arXiv subjects

Ali Mohammad-Djafari

Publications and source records attributed to Ali Mohammad-Djafari.

At least 37 records · Page 2Linked to original sources

arXiv2007

Computed tomography image reconstruction from only two projections

English: This paper concerns the image reconstruction from a few projections in Computed Tomography (CT). The main objective of this paper is to show that the problem is so ill posed that no classical method, such as analytical methods based on inverse Radon transform, nor the algebraic methods such as Least squares (LS) or regularization theory can give satisfactory result. As an example, we consider in detail the case of image reconstruction from two horizontal and vertical projections. We then show how a particular composite Markov modeling and the Bayesian estimation framework can possibly propose satisfactory solutions to the problem. For demonstration and educational purpose a set of Matlab programs are given for a live presentation of the results. ----- French: Ce travail, à but pédagogique, présente le problème inverse de la reconstruction d'image en tomographie X lorsque le nombre des projections est très limité. voir le texte en Anglais et en Français.

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arXiv2007

Inverse problems in imaging systems and the general Bayesian inversion frawework

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding inversion problem is presented. Then, after showing the inadequacy of the classical analytical and least square methods for these ill posed inverse problems, a Bayesian estimation framework is presented which can handle, in a coherent way, all these problems. One of the main steps, in Bayesian inversion framework is the prior modeling of the unknowns. For this reason, a great number of such models and in particular the compound hidden Markov models are presented. Then, the main computational tools of the Bayesian estimation are briefly presented. Finally, some particular cases are studied in detail and new results are presented.

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arXiv2007

Hierarchical Markovian models for hyperspectral image segmentation

Hyperspectral images can be represented either as a set of images or as a set of spectra. Spectral classification and segmentation and data reduction are the main problems in hyperspectral image analysis. In this paper we propose a Bayesian estimation approach with an appropriate hiearchical model with hidden markovian variables which gives the possibility to jointly do data reduction, spectral classification and image segmentation. In the proposed model, the desired independent components are piecewise homogeneous images which share the same common hidden segmentation variable. Thus, the joint Bayesian estimation of this hidden variable as well as the sources and the mixing matrix of the source separation problem gives a solution for all the three problems of dimensionality reduction, spectra classification and segmentation of hyperspectral images. A few simulation results illustrate the performances of the proposed method compared to other classical methods usually used in hyperspectral image processing.

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arXiv2007

Bayesian Separation of Document Images with Hidden Markov Model

this paper we consider the problem of separating noisy instantaneous linear mixtures of document images in the Bayesian framework. The source image is modeled hierarchically by a latent labeling process representing the common classifications of document objects among different color channels and the intensity process of pixels given the class labels. A Potts Markov random field is used to model regional regularity of the classification labels inside object regions. Local dependency between neighboring pixels can also be accounted by smoothness constraint on their intensities. Within the Bayesian approach, all unknowns including the source, the classification, the mixing coefficients and the distribution parameters of these variables are estimated from their posterior laws. The corresponding Bayesian computations are done by MCMC sampling algorithm. Results from experiments on synthetic and real image mixtures are presented to illustrate the performance of the proposed method.

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arXiv2007

Non Gaussianity and Non Stationarity modeled through Hidden Variables and their use in ICA and Blind Source Separation

Modeling non Gaussian and non stationary signals and images has always been one of the most important part of signal and image processing methods. In this paper, first we propose a few new models, all based on using hidden variables for modeling either stationary but non Gaussian or Gaussian but non stationary or non Gaussian and non stationary signals and images. Then, we will see how to use these models in independent component analysis (ICA) or blind source separation (BSS). The computational aspects of the Bayesian estimation framework associated with these prior models are also discussed.

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arXiv2007

Dirichlet or Potts ?

When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider the proportions as the probabilities of a discrete valued hidden variable. In the first case a usual prior distribution for the proportions is the Dirichlet which accounts for the fact that they have to sum up to one. In the second case, to each data is associated a hidden variable for which we consider two possibilities: a) assuming those variables to be i.i.d. We show then that this scheme is equivalent to the classical mixture model with Dirichlet prior; b) assuming a Markovian structure. Then we choose the simplest markovian model which is the Potts distribution. As we will see this model is more appropriate for the case where the data represents the pixels of an image for which the hidden variables represent a segmentation of that image. The main object of this paper is to give some details on these models and different algorithms used for their simulation and the estimation of their parameters. Key Words: Mixture of Gaussians, Dirichlet, Potts, Classification, Segmentation.

