arXiv subjects

Gabriele Steidl

Publications and source records attributed to Gabriele Steidl.

At least 55 records · Page 3Linked to original sources

arXiv2024

Sparse additive function decompositions facing basis transforms

High-dimensional real-world systems can often be well characterized by a small number of simultaneous low-complexity interactions. The analysis of variance (ANOVA) decomposition and the anchored decomposition are typical techniques to find sparse additive decompositions of functions. In this paper, we are interested in a setting, where these decompositions are not directly spare, but become so after an appropriate basis transform. Noting that the sparsity of those additive function decompositions is equivalent to the fact that most of its mixed partial derivatives vanish, we can exploit a connection to the underlying function graphs to determine an orthogonal transform that realizes the appropriate basis change. This is done in three steps: we apply singular value decomposition to minimize the number of vertices of the function graph, and joint block diagonalization techniques of families of matrices followed by sparse minimization based on relaxations of the zero ''norm'' for minimizing the number of edges. For the latter one, we propose and analyze minimization techniques over the manifold of special orthogonal matrices. Various numerical examples illustrate the reliability of our approach for functions having, after a basis transform, a sparse additive decomposition into summands with at most two variables.

math.NA↗

arXiv2024

Neural Wasserstein Gradient Flows for Maximum Mean Discrepancies with Riesz Kernels

Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the understanding of such flows. We propose to approximate the backward scheme of Jordan, Kinderlehrer and Otto for computing such Wasserstein gradient flows as well as a forward scheme for so-called Wasserstein steepest descent flows by neural networks (NNs). Since we cannot restrict ourselves to absolutely continuous measures, we have to deal with transport plans and velocity plans instead of usual transport maps and velocity fields. Indeed, we approximate the disintegration of both plans by generative NNs which are learned with respect to appropriate loss functions. In order to evaluate the quality of both neural schemes, we benchmark them on the interaction energy. Here we provide analytic formulas for Wasserstein schemes starting at a Dirac measure and show their convergence as the time step size tends to zero. Finally, we illustrate our neural MMD flows by numerical examples.

cs.LG↗

arXiv2024

Posterior Sampling Based on Gradient Flows of the MMD with Negative Distance Kernel

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous properties like efficient computation via slicing and sorting. We approximate the joint distribution of the ground truth and the observations using discrete Wasserstein gradient flows and establish an error bound for the posterior distributions. Further, we prove that our particle flow is indeed a Wasserstein gradient flow of an appropriate functional. The power of our method is demonstrated by numerical examples including conditional image generation and inverse problems like superresolution, inpainting and computed tomography in low-dose and limited-angle settings.

stat.ML↗

arXiv2024

Transfer Operators from Batches of Unpaired Points via Entropic Transport Kernels

In this paper, we are concerned with estimating the joint probability of random variables $X$ and $Y$, given $N$ independent observation blocks $(\boldsymbol{x}^i,\boldsymbol{y}^i)$, $i=1,\ldots,N$, each of $M$ samples $(\boldsymbol{x}^i,\boldsymbol{y}^i) = \bigl((x^i_j, y^i_{σ^i(j)}) \bigr)_{j=1}^M$, where $σ^i$ denotes an unknown permutation of i.i.d. sampled pairs $(x^i_j,y_j^i)$, $j=1,\ldots,M$. This means that the internal ordering of the $M$ samples within an observation block is not known. We derive a maximum-likelihood inference functional, propose a computationally tractable approximation and analyze their properties. In particular, we prove a $Γ$-convergence result showing that we can recover the true density from empirical approximations as the number $N$ of blocks goes to infinity. Using entropic optimal transport kernels, we model a class of hypothesis spaces of density functions over which the inference functional can be minimized. This hypothesis class is particularly suited for approximate inference of transfer operators from data. We solve the resulting discrete minimization problem by a modification of the EMML algorithm to take addional transition probability constraints into account and prove the convergence of this algorithm. Proof-of-concept examples demonstrate the potential of our method.

