arXiv subjects

Marcelo Pereyra

Publications and source records attributed to Marcelo Pereyra.

At least 37 records · Page 2Linked to original sources

arXiv2024

Do Bayesian imaging methods report trustworthy probabilities?

Bayesian statistics is a cornerstone of imaging sciences, underpinning many and varied approaches from Markov random fields to score-based denoising diffusion models. In addition to powerful image estimation methods, the Bayesian paradigm also provides a framework for uncertainty quantification and for using image data as quantitative evidence. These probabilistic capabilities are important for the rigorous interpretation of experimental results and for robust interfacing of quantitative imaging pipelines with scientific and decision-making processes. However, are the probabilities delivered by existing Bayesian imaging methods meaningful under replication of an experiment, or are they only meaningful as subjective measures of belief? This paper presents a Monte Carlo method to explore this question. We then leverage the proposed Monte Carlo method and run a large experiment requiring 1,000 GPU-hours to probe the accuracy of five canonical Bayesian imaging methods that are representative of some of the main Bayesian imaging strategies from the past decades (a score-based denoising diffusion technique, a plug-and-play Langevin algorithm utilising a Lipschitz-regularised DnCNN denoiser, a Bayesian method with a dictionary-based prior trained subject to a log-concavity constraint, an empirical Bayesian method with a total-variation prior, and a hierarchical Bayesian Gibbs sampler based on a Gaussian Markov random field model). We find that, a few cases, the probabilities reported by modern Bayesian imaging techniques are in broad agreement with long-term averages as observed over a large number of replication of an experiment, but existing Bayesian imaging methods are generally not able to deliver reliable uncertainty quantification results.

eess.IV↗

arXiv2024

A stochastic optimisation unadjusted Langevin method for empirical Bayesian estimation in semi-blind image deblurring problems

This paper presents a novel stochastic optimisation methodology to perform empirical Bayesian inference in semi-blind image deconvolution problems. Given a blurred image and a parametric class of possible operators, the proposed optimisation approach automatically calibrates the parameters of the blur model by maximum marginal likelihood estimation, followed by (non-blind) image deconvolution by maximum-a-posteriori estimation conditionally to the estimated model parameters. In addition to the blur model, the proposed approach also automatically calibrates the noise variance as well as any regularisation parameters. The marginal likelihood of the blur, noise variance, and regularisation parameters is generally computationally intractable, as it requires calculating several integrals over the entire solution space. Our approach addresses this difficulty by using a stochastic approximation proximal gradient optimisation scheme, which iteratively solves such integrals by using a Moreau-Yosida regularised unadjusted Langevin Markov chain Monte Carlo algorithm. This optimisation strategy can be easily and efficiently applied to any model that is log-concave, and by using the same gradient and proximal operators that are required to compute the maximum-a-posteriori solution by convex optimisation. We provide convergence guarantees for the proposed optimisation scheme under realistic and easily verifiable conditions and subsequently demonstrate the effectiveness of the approach with a series of deconvolution experiments and comparisons with alternative strategies from the state of the art.

stat.AP↗

arXiv2024

Statistical modelling and Bayesian inversion for a Compton imaging system: application to radioactive source localisation

This paper presents a statistical forward model for a Compton imaging system, called Compton imager. This system, under development at the University of Illinois Urbana Champaign, is a variant of Compton cameras with a single type of sensors which can simultaneously act as scatterers and absorbers. This imager is convenient for imaging situations requiring a wide field of view. The proposed statistical forward model is then used to solve the inverse problem of estimating the location and energy of point-like sources from observed data. This inverse problem is formulated and solved in a Bayesian framework by using a Metropolis within Gibbs algorithm for the estimation of the location, and an expectation-maximization algorithm for the estimation of the energy. This approach leads to more accurate estimation when compared with the deterministic standard back-projection approach, with the additional benefit of uncertainty quantification in the low photon imaging setting.

