arXiv subjects

Johnathan M. Bardsley

Publications and source records attributed to Johnathan M. Bardsley.

5 recordsLinked to original sources

arXiv2021

A hybrid Gibbs sampler for edge-preserving tomographic reconstruction with uncertain view angles

In computed tomography, data consist of measurements of the attenuation of X-rays passing through an object. The goal is to reconstruct the linear attenuation coefficient of the object's interior. For each position of the X-ray source, characterized by its angle with respect to a fixed coordinate system, one measures a set of data referred to as a view. A common assumption is that these view angles are known, but in some applications they are known with imprecision. We propose a framework to solve a Bayesian inverse problem that jointly estimates the view angles and an image of the object's attenuation coefficient. We also include a few hyperparameters that characterize the likelihood and the priors. Our approach is based on a Gibbs sampler where the associated conditional densities are simulated using different sampling schemes - hence the term hybrid. In particular, the conditional distribution associated with the reconstruction is nonlinear in the image pixels, non-Gaussian and high-dimensional. We approach this distribution by constructing a Laplace approximation that represents the target conditional locally at each Gibbs iteration. This enables sampling of the attenuation coefficients in an efficient manner using iterative reconstruction algorithms. The numerical results show that our algorithm is able to jointly identify the image and the view angles, while also providing uncertainty estimates of both. We demonstrate our method with 2D X-ray computed tomography problems using fan beam configurations.

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arXiv2020

Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems

We present a new technique, based on semivariogram methodology, for obtaining point estimates for use in prior modeling for solving Bayesian inverse problems. This method requires a connection between Gaussian processes with covariance operators defined by the Matérn covariance function and Gaussian processes with precision (inverse-covariance) operators defined by the Green's functions of a class of elliptic stochastic partial differential equations (SPDEs). We present a detailed mathematical description of this connection. We will show that there is an equivalence between these two Gaussian processes when the domain is infinite -- for us, $\mathbb{R}^2$ -- which breaks down when the domain is finite due to the effect of boundary conditions on Green's functions of PDEs. We show how this connection can be re-established using extended domains. We then introduce the semivariogram method for estimating the Matérn covariance parameters, which specify the Gaussian prior needed for stabilizing the inverse problem. Results are extended from the isotropic case to the anisotropic case where the correlation length in one direction is larger than another. Finally, we consider the situation where the correlation length is spatially dependent rather than constant. We implement each method in two-dimensional image inpainting test cases to show that it works on practical examples.

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arXiv2017

Point Spread Function Estimation in X-ray Imaging with Partially Collapsed Gibbs Sampling

The point spread function (PSF) of a translation invariant imaging system is its impulse response, which cannot always be measured directly. This is the case in high energy X-ray radiography, and it must be estimated from images of calibration objects indirectly related to the impulse response. When the PSF is assumed to have radial symmetry, it can be estimated from an image of an opaque straight edge. We use a non-parametric Bayesian approach, where the prior probability density for the PSF is modeled as a Gaussian Markov random field and radial symmetry is incorporated in a novel way. Markov Chain Monte Carlo posterior estimation is carried out by adapting a recently developed improvement to the Gibbs sampling algorithm, referred to as partially collapsed Gibbs sampling. Moreover, the algorithm we present is proven to satisfy invariance with respect to the target density. Finally, we demonstrate the efficacy of these methods on radiographic data obtained from a high-energy X-ray diagnostic system at the U.S. Department of Energy's Nevada National Security Site.

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arXiv2016

Bayesian inverse problems with $l_1$ priors: a Randomize-then-Optimize approach

Prior distributions for Bayesian inference that rely on the $l_1$-norm of the parameters are of considerable interest, in part because they promote parameter fields with less regularity than Gaussian priors (e.g., discontinuities and blockiness). These $l_1$-type priors include the total variation (TV) prior and the Besov $B^s_{1,1}$ space prior, and in general yield non-Gaussian posterior distributions. Sampling from these posteriors is challenging, particularly in the inverse problem setting where the parameter space is high-dimensional and the forward problem may be nonlinear. This paper extends the randomize-then-optimize (RTO) method, an optimization-based sampling algorithm developed for Bayesian inverse problems with Gaussian priors, to inverse problems with $l_1$-type priors. We use a variable transformation to convert an $l_1$-type prior to a standard Gaussian prior, such that the posterior distribution of the transformed parameters is amenable to Metropolized sampling via RTO. We demonstrate this approach on several deconvolution problems and an elliptic PDE inverse problem, using TV or Besov $B^s_{1,1}$ space priors. Our results show that the transformed RTO algorithm characterizes the correct posterior distribution and can be more efficient than other sampling algorithms. The variable transformation can also be extended to other non-Gaussian priors.

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arXiv2014

Analysis of the Gibbs sampler for hierarchical inverse problems

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the discretization, that is increasing $N$, will often be desirable. In the context of Bayesian inversion this situation suggests the importance of two issues: (i) defining hyper-parameters in such a way that they are interpretable in the continuum limit $N \to \infty$ and so that their values may be compared between different discretization levels; (ii) understanding the efficiency of algorithms for probing the posterior distribution, as a function of large $N.$ Here we address these two issues in the context of linear inverse problems subject to additive Gaussian noise within a hierarchical modelling framework based on a Gaussian prior for the unknown field and an inverse-gamma prior for a hyper-parameter, namely the amplitude of the prior variance. The structure of the model is such that the Gibbs sampler can be easily implemented for probing the posterior distribution. Subscribing to the dogma that one should think infinite-dimensionally before implementing in finite dimensions, we present function space intuition and provide rigorous theory showing that as $N$ increases, the component of the Gibbs sampler for sampling the amplitude of the prior variance becomes increasingly slower. We discuss a reparametrization of the prior variance that is robust with respect to the increase in dimension; we give numerical experiments which exhibit that our reparametrization prevents the slowing down. Our intuition on the behaviour of the prior hyper-parameter, with and without reparametrization, is sufficiently general to include a broad class of nonlinear inverse problems as well as other families of hyper-priors.

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