stat.ML↗

arXiv2024

Lagrangian Motion Magnification with Double Sparse Optical Flow Decomposition

Microexpressions are fast and spatially small facial expressions that are difficult to detect. Therefore motion magnification techniques, which aim at amplifying and hence revealing subtle motion in videos, appear useful for handling such expressions. There are basically two main approaches, namely via Eulerian or Lagrangian techniques. While the first one magnifies motion implicitly by operating directly on image pixels, the Lagrangian approach uses optical flow (OF) techniques to extract and magnify pixel trajectories. In this paper, we propose a novel approach for local Lagrangian motion magnification of facial micro-motions. Our contribution is three-fold: first, we fine tune the recurrent all-pairs field transforms (RAFT) for OFs deep learning approach for faces by adding ground truth obtained from the variational dense inverse search (DIS) for OF algorithm applied to the CASME II video set of facial micro expressions. This enables us to produce OFs of facial videos in an efficient and sufficiently accurate way. Second, since facial micro-motions are both local in space and time, we propose to approximate the OF field by sparse components both in space and time leading to a double sparse decomposition. Third, we use this decomposition to magnify micro-motions in specific areas of the face, where we introduce a new forward warping strategy using a triangular splitting of the image grid and barycentric interpolation of the RGB vectors at the corners of the transformed triangles. We demonstrate the feasibility of our approach by various examples.

cs.CV↗

arXiv2023

Learning from small data sets: Patch-based regularizers in inverse problems for image reconstruction

The solution of inverse problems is of fundamental interest in medical and astronomical imaging, geophysics as well as engineering and life sciences. Recent advances were made by using methods from machine learning, in particular deep neural networks. Most of these methods require a huge amount of (paired) data and computer capacity to train the networks, which often may not be available. Our paper addresses the issue of learning from small data sets by taking patches of very few images into account. We focus on the combination of model-based and data-driven methods by approximating just the image prior, also known as regularizer in the variational model. We review two methodically different approaches, namely optimizing the maximum log-likelihood of the patch distribution, and penalizing Wasserstein-like discrepancies of whole empirical patch distributions. From the point of view of Bayesian inverse problems, we show how we can achieve uncertainty quantification by approximating the posterior using Langevin Monte Carlo methods. We demonstrate the power of the methods in computed tomography, image super-resolution, and inpainting. Indeed, the approach provides also high-quality results in zero-shot super-resolution, where only a low-resolution image is available. The paper is accompanied by a GitHub repository containing implementations of all methods as well as data examples so that the reader can get their own insight into the performance.

cs.CV↗

arXiv2023

Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels

The aim of this paper is twofold. Based on the geometric Wasserstein tangent space, we first introduce Wasserstein steepest descent flows. These are locally absolutely continuous curves in the Wasserstein space whose tangent vectors point into a steepest descent direction of a given functional. This allows the use of Euler forward schemes instead of Jordan--Kinderlehrer--Otto schemes. For $λ$-convex functionals, we show that Wasserstein steepest descent flows are an equivalent characterization of Wasserstein gradient flows. The second aim is to study Wasserstein flows of the maximum mean discrepancy with respect to certain Riesz kernels. The crucial part is hereby the treatment of the interaction energy. Although it is not $λ$-convex along generalized geodesics, we give analytic expressions for Wasserstein steepest descent flows of the interaction energy starting at Dirac measures. In contrast to smooth kernels, the particle may explode, i.e., a Dirac measure becomes a non-Dirac one. The computation of steepest descent flows amounts to finding equilibrium measures with external fields, which nicely links Wasserstein flows of interaction energies with potential theory. Finally, we provide numerical simulations of Wasserstein steepest descent flows of discrepancies.

math.OC↗

arXiv2023

A Study of Particle Motion in the Presence of Clusters

The motivation for this study came from the task of analysing the kinetic behavior of single molecules in a living cell based on Single Molecule Localization Microscopy. Given measurements of both the motion of clusters and molecules, the main task consists in detecting if a molecule belongs to a cluster. While the exact size of the clusters is usually unknown, upper bounds are available. In this study, we simulate the cluster movement by a Brownian motion and those of the particles by a Gaussian mixture model with two modes depending on the position of the particle within or outside a cluster. We propose various variational models to detect if a particle lies within a cluster based on the Wasserstein and maximum mean discrepancy distances between measures. We compare the performance of the proposed models for simulated data.

