Hierarchical Reconstruction Method for Solving Ill-posed Linear Inverse Problems

We present a detailed analysis of the application of a multi-scale Hierarchical Reconstruction method for solving a family of ill-posed linear inverse problems. When the observations on the unknown quantity of interest and the observation operators are known, these inverse problems are concerned with the recovery of the unknown from its observations. Although the observation operators we consider are linear, they are inevitably ill-posed in various ways. We recall in this context the classical Tikhonov regularization method with a stabilizing function which targets the specific ill-posedness from the observation operators and preserves desired features of the unknown. Having studied the mechanism of the Tikhonov regularization, we propose a multi-scale generalization to the Tikhonov regularization method, so-called the Hierarchical Reconstruction (HR) method. First introduction of the HR method can be traced back to the Hierarchical Decomposition method in Image Processing. The HR method successively extracts information from the previous hierarchical residual to the current hierarchical term at a finer hierarchical scale. As the sum of all the hierarchical terms, the hierarchical sum from the HR method provides an reasonable approximate solution to the unknown, when the observation matrix satisfies certain conditions with specific stabilizing functions. When compared to the Tikhonov regularization method on solving the same inverse problems, the HR method is shown to be able to decrease the total number of iterations, reduce the approximation error, and offer self control of the approximation distance between the hierarchical sum and the unknown, thanks to using a ladder of finitely many hierarchical scales. We report numerical experiments supporting our claims on these advantages the HR method has over the Tikhonov regularization method.

Extended GNSS ambiguity resolution models with regularization criterion and constraints

This paper firstly presents an extended ambiguity resolution model that deals with an ill-posed problem and constraints among the estimated parameters. In the extended model, the regularization criterion is used instead of the traditional least squares in order to estimate the float ambiguities better. The existing models can be derived from the general model. Secondly, the paper examines the existing ambiguity searching methods from four aspects: exclusion of nuisance integer candidates based on the available integer constraints; integer rounding; integer bootstrapping and integer least squares estimations. Finally, this paper systematically addresses the similarities and differences between the generalized TCAR and decorrelation methods from both theoretical and practical aspects.

Geometry‐specified troposphere decorrelation for subcentimeter real‐time kinematic solutions over long baselines

Real‐time kinematic (RTK) GPS techniques have been extensively developed for applications including surveying, structural monitoring, and machine automation. Limitations of the existing RTK techniques that hinder their applications for geodynamics purposes are twofold: (1) the achievable RTK accuracy is on the level of a few centimeters and the uncertainty of vertical component is 1.5–2 times worse than those of horizontal components and (2) the RTK position uncertainty grows in proportional to the base‐torover distances. The key limiting factor behind the problems is the significant effect of residual tropospheric errors on the positioning solutions, especially on the highly correlated height component. This paper develops the geometry‐specified troposphere decorrelation strategy to achieve the subcentimeter kinematic positioning accuracy in all three components. The key is to set up a relative zenith tropospheric delay (RZTD) parameter to absorb the residual tropospheric effects and to solve the established model as an ill‐posed problem using the regularization method. In order to compute a reasonable regularization parameter to obtain an optimal regularized solution, the covariance matrix of positional parameters estimated without the RZTD parameter, which is characterized by observation geometry, is used to replace the quadratic matrix of their “true” values. As a result, the regularization parameter is adaptively computed with variation of observation geometry. The experiment results show that new method can efficiently alleviate the model’s ill condition and stabilize the solution from a single data epoch. Compared to the results from the conventional least squares method, the new method can improve the longrange RTK solution precision from several centimeters to the subcentimeter in all components. More significantly, the precision of the height component is even higher. Several geosciences applications that require subcentimeter real‐time solutions can largely benefit from the proposed approach, such as monitoring of earthquakes and large dams in real‐time, high‐precision GPS leveling and refinement of the vertical datum. In addition, the high‐resolution RZTD solutions can contribute to effective recovery of tropospheric slant path delays in order to establish a 4‐D troposphere tomography.

