arXiv subjects

Jean-Christophe Pesquet

Publications and source records attributed to Jean-Christophe Pesquet.

At least 73 records · Page 4Linked to original sources

arXiv2015

Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping

This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fejér monotonicity, which is thoroughly investigated. The iterative methods under consideration feature random sweeping rules to select arbitrarily the blocks of variables that are activated over the course of the iterations and they allow for stochastic errors in the evaluation of the operators. Algorithms using quasinonexpansive operators or compositions of averaged nonexpansive operators are constructed, and weak and strong convergence results are established for the sequences they generate. As a by-product, novel block-coordinate operator splitting methods are obtained for solving structured monotone inclusion and convex minimization problems. In particular, the proposed framework leads to random block-coordinate versions of the Douglas-Rachford and forward-backward algorithms and of some of their variants. In the standard case of $m=1$ block, our results remain new as they incorporate stochastic perturbations.

math.OC↗

arXiv2014

Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify its solution. Deriving efficient strategies which jointly brings into play the primal and the dual problems is however a more recent idea which has generated many important new contributions in the last years. These novel developments are grounded on recent advances in convex analysis, discrete optimization, parallel processing, and non-smooth optimization with emphasis on sparsity issues. In this paper, we aim at presenting the principles of primal-dual approaches, while giving an overview of numerical methods which have been proposed in different contexts. We show the benefits which can be drawn from primal-dual algorithms both for solving large-scale convex optimization problems and discrete ones, and we provide various application examples to illustrate their usefulness.

math.NA↗

arXiv2014

Euclid in a Taxicab: Sparse Blind Deconvolution with Smoothed l1/l2 Regularization

The l1/l2 ratio regularization function has shown good performance for retrieving sparse signals in a number of recent works, in the context of blind deconvolution. Indeed, it benefits from a scale invariance property much desirable in the blind context. However, the l1/l2 function raises some difficulties when solving the nonconvex and nonsmooth minimization problems resulting from the use of such a penalty term in current restoration methods. In this paper, we propose a new penalty based on a smooth approximation to the l1/l2 function. In addition, we develop a proximal-based algorithm to solve variational problems involving this function and we derive theoretical convergence results. We demonstrate the effectiveness of our method through a comparison with a recent alternating optimization strategy dealing with the exact l1/l2 term, on an application to seismic data blind deconvolution.

math.OC↗

arXiv2014

A Class of Randomized Primal-Dual Algorithms for Distributed Optimization

Based on a preconditioned version of the randomized block-coordinate forward-backward algorithm recently proposed in [Combettes,Pesquet,2014], several variants of block-coordinate primal-dual algorithms are designed in order to solve a wide array of monotone inclusion problems. These methods rely on a sweep of blocks of variables which are activated at each iteration according to a random rule, and they allow stochastic errors in the evaluation of the involved operators. Then, this framework is employed to derive block-coordinate primal-dual proximal algorithms for solving composite convex variational problems. The resulting algorithm implementations may be useful for reducing computational complexity and memory requirements. Furthermore, we show that the proposed approach can be used to develop novel asynchronous distributed primal-dual algorithms in a multi-agent context.

math.OC↗

arXiv2014

A Non-Local Structure Tensor Based Approach for Multicomponent Image Recovery Problems

Non-Local Total Variation (NLTV) has emerged as a useful tool in variational methods for image recovery problems. In this paper, we extend the NLTV-based regularization to multicomponent images by taking advantage of the Structure Tensor (ST) resulting from the gradient of a multicomponent image. The proposed approach allows us to penalize the non-local variations, jointly for the different components, through various $\ell_{1,p}$ matrix norms with $p \ge 1$. To facilitate the choice of the hyper-parameters, we adopt a constrained convex optimization approach in which we minimize the data fidelity term subject to a constraint involving the ST-NLTV regularization. The resulting convex optimization problem is solved with a novel epigraphical projection method. This formulation can be efficiently implemented thanks to the flexibility offered by recent primal-dual proximal algorithms. Experiments are carried out for multispectral and hyperspectral images. The results demonstrate the interest of introducing a non-local structure tensor regularization and show that the proposed approach leads to significant improvements in terms of convergence speed over current state-of-the-art methods.