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arXiv2004

Entropy, Information Matrix and order statistics of Multivariate Pareto, Burr and related distributions

In this paper we derive the exact analytical expressions for the information and covariance matrices of the multivariate Burr and related distributions. These distributions arise as tractable parametric models in reliability, actuarial science, economics, finance and telecommunications. We show that all the calculations can be obtained from one main moment multi dimensional integral whose expression is obtained through some particular change of variables.

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arXiv2004

Information and Covariance Matrices for Multivariate Burr III and Logistic distributions

Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, populations growth and survival data. We showed that all the calculations can be obtained from one main moment multi dimensional integral whose expression is obtained through some particular change of variables. Indeed, we consider that this calculus technique for improper integral has its own importance in applied probability calculus.

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arXiv2004

A Bayesian approach to change point analysis of discrete time series

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are modeled by Gaussian probability density functions with different means, variances and correlation lengths. We put a prior law on the change point instances (Poisson process) as well as on these different parameters(conjugate priors) and give the expression of the posterior probality distributions of these change points. The computations are done by using an appropriate Markov Chain Monte Carlo (MCMC) technique. The problem as we stated can also be considered as an unsupervised classification and/or segmentation of the time serie. This analogy gives us the possibility to propose alternative modeling and computation of change points, which are more appropriate for multivariate signals, for example in image processing.

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arXiv2004

A Hidden Markov model for Bayesian data fusion of multivariate signals

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging processes. The objective of this work is then to propose a coherent approach to combine these data sets to obtain a segmented image which can be considered as the fusion result of these two images. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which is modeled by the Potts Markov Random Field. We propose then an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.

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arXiv2004

A hidden Markov Model for image fusion and their joint segmentation in medical image computing

In this work we propose a Bayesian framework for fully automated image fusion and their joint segmentation. More specifically, we consider the case where we have observed images of the same object through different image processes or through different spectral bands. The objective of this work is then to propose a coherent approach to combine these data sets and obtain a segmented image which can be considered as the fusion result of these observations. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which are modeled by the Potts Markov Random Field. We propose an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.

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arXiv2003

Bayesian Wavelet Based Signal and Image Separation

In this contribution, we consider the problem of blind source separation in a Bayesian estimation framework. The wavelet representation allows us to assign an adequate prior distribution to the wavelet coefficients of the sources. MCMC algorithms are implemented to test the validity of the proposed approach, and the non linear approximation of the wavelet transform is exploited to aleviate the algorithm.

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arXiv2003

An alternative inference tool to total probability formula and its applications

Total probability and Bayes formula are two basic tools for using prior information in the Bayesian statistics. In this paper we introduce an alternative tool for using prior information. This new toold enables us to improve some traditional results in statistical inference. However, as far as the authors know, there is no work on this subject, except [1]. The results of this paper can be extended to other branches of probability and statistics. In Section 2 total probability formula based on median is defined and its basic properties are proved. A few applications of this new tool are given in Section 3.

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arXiv2002

Wavelet Domain Image Separation

In this paper, we consider the problem of blind signal and image separation using a sparse representation of the images in the wavelet domain. We consider the problem in a Bayesian estimation framework using the fact that the distribution of the wavelet coefficients of real world images can naturally be modeled by an exponential power probability density function. The Bayesian approach which has been used with success in blind source separation gives also the possibility of including any prior information we may have on the mixing matrix elements as well as on the hyperparameters (parameters of the prior laws of the noise and the sources). We consider two cases: first the case where the wavelet coefficients are assumed to be i.i.d. and second the case where we model the correlation between the coefficients of two adjacent scales by a first order Markov chain. This paper only reports on the first case, the second case results will be reported in a near future. The estimation computations are done via a Monte Carlo Markov Chain (MCMC) procedure. Some simulations show the performances of the proposed method. Keywords: Blind source separation, wavelets, Bayesian estimation, MCMC Hasting-Metropolis algorithm.