math.NA↗

arXiv2023

Sliced Optimal Transport on the Sphere

Sliced optimal transport reduces optimal transport on multi-dimensional domains to transport on the line. More precisely, sliced optimal transport is the concatenation of the well-known Radon transform and the cumulative density transform, which analytically yields the solutions of the reduced transport problems. Inspired by this concept, we propose two adaptions for optimal transport on the 2-sphere. Firstly, as counterpart to the Radon transform, we introduce the vertical slice transform, which integrates along all circles orthogonal to a given direction. Secondly, we introduce a semicircle transform, which integrates along all half great circles with an appropriate weight function. Both transforms are generalized to arbitrary measures on the sphere. While the vertical slice transform can be combined with optimal transport on the interval and leads to a sliced Wasserstein distance restricted to even probability measures, the semicircle transform is related to optimal transport on the circle and results in a different sliced Wasserstein distance for arbitrary probability measures. The applicability of both novel sliced optimal transport concepts on the sphere is demonstrated by proof-of-concept examples dealing with the interpolation and classification of spherical probability measures. The numerical implementation relies on the singular value decompositions of both transforms and fast Fourier techniques. For the inversion with respect to probability measures, we propose the minimization of an entropy-regularized Kullback--Leibler divergence, which can be numerically realized using a primal-dual proximal splitting algorithm.

math.NA↗

arXiv2023

Multi-Marginal Gromov-Wasserstein Transport and Barycenters

Gromov-Wasserstein (GW) distances are combinations of Gromov-Hausdorff and Wasserstein distances that allow the comparison of two different metric measure spaces (mm-spaces). Due to their invariance under measure- and distance-preserving transformations, they are well suited for many applications in graph and shape analysis. In this paper, we introduce the concept of multi-marginal GW transport between a set of mm-spaces as well as its regularized and unbalanced versions. As a special case, we discuss multi-marginal fused variants, which combine the structure information of an mm-space with label information from an additional label space. To tackle the new formulations numerically, we consider the bi-convex relaxation of the multi-marginal GW problem, which is tight in the balanced case if the cost function is conditionally negative definite. The relaxed model can be solved by an alternating minimization, where each step can be performed by a multi-marginal Sinkhorn scheme. We show relations of our multi-marginal GW problem to (unbalanced, fused) GW barycenters and present various numerical results, which indicate the potential of the concept.

math.OC↗

arXiv2023

Generalized Iterative Scaling for Regularized Optimal Transport with Affine Constraints: Application Examples

We demonstrate the relevance of an algorithm called generalized iterative scaling (GIS) or simultaneous multiplicative algebraic reconstruction technique (SMART) and its rescaled block-iterative version (RBI-SMART) in the field of optimal transport (OT). Many OT problems can be tackled through the use of entropic regularization by solving the Schrödinger problem, which is an information projection problem, that is, with respect to the Kullback--Leibler divergence. Here we consider problems that have several affine constraints. It is well-known that cyclic information projections onto the individual affine sets converge to the solution. In practice, however, even these individual projections are not explicitly available in general. In this paper, we exchange them for one GIS iteration. If this is done for every affine set, we obtain RBI-SMART. We provide a convergence proof using an interpretation of these iterations as two-step affine projections in an equivalent problem. This is done in a slightly more general setting than RBI-SMART, since we use a mix of explicitly known information projections and GIS iterations. We proceed to specialize this algorithm to several OT applications. First, we find the measure that minimizes the regularized OT divergence to a given measure under moment constraints. Second and third, the proposed framework yields an algorithm for solving a regularized martingale OT problem, as well as a relaxed version of the barycentric weak OT problem. Finally, we show an approach from the literature for unbalanced OT problems.

math.NA↗

arXiv2023

Motion Detection in Diffraction Tomography by Common Circle Methods

The method of common lines is a well-established reconstruction technique in cryogenic electron microscopy (cryo-EM), which can be used to extract the relative orientations of an object given tomographic projection images from different directions. In this paper, we deal with an analogous problem in optical diffraction tomography. Based on the Fourier diffraction theorem, we show that rigid motions of the object, i.e., rotations and translations, can be determined by detecting common circles in the Fourier-transformed data. We introduce two methods to identify common circles. The first one is motivated by the common line approach for projection images and detects the relative orientation by parameterizing the common circles in the two images. The second one assumes a smooth motion over time and calculates the angular velocity of the rotational motion via an infinitesimal version of the common circle method. Interestingly, using the stereographic projection, both methods can be reformulated as common line methods, but these lines are, in contrast to those used in cryo-EM, not confined to pass through the origin and allow for a full reconstruction of the relative orientations. Numerical proof-of-the-concept examples demonstrate the performance of our reconstruction methods.