cs.CV↗

arXiv2014

A Primal-Dual Proximal Algorithm for Sparse Template-Based Adaptive Filtering: Application to Seismic Multiple Removal

Unveiling meaningful geophysical information from seismic data requires to deal with both random and structured "noises". As their amplitude may be greater than signals of interest (primaries), additional prior information is especially important in performing efficient signal separation. We address here the problem of multiple reflections, caused by wave-field bouncing between layers. Since only approximate models of these phenomena are available, we propose a flexible framework for time-varying adaptive filtering of seismic signals, using sparse representations, based on inaccurate templates. We recast the joint estimation of adaptive filters and primaries in a new convex variational formulation. This approach allows us to incorporate plausible knowledge about noise statistics, data sparsity and slow filter variation in parsimony-promoting wavelet frames. The designed primal-dual algorithm solves a constrained minimization problem that alleviates standard regularization issues in finding hyperparameters. The approach demonstrates significantly good performance in low signal-to-noise ratio conditions, both for simulated and real field seismic data.

physics.geo-ph↗

arXiv2014

A forward-backward view of some primal-dual optimization methods in image recovery

A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space. To solve such problems, primal-dual proximal approaches have been developed which provide efficient solutions to large-scale optimization problems. The objective of this paper is to show that a number of existing algorithms can be derived from a general form of the forward-backward algorithm applied in a suitable product space. Our approach also allows us to develop useful extensions of existing algorithms by introducing a variable metric. An illustration to image restoration is provided.

math.OC↗

arXiv2014

A constrained-based optimization approach for seismic data recovery problems

Random and structured noise both affect seismic data, hiding the reflections of interest (primaries) that carry meaningful geophysical interpretation. When the structured noise is composed of multiple reflections, its adaptive cancellation is obtained through time-varying filtering, compensating inaccuracies in given approximate templates. The under-determined problem can then be formulated as a convex optimization one, providing estimates of both filters and primaries. Within this framework, the criterion to be minimized mainly consists of two parts: a data fidelity term and hard constraints modeling a priori information. This formulation may avoid, or at least facilitate, some parameter determination tasks, usually difficult to perform in inverse problems. Not only classical constraints, such as sparsity, are considered here, but also constraints expressed through hyperplanes, onto which the projection is easy to compute. The latter constraints lead to improved performance by further constraining the space of geophysically sound solutions.

physics.geo-ph↗

arXiv2014

Epigraphical splitting for solving constrained convex formulations of inverse problems with proximal tools

We propose a proximal approach to deal with a class of convex variational problems involving nonlinear constraints. A large family of constraints, proven to be effective in the solution of inverse problems, can be expressed as the lower level set of a sum of convex functions evaluated over different, but possibly overlapping, blocks of the signal. For such constraints, the associated projection operator generally does not have a simple form. We circumvent this difficulty by splitting the lower level set into as many epigraphs as functions involved in the sum. A closed half-space constraint is also enforced, in order to limit the sum of the introduced epigraphical variables to the upper bound of the original lower level set. In this paper, we focus on a family of constraints involving linear transforms of distance functions to a convex set or $\ell_{1,p}$ norms with $p\in \{1,2,\infty\}$. In these cases, the projection onto the epigraph of the involved function has a closed form expression. The proposed approach is validated in the context of image restoration with missing samples, by making use of constraints based on Non-Local Total Variation. Experiments show that our method leads to significant improvements in term of convergence speed over existing algorithms for solving similar constrained problems. A second application to a pulse shape design problem is provided in order to illustrate the flexibility of the proposed approach.

math.NA↗

arXiv2013

Spatio-temporal wavelet regularization for parallel MRI reconstruction: application to functional MRI