Wrinkled and slack membranes: nonlinear 3D elasticity solutions via smooth DMS-FEM and experiment

The smooth DMS-FEM, recently proposed by the authors, is extended and applied to the geometrically nonlinear and ill-posed problem of a deformed and wrinkled/slack membrane. A key feature of this work is that three-dimensional nonlinear elasticity equations corresponding to linear momentum balance, without any dimensional reduction and the associated approximations, directly serve as the membrane governing equations. Domain discretization is performed with triangular prism elements and the higher order (C1 or more) interelement continuity of the shape functions ensures that the errors arising from possible jumps in the first derivatives of the conventional C0 shape functions do not propagate because the ill-conditioned tangent stiffness matrices are iteratively inverted. The present scheme employs no regularization and exhibits little sensitivity to h-refinement. Although the numerically computed deformed membrane profiles do show some sensitivity to initial imperfections (nonplanarity) in the membrane profile needed to initiate transverse deformations, the overall patterns of the wrinkles and the deformed shapes appear to be less so. Finally, the deformed profiles, computed through the DMS FEM-based weak formulation, are compared with those obtained through an experiment on an ultrathin Kapton membrane, wherein wrinkles form because of the applied boundary displacement conditions. Comparisons with a reported experiment on a rectangular membrane are also provided. These exercises lend credence to the feasibility of the DMS FEM-based numerical route to computing post-wrinkled membrane shapes. Copyright (c) 2012 John Wiley & Sons, Ltd.

Practical fully three-dimensional reconstruction algorithms for diffuse optical tomography

We have developed an efficient fully three-dimensional (3D) reconstruction algorithm for diffuse optical tomography (DOT). The 3D DOT, a severely ill-posed problem, is tackled through a pseudodynamic (PD) approach wherein an ordinary differential equation representing the evolution of the solution on pseudotime is integrated that bypasses an explicit inversion of the associated, ill-conditioned system matrix. One of the most computationally expensive parts of the iterative DOT algorithm, the reevaluation of the Jacobian in each of the iterations, is avoided by using the adjoint-Broyden update formula to provide low rank updates to the Jacobian. In addition, wherever feasible, we have also made the algorithm efficient by integrating along the quadratic path provided by the perturbation equation containing the Hessian. These algorithms are then proven by reconstruction, using simulated and experimental data and verifying the PD results with those from the popular Gauss-Newton scheme. The major findings of this work are as follows: (i) the PD reconstructions are comparatively artifact free, providing superior absorption coefficient maps in terms of quantitative accuracy and contrast recovery; (ii) the scaling of computation time with the dimension of the measurement set is much less steep with the Jacobian update formula in place than without it; and (iii) an increase in the data dimension, even though it renders the reconstruction problem less ill conditioned and thus provides relatively artifact-free reconstructions, does not necessarily provide better contrast property recovery. For the latter, one should also take care to uniformly distribute the measurement points, avoiding regions close to the source so that the relative strength of the derivatives for measurements away from the source does not become insignificant. (c) 2012 Optical Society of America

Fast image reconstruction for fluorescence microscopy

Real-time image reconstruction is essential for improving the temporal resolution of fluorescence microscopy. A number of unavoidable processes such as, optical aberration, noise and scattering degrade image quality, thereby making image reconstruction an ill-posed problem. Maximum likelihood is an attractive technique for data reconstruction especially when the problem is ill-posed. Iterative nature of the maximum likelihood technique eludes real-time imaging. Here we propose and demonstrate a compute unified device architecture (CUDA) based fast computing engine for real-time 3D fluorescence imaging. A maximum performance boost of 210x is reported. Easy availability of powerful computing engines is a boon and may accelerate to realize real-time 3D fluorescence imaging. Copyright 2012 Author(s). This article is distributed under a Creative Commons Attribution 3.0 Unported License. http://dx.doi.org/10.1063/1.4754604]

1D Tight-Binding Models Render Quantum First Passage Time ``Speakable''

The calculation of First Passage Time (moreover, even its probability density in time) has so far been generally viewed as an ill-posed problem in the domain of quantum mechanics. The reasons can be summarily seen in the fact that the quantum probabilities in general do not satisfy the Kolmogorov sum rule: the probabilities for entering and non-entering of Feynman paths into a given region of space-time do not in general add up to unity, much owing to the interference of alternative paths. In the present work, it is pointed out that a special case exists (within quantum framework), in which, by design, there exists one and only one available path (i.e., door-way) to mediate the (first) passage -no alternative path to interfere with. Further, it is identified that a popular family of quantum systems - namely the 1d tight binding Hamiltonian systems - falls under this special category. For these model quantum systems, the first passage time distributions are obtained analytically by suitably applying a method originally devised for classical (stochastic) mechanics (by Schroedinger in 1915). This result is interesting especially given the fact that the tight binding models are extensively used in describing everyday phenomena in condense matter physics.