math.NA↗

arXiv2023

Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line

This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space $\mathcal P_2(\mathbb R)$ into the Hilbert space $L_2((0,1))$, Wasserstein gradient flows of functionals on $\mathcal P_2(\mathbb R)$ can be characterized as subgradient flows of associated functionals on $L_2((0,1))$. For the maximum mean discrepancy functional $\mathcal F_ν:= \mathcal D^2_K(\cdot, ν)$ with the non-smooth negative distance kernel $K(x,y) = -|x-y|$, we deduce a formula for the associated functional. This functional appears to be convex, and we show that $\mathcal F_ν$ is convex along (generalized) geodesics. For the Dirac measure $ν= δ_q$, $q \in \mathbb R$ as end point of the flow, this enables us to determine the Wasserstein gradient flows analytically. Various examples of Wasserstein gradient flows are given for illustration.

math.OC↗

arXiv2022

PatchNR: Learning from Very Few Images by Patch Normalizing Flow Regularization

Learning neural networks using only few available information is an important ongoing research topic with tremendous potential for applications. In this paper, we introduce a powerful regularizer for the variational modeling of inverse problems in imaging. Our regularizer, called patch normalizing flow regularizer (patchNR), involves a normalizing flow learned on small patches of very few images. In particular, the training is independent of the considered inverse problem such that the same regularizer can be applied for different forward operators acting on the same class of images. By investigating the distribution of patches versus those of the whole image class, we prove that our model is indeed a MAP approach. Numerical examples for low-dose and limited-angle computed tomography (CT) as well as superresolution of material images demonstrate that our method provides very high quality results. The training set consists of just six images for CT and one image for superresolution. Finally, we combine our patchNR with ideas from internal learning for performing superresolution of natural images directly from the low-resolution observation without knowledge of any high-resolution image.

cs.LG↗

arXiv2022

Unbalanced Multi-Marginal Optimal Transport

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However, it is often desirable that the marginals of the optimal transport plan do not match the given measures exactly, which led to the introduction of the so-called unbalanced optimal transport. Since unbalanced methods were not examined for the multi-marginal setting so far, we address this topic in the present paper. More precisely, we introduce the unbalanced multi-marginal optimal transport problem and its dual, and show that a unique optimal transport plan exists under mild assumptions. Further, we generalize the Sinkhorn algorithm for regularized unbalanced optimal transport to the multi-marginal setting and prove its convergence. If the cost function decouples according to a tree, the iterates can be computed efficiently. At the end, we discuss three applications of our framework, namely two barycenter problems and a transfer operator approach, where we establish a relation between the barycenter problem and the multi-marginal optimal transport with an appropriate tree-structured cost function.

math.OC↗

arXiv2022

Quasi $α$-Firmly Nonexpansive Mappings in Wasserstein Spaces

This paper introduces the concept of quasi $α$-firmly nonexpansive mappings in Wasserstein spaces over $\mathbb R^d$ and analyzes properties of these mappings. We prove that for quasi $α$-firmly nonexpansive mappings satisfying a certain quadratic growth condition, the fixed point iterations converge in the narrow topology. As a byproduct, we will get the known convergence of the proximal point algorithm in Wasserstein spaces. We apply our results to show for the first time that cyclic proximal point algorithms for minimizing the sum of certain functionals on Wasserstein spaces converge under appropriate assumptions.

math.FA↗

arXiv2022

Generalized Normalizing Flows via Markov Chains

Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. This chapter provides a unified framework to handle these approaches via Markov chains. We consider stochastic normalizing flows as a pair of Markov chains fulfilling some properties and show how many state-of-the-art models for data generation fit into this framework. Indeed numerical simulations show that including stochastic layers improves the expressivity of the network and allows for generating multimodal distributions from unimodal ones. The Markov chains point of view enables us to couple both deterministic layers as invertible neural networks and stochastic layers as Metropolis-Hasting layers, Langevin layers, variational autoencoders and diffusion normalizing flows in a mathematically sound way. Our framework establishes a useful mathematical tool to combine the various approaches.

cs.LG↗

arXiv2022

On a linear Gromov-Wasserstein distance

Gromov-Wasserstein distances are generalization of Wasserstein distances, which are invariant under distance preserving transformations. Although a simplified version of optimal transport in Wasserstein spaces, called linear optimal transport (LOT), was successfully used in practice, there does not exist a notion of linear Gromov-Wasserstein distances so far. In this paper, we propose a definition of linear Gromov-Wasserstein distances. We motivate our approach by a generalized LOT model, which is based on barycentric projection maps of transport plans. Numerical examples illustrate that the linear Gromov-Wasserstein distances, similarly as LOT, can replace the expensive computation of pairwise Gromov-Wasserstein distances in applications like shape classification.

math.NA↗