Inverse problems in neural field theory

We study inverse problems in neural field theory, i.e., the construction of synaptic weight kernels yielding a prescribed neural field dynamics. We address the issues of existence, uniqueness, and stability of solutions to the inverse problem for the Amari neural field equation as a special case, and prove that these problems are generally ill-posed. In order to construct solutions to the inverse problem, we first recast the Amari equation into a linear perceptron equation in an infinite-dimensional Banach or Hilbert space. In a second step, we construct sets of biorthogonal function systems allowing the approximation of synaptic weight kernels by a generalized Hebbian learning rule. Numerically, this construction is implemented by the Moore–Penrose pseudoinverse method. We demonstrate the instability of these solutions and use the Tikhonov regularization method for stabilization and to prevent numerical overfitting. We illustrate the stable construction of kernels by means of three instructive examples.

Resolution of sharp fronts in the presence of model error in variational data assimilation

We show that the four-dimensional variational data assimilation method (4DVar) can be interpreted as a form of Tikhonov regularization, a very familiar method for solving ill-posed inverse problems. It is known from image restoration problems that L1-norm penalty regularization recovers sharp edges in the image more accurately than Tikhonov, or L2-norm, penalty regularization. We apply this idea from stationary inverse problems to 4DVar, a dynamical inverse problem, and give examples for an L1-norm penalty approach and a mixed total variation (TV) L1–L2-norm penalty approach. For problems with model error where sharp fronts are present and the background and observation error covariances are known, the mixed TV L1–L2-norm penalty performs better than either the L1-norm method or the strong constraint 4DVar (L2-norm)method. A strength of the mixed TV L1–L2-norm regularization is that in the case where a simplified form of the background error covariance matrix is used it produces a much more accurate analysis than 4DVar. The method thus has the potential in numerical weather prediction to overcome operational problems with poorly tuned background error covariance matrices.

Aerosol retrieval experiments in the ESA Aerosol_cci project

Within the ESA Climate Change Initiative (CCI) project Aerosol_cci (2010–2013), algorithms for the production of long-term total column aerosol optical depth (AOD) datasets from European Earth Observation sensors are developed. Starting with eight existing pre-cursor algorithms three analysis steps are conducted to improve and qualify the algorithms: (1) a series of experiments applied to one month of global data to understand several major sensitivities to assumptions needed due to the ill-posed nature of the underlying inversion problem, (2) a round robin exercise of "best" versions of each of these algorithms (defined using the step 1 outcome) applied to four months of global data to identify mature algorithms, and (3) a comprehensive validation exercise applied to one complete year of global data produced by the algorithms selected as mature based on the round robin exercise. The algorithms tested included four using AATSR, three using MERIS and one using PARASOL. This paper summarizes the first step. Three experiments were conducted to assess the potential impact of major assumptions in the various aerosol retrieval algorithms. In the first experiment a common set of four aerosol components was used to provide all algorithms with the same assumptions. The second experiment introduced an aerosol property climatology, derived from a combination of model and sun photometer observations, as a priori information in the retrievals on the occurrence of the common aerosol components. The third experiment assessed the impact of using a common nadir cloud mask for AATSR and MERIS algorithms in order to characterize the sensitivity to remaining cloud contamination in the retrievals against the baseline dataset versions. The impact of the algorithm changes was assessed for one month (September 2008) of data: qualitatively by inspection of monthly mean AOD maps and quantitatively by comparing daily gridded satellite data against daily averaged AERONET sun photometer observations for the different versions of each algorithm globally (land and coastal) and for three regions with different aerosol regimes. The analysis allowed for an assessment of sensitivities of all algorithms, which helped define the best algorithm versions for the subsequent round robin exercise; all algorithms (except for MERIS) showed some, in parts significant, improvement. In particular, using common aerosol components and partly also a priori aerosol-type climatology is beneficial. On the other hand the use of an AATSR-based common cloud mask meant a clear improvement (though with significant reduction of coverage) for the MERIS standard product, but not for the algorithms using AATSR. It is noted that all these observations are mostly consistent for all five analyses (global land, global coastal, three regional), which can be understood well, since the set of aerosol components defined in Sect. 3.1 was explicitly designed to cover different global aerosol regimes (with low and high absorption fine mode, sea salt and dust).