Problemas inversos em engenharia financeira: regularização com critério de entropia

Esta dissertação aplica a regularização por entropia máxima no problema inverso de apreçamento de opções, sugerido pelo trabalho de Neri e Schneider em 2012. Eles observaram que a densidade de probabilidade que resolve este problema, no caso de dados provenientes de opções de compra e opções digitais, pode ser descrito como exponenciais nos diferentes intervalos da semireta positiva. Estes intervalos são limitados pelos preços de exercício. O critério de entropia máxima é uma ferramenta poderosa para regularizar este problema mal posto. A família de exponencial do conjunto solução, é calculado usando o algoritmo de Newton-Raphson, com limites específicos para as opções digitais. Estes limites são resultados do princípio de ausência de arbitragem. A metodologia foi usada em dados do índice de ação da Bolsa de Valores de São Paulo com seus preços de opções de compra em diferentes preços de exercício. A análise paramétrica da entropia em função do preços de opções digitais sínteticas (construídas a partir de limites respeitando a ausência de arbitragem) mostraram valores onde as digitais maximizaram a entropia. O exemplo de extração de dados do IBOVESPA de 24 de janeiro de 2013, mostrou um desvio do princípio de ausência de arbitragem para as opções de compra in the money. Este princípio é uma condição necessária para aplicar a regularização por entropia máxima a fim de obter a densidade e os preços. Nossos resultados mostraram que, uma vez preenchida a condição de convexidade na ausência de arbitragem, é possível ter uma forma de smile na curva de volatilidade, com preços calculados a partir da densidade exponencial do modelo. Isto coloca o modelo consistente com os dados do mercado. Do ponto de vista computacional, esta dissertação permitiu de implementar, um modelo de apreçamento que utiliza o princípio de entropia máxima. Três algoritmos clássicos foram usados: primeiramente a bisseção padrão, e depois uma combinação de metodo de bisseção com Newton-Raphson para achar a volatilidade implícita proveniente dos dados de mercado. Depois, o metodo de Newton-Raphson unidimensional para o cálculo dos coeficientes das densidades exponenciais: este é objetivo do estudo. Enfim, o algoritmo de Simpson foi usado para o calculo integral das distribuições cumulativas bem como os preços do modelo obtido através da esperança matemática.

Demodulation as probabilistic inference

Demodulation is an ill-posed problem whenever both carrier and envelope signals are broadband and unknown. Here, we approach this problem using the methods of probabilistic inference. The new approach, called Probabilistic Amplitude Demodulation (PAD), is computationally challenging but improves on existing methods in a number of ways. By contrast to previous approaches to demodulation, it satisfies five key desiderata: PAD has soft constraints because it is probabilistic; PAD is able to automatically adjust to the signal because it learns parameters; PAD is user-steerable because the solution can be shaped by user-specific prior information; PAD is robust to broad-band noise because this is modeled explicitly; and PAD's solution is self-consistent, empirically satisfying a Carrier Identity property. Furthermore, the probabilistic view naturally encompasses noise and uncertainty, allowing PAD to cope with missing data and return error bars on carrier and envelope estimates. Finally, we show that when PAD is applied to a bandpass-filtered signal, the stop-band energy of the inferred carrier is minimal, making PAD well-suited to sub-band demodulation. © 2006 IEEE.

Imaging the femoral cortex: thickness, density and mass from clinical CT.

There is growing evidence that focal thinning of cortical bone in the proximal femur may predispose a hip to fracture. Detecting such defects in clinical CT is challenging, since cortices may be significantly thinner than the imaging system's point spread function. We recently proposed a model-fitting technique to measure sub-millimetre cortices, an ill-posed problem which was regularized by assuming a specific, fixed value for the cortical density. In this paper, we develop the work further by proposing and evaluating a more rigorous method for estimating the constant cortical density, and extend the paradigm to encompass the mapping of cortical mass (mineral mg/cm(2)) in addition to thickness. Density, thickness and mass estimates are evaluated on sixteen cadaveric femurs, with high resolution measurements from a micro-CT scanner providing the gold standard. The results demonstrate robust, accurate measurement of peak cortical density and cortical mass. Cortical thickness errors are confined to regions of thin cortex and are bounded by the extent to which the local density deviates from the peak, averaging 20% for 0.5mm cortex.

Imaging the femoral cortex: Thickness, density and mass from clinical CT

There is growing evidence that focal thinning of cortical bone in the proximal femur may predispose a hip to fracture. Detecting such defects in clinical CT is challenging, since cortices may be significantly thinner than the imaging system's point spread function. We recently proposed a model-fitting technique to measure sub-millimetre cortices, an ill-posed problem which was regularized by assuming a specific, fixed value for the cortical density. In this paper, we develop the work further by proposing and evaluating a more rigorous method for estimating the constant cortical density, and extend the paradigm to encompass the mapping of cortical mass (mineral mg/cm 2) in addition to thickness. Density, thickness and mass estimates are evaluated on sixteen cadaveric femurs, with high resolution measurements from a micro-CT scanner providing the gold standard. The results demonstrate robust, accurate measurement of peak cortical density and cortical mass. Cortical thickness errors are confined to regions of thin cortex and are bounded by the extent to which the local density deviates from the peak, averaging 20% for 0.5mm cortex. © 2012 Elsevier B.V.