Parallel MRI is a fast imaging technique that enables the acquisition of highly resolved images in space or/and in time. The performance of parallel imaging strongly depends on the reconstruction algorithm, which can proceed either in the original k-space (GRAPPA, SMASH) or in the image domain (SENSE-like methods). To improve the performance of the widely used SENSE algorithm, 2D- or slice-specific regularization in the wavelet domain has been deeply investigated. In this paper, we extend this approach using 3D-wavelet representations in order to handle all slices together and address reconstruction artifacts which propagate across adjacent slices. The gain induced by such extension (3D-Unconstrained Wavelet Regularized -SENSE: 3D-UWR-SENSE) is validated on anatomical image reconstruction where no temporal acquisition is considered. Another important extension accounts for temporal correlations that exist between successive scans in functional MRI (fMRI). In addition to the case of 2D+t acquisition schemes addressed by some other methods like kt-FOCUSS, our approach allows us to deal with 3D+t acquisition schemes which are widely used in neuroimaging. The resulting 3D-UWR-SENSE and 4D-UWR-SENSE reconstruction schemes are fully unsupervised in the sense that all regularization parameters are estimated in the maximum likelihood sense on a reference scan. The gain induced by such extensions is illustrated on both anatomical and functional image reconstruction, and also measured in terms of statistical sensitivity for the 4D-UWR-SENSE approach during a fast event-related fMRI protocol. Our 4D-UWR-SENSE algorithm outperforms the SENSE reconstruction at the subject and group levels (15 subjects) for different contrasts of interest (eg, motor or computation tasks) and using different parallel acceleration factors (R=2 and R=4) on 2x2x3mm3 EPI images.

stat.AP↗

arXiv2013

A Majorize-Minimize subspace approach for l2-l0 image regularization

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes edge-preserving measures or frame-analysis potentials commonly used in image processing. As shown by our asymptotic results, the l2-l0 penalties we consider may be employed to provide approximate solutions to l0-penalized optimization problems. One of the advantages of the proposed approach is that it allows us to derive an efficient Majorize-Minimize subspace algorithm. The convergence of the algorithm is investigated by using recent results in nonconvex optimization. The fast convergence properties of the proposed optimization method are illustrated through image processing examples. In particular, its effectiveness is demonstrated on several data recovery problems.

math.OC↗

arXiv2012

Nested iterative algorithms for convex constrained image recovery problems

The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex constraint set of the sum of two convex functions f and g, where f may be non-smooth and g is differentiable with a Lipschitz-continuous gradient. To reach this goal, we derive two types of algorithms that combine forward-backward and Douglas-Rachford iterations. The weak convergence of the proposed algorithms is proved. In the case when the Lipschitz-continuity property of the gradient of g is not satisfied, we also show that, under some assumptions, it remains possible to apply these methods to the considered optimization problem by making use of a quadratic extension technique. The effectiveness of the algorithms is demonstrated for two wavelet-based image restoration problems involving a signal-dependent Gaussian noise and a Poisson noise, respectively.

math.OC↗

arXiv2011

Relaxing Tight Frame Condition in Parallel Proximal Methods for Signal Restoration

A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have become popular optimization techniques to approximate iteratively the desired solution. Until now, in most of these methods, either Lipschitz differentiability properties or tight frame representations were assumed. In this paper, it is shown that it is possible to relax these assumptions by considering a class of non necessarily tight frame representations, thus offering the possibility of addressing a broader class of signal restoration problems. In particular, it is possible to use non necessarily maximally decimated filter banks with perfect reconstruction, which are common tools in digital signal processing. The proposed approach allows us to solve both frame analysis and frame synthesis problems for various noise distributions. In our simulations, it is applied to the deconvolution of data corrupted with Poisson noise or Laplacian noise by using (non-tight) discrete dual-tree wavelet representations and filter bank structures.

cs.OH↗

arXiv2011

Parallel Proximal Algorithm for Image Restoration Using Hybrid Regularization -- Extended Version