Mathematical modelling of the refractive index reconstruction through global optimization

We examine a mathematical model of non-destructive testing of planar waveguides, based on numerical solution of a nonlinear integral equation. Such problem is ill-posed, and the method of Tikhonov regularization is applied. To minimize Tikhonov functional, and find the parameters of the waveguide, we use two new optimization methods: the cutting angle method of global optimization, and the discrete gradient method of nonsmooth local optimization. We examine how the noise in the experimental data influences the solution, and how the regularization parameter has to be chosen. We show that even with significant noise in the data, the numerical solution is of high accuracy, and the method can be used to process real experimental da.ta..

Incorporação do vínculo de suavidade no ajuste de histórico de reservatórios de petróleo

The history match procedure in an oil reservoir is of paramount importance in order to obtain a characterization of the reservoir parameters (statics and dynamics) that implicates in a predict production more perfected. Throughout this process one can find reservoir model parameters which are able to reproduce the behaviour of a real reservoir.Thus, this reservoir model may be used to predict production and can aid the oil file management. During the history match procedure the reservoir model parameters are modified and for every new set of reservoir model parameters found, a fluid flow simulation is performed so that it is possible to evaluate weather or not this new set of parameters reproduces the observations in the actual reservoir. The reservoir is said to be matched when the discrepancies between the model predictions and the observations of the real reservoir are below a certain tolerance. The determination of the model parameters via history matching requires the minimisation of an objective function (difference between the observed and simulated productions according to a chosen norm) in a parameter space populated by many local minima. In other words, more than one set of reservoir model parameters fits the observation. With respect to the non-uniqueness of the solution, the inverse problem associated to history match is ill-posed. In order to reduce this ambiguity, it is necessary to incorporate a priori information and constraints in the model reservoir parameters to be determined. In this dissertation, the regularization of the inverse problem associated to the history match was performed via the introduction of a smoothness constraint in the following parameter: permeability and porosity. This constraint has geological bias of asserting that these two properties smoothly vary in space. In this sense, it is necessary to find the right relative weight of this constrain in the objective function that stabilizes the inversion and yet, introduces minimum bias. A sequential search method called COMPLEX was used to find the reservoir model parameters that best reproduce the observations of a semi-synthetic model. This method does not require the usage of derivatives when searching for the minimum of the objective function. Here, it is shown that the judicious introduction of the smoothness constraint in the objective function formulation reduces the associated ambiguity and introduces minimum bias in the estimates of permeability and porosity of the semi-synthetic reservoir model

Image Reconstruction Using Interval Simulated Annealing in Electrical Impedance Tomography

Electrical impedance tomography (EIT) is an imaging technique that attempts to reconstruct the impedance distribution inside an object from the impedance between electrodes placed on the object surface. The EIT reconstruction problem can be approached as a nonlinear nonconvex optimization problem in which one tries to maximize the matching between a simulated impedance problem and the observed data. This nonlinear optimization problem is often ill-posed, and not very suited to methods that evaluate derivatives of the objective function. It may be approached by simulated annealing (SA), but at a large computational cost due to the expensive evaluation process of the objective function, which involves a full simulation of the impedance problem at each iteration. A variation of SA is proposed in which the objective function is evaluated only partially, while ensuring boundaries on the behavior of the modified algorithm.

Horn-schunck optical flow with a multi-scale strategy

[EN] The seminal work of Horn and Schunck [8] is the first variational method for optical flow estimation. It introduced a novel framework where the optical flow is computed as the solution of a minimization problem. From the assumption that pixel intensities do not change over time, the optical flow constraint equation is derived. This equation relates the optical flow with the derivatives of the image. There are infinitely many vector fields that satisfy the optical flow constraint, thus the problem is ill-posed. To overcome this problem, Horn and Schunck introduced an additional regularity condition that restricts the possible solutions. Their method minimizes both the optical flow constraint and the magnitude of the variations of the flow field, producing smooth vector fields. One of the limitations of this method is that, typically, it can only estimate small motions. In the presence of large displacements, this method fails when the gradient of the image is not smooth enough. In this work, we describe an implementation of the original Horn and Schunck method and also introduce a multi-scale strategy in order to deal with larger displacements. For this multi-scale strategy, we create a pyramidal structure of downsampled images and change the optical flow constraint equation with a nonlinear formulation. In order to tackle this nonlinear formula, we linearize it and solve the method iteratively in each scale. In this sense, there are two common approaches: one that computes the motion increment in the iterations, like in ; or the one we follow, that computes the full flow during the iterations, like in. The solutions are incrementally refined ower the scales. This pyramidal structure is a standard tool in many optical flow methods.