Statistical inference for single- and multi-band probabilistic amplitude demodulation.

Amplitude demodulation is an ill-posed problem and so it is natural to treat it from a Bayesian viewpoint, inferring the most likely carrier and envelope under probabilistic constraints. One such treatment is Probabilistic Amplitude Demodulation (PAD), which, whilst computationally more intensive than traditional approaches, offers several advantages. Here we provide methods for estimating the uncertainty in the PAD-derived envelopes and carriers, and for learning free-parameters like the time-scale of the envelope. We show how the probabilistic approach can naturally handle noisy and missing data. Finally, we indicate how to extend the model to signals which contain multiple modulators and carriers.

A multi-frame image super-resolution method

Multi-frame image super-resolution (SR) aims to utilize information from a set of low-resolution (LR) images to compose a high-resolution (HR) one. As it is desirable or essential in many real applications, recent years have witnessed the growing interest in the problem of multi-frame SR reconstruction. This set of algorithms commonly utilizes a linear observation model to construct the relationship between the recorded LR images to the unknown reconstructed HR image estimates. Recently, regularization-based schemes have been demonstrated to be effective because SR reconstruction is actually an ill-posed problem. Working within this promising framework, this paper first proposes two new regularization items, termed as locally adaptive bilateral total variation and consistency of gradients, to keep edges and flat regions, which are implicitly described in LR images, sharp and smooth, respectively. Thereafter, the combination of the proposed regularization items is superior to existing regularization items because it considers both edges and flat regions while existing ones consider only edges. Thorough experimental results show the effectiveness of the new algorithm for SR reconstruction. (C) 2009 Elsevier B.V. All rights reserved.

How do Humans Determine Reflectance Properties under Unknown Illumination?

Under normal viewing conditions, humans find it easy to distinguish between objects made out of different materials such as plastic, metal, or paper. Untextured materials such as these have different surface reflectance properties, including lightness and gloss. With single isolated images and unknown illumination conditions, the task of estimating surface reflectance is highly underconstrained, because many combinations of reflection and illumination are consistent with a given image. In order to work out how humans estimate surface reflectance properties, we asked subjects to match the appearance of isolated spheres taken out of their original contexts. We found that subjects were able to perform the task accurately and reliably without contextual information to specify the illumination. The spheres were rendered under a variety of artificial illuminations, such as a single point light source, and a number of photographically-captured real-world illuminations from both indoor and outdoor scenes. Subjects performed more accurately for stimuli viewed under real-world patterns of illumination than under artificial illuminations, suggesting that subjects use stored assumptions about the regularities of real-world illuminations to solve the ill-posed problem.

Specialized Mappings Architecture with Applications to Vision-based Estimation of Articulated Body Pose

A fundamental task of vision systems is to infer the state of the world given some form of visual observations. From a computational perspective, this often involves facing an ill-posed problem; e.g., information is lost via projection of the 3D world into a 2D image. Solution of an ill-posed problem requires additional information, usually provided as a model of the underlying process. It is important that the model be both computationally feasible as well as theoretically well-founded. In this thesis, a probabilistic, nonlinear supervised computational learning model is proposed: the Specialized Mappings Architecture (SMA). The SMA framework is demonstrated in a computer vision system that can estimate the articulated pose parameters of a human body or human hands, given images obtained via one or more uncalibrated cameras. The SMA consists of several specialized forward mapping functions that are estimated automatically from training data, and a possibly known feedback function. Each specialized function maps certain domains of the input space (e.g., image features) onto the output space (e.g., articulated body parameters). A probabilistic model for the architecture is first formalized. Solutions to key algorithmic problems are then derived: simultaneous learning of the specialized domains along with the mapping functions, as well as performing inference given inputs and a feedback function. The SMA employs a variant of the Expectation-Maximization algorithm and approximate inference. The approach allows the use of alternative conditional independence assumptions for learning and inference, which are derived from a forward model and a feedback model. Experimental validation of the proposed approach is conducted in the task of estimating articulated body pose from image silhouettes. Accuracy and stability of the SMA framework is tested using artificial data sets, as well as synthetic and real video sequences of human bodies and hands.