Thesis, a novel automated technique for myocardial segmentation and non-rigid registration as a basis for perfusion quantification is presented. The proposed technique is based on three steps: reference frame selection, myocardial segmentation and non-rigid registration. In the first step, the reference frame in which both endo- and epicardial segmentation will be performed is chosen. Endocardial segmentation is achieved by means of a statistical region-based level-set technique followed by a curvature-based regularization motion. Epicardial segmentation is achieved by means of an edge-based level-set technique followed again by a regularization motion. To take into account the changes in position, size and shape of myocardium throughout the sequence due to out of plane respiratory motion, a non-rigid registration algorithm is required. The proposed non-rigid registration scheme consists in a novel multiscale extension of the normalized cross-correlation algorithm in combination with level-set methods. The myocardium is then divided into standard segments. Contrast enhancement curves are computed measuring the mean pixel intensity of each segment over time, and perfusion indices are extracted from each curve. The overall approach has been tested on synthetic and real datasets. For validation purposes, the sequences have been manually traced by an experienced interpreter, and contrast enhancement curves as well as perfusion indices have been computed. Comparisons between automatically extracted and manually obtained contours and enhancement curves showed high inter-technique agreement. Comparisons of perfusion indices computed using both approaches against quantitative coronary angiography and visual interpretation demonstrated that the two technique have similar diagnostic accuracy. In conclusion, the proposed technique allows fast, automated and accurate measurement of intra-myocardial contrast dynamics, and may thus address the strong clinical need for quantitative evaluation of myocardial perfusion.

Local Earthquake Tomography by trans-dimensional Monte Carlo Sampling

In this study a new, fully non-linear, approach to Local Earthquake Tomography is presented. Local Earthquakes Tomography (LET) is a non-linear inversion problem that allows the joint determination of earthquakes parameters and velocity structure from arrival times of waves generated by local sources. Since the early developments of seismic tomography several inversion methods have been developed to solve this problem in a linearized way. In the framework of Monte Carlo sampling, we developed a new code based on the Reversible Jump Markov Chain Monte Carlo sampling method (Rj-McMc). It is a trans-dimensional approach in which the number of unknowns, and thus the model parameterization, is treated as one of the unknowns. I show that our new code allows overcoming major limitations of linearized tomography, opening a new perspective in seismic imaging. Synthetic tests demonstrate that our algorithm is able to produce a robust and reliable tomography without the need to make subjective a-priori assumptions about starting models and parameterization. Moreover it provides a more accurate estimate of uncertainties about the model parameters. Therefore, it is very suitable for investigating the velocity structure in regions that lack of accurate a-priori information. Synthetic tests also reveal that the lack of any regularization constraints allows extracting more information from the observed data and that the velocity structure can be detected also in regions where the density of rays is low and standard linearized codes fails. I also present high-resolution Vp and Vp/Vs models in two widespread investigated regions: the Parkfield segment of the San Andreas Fault (California, USA) and the area around the Alto Tiberina fault (Umbria-Marche, Italy). In both the cases, the models obtained with our code show a substantial improvement in the data fit, if compared with the models obtained from the same data set with the linearized inversion codes.