Discontinuity preserving in TV-L1 optical flow methods

[EN] We analyze the discontinuity preserving problem in TV-L1 optical flow methods. This type of methods typically creates rounded effects at flow boundaries, which usually do not coincide with object contours. A simple strategy to overcome this problem consists in inhibiting the diffusion at high image gradients. In this work, we first introduce a general framework for TV regularizers in optical flow and relate it with some standard approaches. Our survey takes into account several methods that use decreasing functions for mitigating the diffusion at image contours. Consequently, this kind of strategies may produce instabilities in the estimation of the optical flows. Hence, we study the problem of instabilities and show that it actually arises from an ill-posed formulation. From this study, it is possible to come across with different schemes to solve this problem. One of these consists in separating the pure TV process from the mitigating strategy. This has been used in another work and we demonstrate here that it has a good performance. Furthermore, we propose two alternatives to avoid the instability problems: (i) we study a fully automatic approach that solves the problem based on the information of the whole image; (ii) we derive a semi-automatic approach that takes into account the image gradients in a close neighborhood adapting the parameter in each position. In the experimental results, we present a detailed study and comparison between the different alternatives. These methods provide very good results, especially for sequences with a few dominant gradients. Additionally, a surprising effect of these approaches is that they can cope with occlusions. This can be easily achieved by using strong regularizations and high penalizations at image contours.

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.

Entwicklung und Tests von Algorithmen für die Impedanztomographie

Die Elektrische Impedanztomographie soll als kostengünstige und nebenwirkungsfreie Tomographiemethode in der medizinischen Diagnostik, z. B. in der Mammographie dienen. Mit der EIT läßt sich Krebsgewebe von gesundem Gewebe unterscheiden, da es eine signifikant erhöhte Leitfähigkeit aufweist. Damit kann die EIT als Ergänzung zu den klassischen Diagnoseverfahren dienen. So ist z.B. bei jungen Frauen mit einem dichteren Fettgewebe die Identifizierung eines Mammakarzinoms mit der Röntgentomographie nicht immer möglich. Ziel dieser Arbeit war es, einen Prototypen für die Impedanztomographie zu entwickeln und mögliche Anwendungen zu testen. Der Tomograph ist in Zusammenarbeit mit Dr. K.H.Georgi gebaut worden. Der Tomograph erlaubt es niederohmige, Wechselströme an Elektroden auf der Körperoberfläche einzuspeisen. Die Potentiale können an diesen Elektroden programmierbar vorgegeben werden. Weitere hochohmige Elektroden dienen zur Potentialmessung. Um den Hautwiderstand zu überbrücken, werden Wechselstromfrequenzen von 20-100 kHz eingesetzt. Mit der Möglichkeit der Messung von Strom und Potential auf unterschiedlichen Elektroden kann man das Problem des nur ungenau bekannten Hautwiderstandes umgehen. Prinzipiell ist es mit dem Mainzer EIT System möglich, 100 Messungen in der Sekunde durchzuführen. Auf der Basis von mit dem Mainzer EIT gewonnenen Daten sollten unterschiedliche Rekonstruktionsalgorithmen getestet und weiterentwickelt werden. In der Vergangenheit sind verschiedene Rekonstruktionsalgorithmen für das mathematisch schlecht gestellte EIT Problem betrachtet worden. Sie beruhen im Wesentlichen auf zwei Strategien: Die Linearisierung und iterative Lösung des Problems und Gebietserkennungsmethoden. Die iterativen Verfahren wurden von mir dahingehend modifiziert, dass Leitfähigkeitserhöhungen und Leitfähigkeitserniedrigungen gleichberechtigt behandelt werden können. Für den modifizierten Algorithmus wurden zwei verschiedene Rekonstruktionsalgorithmen programmiert und mit synthetischen Daten getestet. Zum einen die Rekonstruktion über die approximative Inverse, zum anderen eine Rekonstruktion mit einer Diskretisierung. Speziell für die Rekonstruktion mittels Diskretisierung wurde eine Methode entwickelt, mit der zusätzliche Informationen in der Rekonstruktion berücksichtigt werden können, was zu einer Verbesserung der Rekonstruktion beiträgt. Der Gebietserkennungsalgorithmus kann diese Zusatzinformationen liefern. In der Arbeit wurde ein neueres Verfahren für die Gebietserkennung derart modifiziert, dass eine Rekonstruktion auch für getrennte Strom- und Spannungselektroden möglich wurde. Mit Hilfe von Differenzdaten lassen sich ausgezeichnete Rekonstruktionen erzielen. Für die medizinischen Anwendungen sind aber Absolutmessungen nötig, d.h. ohne Leermessung. Der erwartende Effekt einer Inhomogenität in der Leitfähigkeit ist sehr klein und als Differenz zweier grosser Zahlen sehr schwierig zu bestimmen. Die entwickelten Algorithmen kommen auch gut mit Absolutdaten zurecht.