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arXiv2002

MCMC joint separation and segmentation of hidden Markov fields

In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation and we propose to solve the resulting data augmentation problem by implementing a Monte Carlo Markov Chain (MCMC) procedure. We separate the unknown variables into two categories: 1. The parameters of interest which are the mixing matrix, the noise covariance and the parameters of the sources distributions. 2. The hidden variables which are the unobserved sources and the unobserved pixels classification labels. The proposed algorithm provides in the stationary regime samples drawn from the posterior distributions of all the variables involved in the problem leading to a flexibility in the cost function choice. We discuss and characterize some problems of non identifiability and degeneracies of the parameters likelihood and the behavior of the MCMC algorithm in this case. Finally, we show the results for both synthetic and real data to illustrate the feasibility of the proposed solution. keywords: MCMC, blind source separation, hidden Markov fields, segmentation, Bayesian approach

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arXiv2002

Yet Another Analysis of Dice Problems

During the MaxEnt 2002 workshop in Moscow, Idaho, Tony Vignaux asked again a few simple questions about using Maximum Entropy or Bayesian approaches for the famous Dice problems which have been analyzed many times through this workshop and also in other places. Here, there is another analysis of these problems. I hope that, this paper will answer a few questions of Tony and other participants of the workshop on the situations where we can use Maximum Entropy or Bayesian approaches or even the cases where we can actually use both of them. Keywords: Dice problems and probability theory, Maximum Likelihood, Bayesian inference, Maximum A Posteriori, Entropy, Maximum entropy, Maximum entropy in the mean.

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arXiv2001

Scale Invariant Markov Models for Bayesian Inversion of Linear Inverse Problems

In a Bayesian approach for solving linear inverse problems one needs to specify the prior laws for calculation of the posterior law. A cost function can also be defined in order to have a common tool for various Bayesian estimators which depend on the data and the hyperparameters. The Gaussian case excepted, these estimators are not linear and so depend on the scale of the measurements. In this paper a weaker property than linearity is imposed on the Bayesian estimator, namely the scale invariance property (SIP).First, we state some results on linear estimation and then we introduce and justify a scale invariance axiom. We show that arbitrary choice of scale measurement can be avoided if the estimator has this SIP. Some examples of classical regularization procedures are shown to be scale invariant. Then we investigate general conditions on classes of Bayesian estimators which satisfy this SIP, as well as their consequences on the cost function and prior laws. We also show that classical methods for hyperparameters estimation (i.e., Maximum Likelihood and Generalized Maximum Likelihood) can be introduced for hyperparameters estimation, and we verify the SIP property for them. Finally we discuss how to choose the prior laws to obtain scale invariant Bayesian estimators. For this, we consider two cases of prior laws: {\em entropic prior laws} and {\em first-order Markov models}. In related preceding works [Mohammad-Djafari90,Mohammad-Djafari93], the SIP constraints have been studied for the case of entropic prior laws. In this paper extension to the case of first-order Markov models is provided. KEYWORDS: Bayesian estimation, Scale invariance, Markov modelling, Inverse Problems, Image reconstruction, Prior model selection

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arXiv2001

Entropy in Signal Processing (Entropie en Traitement du Signal)

Résumé: Le principal objet de cette communication est de faire une rétro perspective succincte de l'utilisation de l'entropie et du principe du maximum d'entropie dans le domaine du traitement du signal. Après un bref rappel de quelques définitions et du principe du maximum d'entropie, nous verrons successivement comment l'entropie est utilisée en séparation de sources, en modélisation de signaux, en analyse spectrale et pour la résolution des problèmes inverses linéaires. Mots clés : Entropie, Entropie croisée, Distance de Kullback, Information mutuelle, Estimation spectrale, Problèmes inverses Abstract: The main object of this work is to give a brief overview of the different ways the entropy has been used in signal and image processing. After a short introduction of different quantities related to the entropy and the maximum entropy principle, we will study their use in different fields of signal processing such as: source separation, model order selection, spectral estimation and, finally, general linear inverse problems. Keywords : Entropy, Relative entropy, Kullback distance, Mutual information, Spectral estimation, Inverse problems.

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