Regularization approaches have demonstrated their effectiveness for solving ill-posed problems. However, in the context of variational restoration methods, a challenging question remains, which is how to find a good regularizer. While total variation introduces staircase effects, wavelet domain regularization brings other artefacts, e.g. ringing. However, a compromise can be found by introducing a hybrid regularization including several terms non necessarily acting in the same domain (e.g. spatial and wavelet transform domains). We adopt a convex optimization framework where the criterion to be minimized is split in the sum of more than two terms. For spatial domain regularization, isotropic or anisotropic total variation definitions using various gradient filters are considered. An accelerated version of the Parallel ProXimal Algorithm is proposed to perform the minimization. Some difficulties in the computation of the proximity operators involved in this algorithm are also addressed in this paper. Numerical experiments performed in the context of Poisson data recovery, show the good behavior of the algorithm as well as promising results concerning the use of hybrid regularization techniques.

math.OC↗

arXiv2011

Noise Covariance Properties in Dual-Tree Wavelet Decompositions

Dual-tree wavelet decompositions have recently gained much popularity, mainly due to their ability to provide an accurate directional analysis of images combined with a reduced redundancy. When the decomposition of a random process is performed -- which occurs in particular when an additive noise is corrupting the signal to be analyzed -- it is useful to characterize the statistical properties of the dual-tree wavelet coefficients of this process. As dual-tree decompositions constitute overcomplete frame expansions, correlation structures are introduced among the coefficients, even when a white noise is analyzed. In this paper, we show that it is possible to provide an accurate description of the covariance properties of the dual-tree coefficients of a wide-sense stationary process. The expressions of the (cross-)covariance sequences of the coefficients are derived in the one and two-dimensional cases. Asymptotic results are also provided, allowing to predict the behaviour of the second-order moments for large lag values or at coarse resolution. In addition, the cross-correlations between the primal and dual wavelets, which play a primary role in our theoretical analysis, are calculated for a number of classical wavelet families. Simulation results are finally provided to validate these results.

math.ST↗

arXiv2011

Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum monotone operators

We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the Lipschitzian operators present in the formulation can be processed individually via explicit steps, while the set-valued operators are processed individually via their resolvents. In addition, the algorithm is highly parallel in that most of its steps can be executed simultaneously. This work brings together and notably extends various types of structured monotone inclusion problems and their solution methods. The application to convex minimization problems is given special attention.

math.OC↗

arXiv2011

4D Wavelet-Based Regularization for Parallel MRI Reconstruction: Impact on Subject and Group-Levels Statistical Sensitivity in fMRI

Parallel MRI is a fast imaging technique that enables the acquisition of highly resolved images in space. It relies on $k$-space undersampling and multiple receiver coils with complementary sensitivity profiles in order to reconstruct a full Field-Of-View (FOV) image. The performance of parallel imaging mainly depends on the reconstruction algorithm, which can proceed either in the original $k$-space (GRAPPA, SMASH) or in the image domain (SENSE-like methods). To improve the performance of the widely used SENSE algorithm, 2D- or slice-specific regularization in the wavelet domain has been efficiently investigated. In this paper, we extend this approach using 3D-wavelet representations in order to handle all slices together and address reconstruction artifacts which propagate across adjacent slices. The extension also accounts for temporal correlations that exist between successive scans in functional MRI (fMRI). The proposed 4D reconstruction scheme is fully \emph{unsupervised} in the sense that all regularization parameters are estimated in the maximum likelihood sense on a reference scan. The gain induced by such extensions is first illustrated on EPI image reconstruction but also measured in terms of statistical sensitivity during a fast event-related fMRI protocol. The proposed 4D-UWR-SENSE algorithm outperforms the SENSE reconstruction at the subject and group-levels (15 subjects) for different contrasts of interest and using different parallel acceleration factors on $2\times2\times3$mm$^3$ EPI images.

stat.ME↗

arXiv2010

Proximal Splitting Methods in Signal Processing

The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set. This tool, which plays a central role in the analysis and the numerical solution of convex optimization problems, has recently been introduced in the arena of signal processing, where it has become increasingly important. In this paper, we review the basic properties of proximity operators which are relevant to signal processing and present optimization methods based on these operators. These proximal splitting methods are shown to capture and extend several well-known algorithms in a unifying framework. Applications of proximal methods in signal recovery and synthesis are discussed.

math.OC↗