Multiscale methods for shape constraints in deconvolution: Confidence statements for qualitative features

We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity on all scales simultaneously. We investigate the moderately ill-posed setting, where the Fourier transform of the error density in the deconvolution model is of polynomial decay. For multiscale testing, we consider a calibration, motivated by the modulus of continuity of Brownian motion. We investigate the performance of our results from both the theoretical and simulation based point of view. A major consequence of our work is that the detection of qualitative features of a density in a deconvolution problem is a doable task, although the minimax rates for pointwise estimation are very slow.

Using distributions as statistical evidence in well-structured and ill-structured problems

Research has suggested that understanding in well-structured settings often does not transfer to the everyday, less-structured problems encountered outside of school. Little is known, beyond anecdotal evidence, about how teachers' consideration of distributions as evidence in well-structured settings compares with their use in ill-structured problem contexts. A qualitative study of preservice secondary teachers examined their use of distributions as evidence in four tasks of varying complexity and ill-structuredness. Results suggest that teachers' incorporation of distributions in well-structured settings does not imply that they will be incorporated in less structured problems (and vice-versa). Implications for research and teaching are discussed.

A comparison of different choices for the regularization parameter in inverse electrocardiography models

Calculating the potentials on the heart’s epicardial surface from the body surface potentials constitutes one form of inverse problems in electrocardiography (ECG). Since these problems are ill-posed, one approach is to use zero-order Tikhonov regularization, where the squared norms of both the residual and the solution are minimized, with a relative weight determined by the regularization parameter. In this paper, we used three different methods to choose the regularization parameter in the inverse solutions of ECG. The three methods include the L-curve, the generalized cross validation (GCV) and the discrepancy principle (DP). Among them, the GCV method has received less attention in solutions to ECG inverse problems than the other methods. Since the DP approach needs knowledge of norm of noises, we used a model function to estimate the noise. The performance of various methods was compared using a concentric sphere model and a real geometry heart-torso model with a distribution of current dipoles placed inside the heart model as the source. Gaussian measurement noises were added to the body surface potentials. The results show that the three methods all produce good inverse solutions with little noise; but, as the noise increases, the DP approach produces better results than the L-curve and GCV methods, particularly in the real geometry model. Both the GCV and L-curve methods perform well in low to medium noise situations.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Overcoming shadows in 3-source photometric stereo

Light occlusions are one of the most significant difficulties of photometric stereo methods. When three or more images are available without occlusion, the local surface orientation is overdetermined so that shape can be computed and the shadowed pixels can be discarded. In this paper, we look at the challenging case when only two images are available without occlusion, leading to a one degree of freedom ambiguity per pixel in the local orientation. We show that, in the presence of noise, integrability alone cannot resolve this ambiguity and reconstruct the geometry in the shadowed regions. As the problem is ill-posed in the presence of noise, we describe two regularization schemes that improve the numerical performance of the algorithm while preserving the data. Finally, the paper describes how this theory applies in the framework of color photometric stereo where one is restricted to only three images and light occlusions are common. Experiments on synthetic and real image sequences are presented.