stat.AP↗

arXiv2024

Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed proximal-point iteration that admits two complementary interpretations. For models that are smooth or regularised by Moreau-Yosida smoothing, the algorithm is equivalent to an implicit midpoint discretisation of an overdamped Langevin diffusion targeting the posterior distribution of interest. This discretisation is asymptotically unbiased for Gaussian targets and shown to converge in an accelerated manner for any target that is $κ$-strongly log-concave (i.e., requiring in the order of $\sqrtκ$ iterations to converge, similarly to accelerated optimisation schemes), comparing favorably to [M. Pereyra, L. Vargas Mieles, K.C. Zygalakis, SIAM J. Imaging Sciences, 13,2 (2020), pp. 905-935] which is only provably accelerated for Gaussian targets and has bias. For models that are not smooth, the algorithm is equivalent to a Leimkuhler-Matthews discretisation of a Langevin diffusion targeting a Moreau-Yosida approximation of the posterior distribution of interest, and hence achieves a significantly lower bias than conventional unadjusted Langevin strategies based on the Euler-Maruyama discretisation. For targets that are $κ$-strongly log-concave, the provided non-asymptotic convergence analysis also identifies the optimal time step which maximizes the convergence speed. The proposed methodology is demonstrated through a range of experiments related to image deconvolution with Gaussian and Poisson noise, with assumption-driven and data-driven convex priors. Source codes for the numerical experiments of this paper are available from https://github.com/MI2G/accelerated-langevin-imla.

stat.CO↗

arXiv2023

Equivariant Bootstrapping for Uncertainty Quantification in Imaging Inverse Problems

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of experimental results as well as for reliably using the reconstructed images as scientific evidence. Unfortunately, existing imaging methods are unable to quantify the uncertainty in the reconstructed images in a manner that is robust to experiment replications. This paper presents a new uncertainty quantification methodology based on an equivariant formulation of the parametric bootstrap algorithm that leverages symmetries and invariance properties commonly encountered in imaging problems. Additionally, the proposed methodology is general and can be easily applied with any image reconstruction technique, including unsupervised training strategies that can be trained from observed data alone, thus enabling uncertainty quantification in situations where there is no ground truth data available. We demonstrate the proposed approach with a series of numerical experiments and through comparisons with alternative uncertainty quantification strategies from the state-of-the-art, such as Bayesian strategies involving score-based diffusion models and Langevin samplers. In all our experiments, the proposed method delivers remarkably accurate high-dimensional confidence regions and outperforms the competing approaches in terms of estimation accuracy, uncertainty quantification accuracy, and computing time.

eess.IV↗

arXiv2023

Proximal nested sampling with data-driven priors for physical scientists

Proximal nested sampling was introduced recently to open up Bayesian model selection for high-dimensional problems such as computational imaging. The framework is suitable for models with a log-convex likelihood, which are ubiquitous in the imaging sciences. The purpose of this article is two-fold. First, we review proximal nested sampling in a pedagogical manner in an attempt to elucidate the framework for physical scientists. Second, we show how proximal nested sampling can be extended in an empirical Bayes setting to support data-driven priors, such as deep neural networks learned from training data.

stat.ME↗

arXiv2023

The split Gibbs sampler revisited: improvements to its algorithmic structure and augmented target distribution

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address these difficulties by replacing the posterior density with a smooth approximation that is amenable to efficient exploration by using Langevin Markov chain Monte Carlo (MCMC) methods. An alternative approach is based on data augmentation and relaxation, where auxiliary variables are introduced in order to construct an approximate augmented posterior distribution that is amenable to efficient exploration by Gibbs sampling. This paper proposes a new accelerated proximal MCMC method called latent space SK-ROCK (ls SK-ROCK), which tightly combines the benefits of the two aforementioned strategies. Additionally, instead of viewing the augmented posterior distribution as an approximation of the original model, we propose to consider it as a generalisation of this model. Following on from this, we empirically show that there is a range of values for the relaxation parameter for which the accuracy of the model improves, and propose a stochastic optimisation algorithm to automatically identify the optimal amount of relaxation for a given problem. In this regime, ls SK-ROCK converges faster than competing approaches from the state of the art, and also achieves better accuracy since the underlying augmented Bayesian model has a higher Bayesian evidence. The proposed methodology is demonstrated with a range of numerical experiments related to image deblurring and inpainting, as well as with comparisons with alternative approaches from the state of the art. An open-source implementation of the proposed MCMC methods is available from https://github.com/luisvargasmieles/ls-MCMC.

stat.CO↗

arXiv2022

Learned reconstruction methods with convergence guarantees

In recent years, deep learning has achieved remarkable empirical success for image reconstruction. This has catalyzed an ongoing quest for precise characterization of correctness and reliability of data-driven methods in critical use-cases, for instance in medical imaging. Notwithstanding the excellent performance and efficacy of deep learning-based methods, concerns have been raised regarding their stability, or lack thereof, with serious practical implications. Significant advances have been made in recent years to unravel the inner workings of data-driven image recovery methods, challenging their widely perceived black-box nature. In this article, we will specify relevant notions of convergence for data-driven image reconstruction, which will form the basis of a survey of learned methods with mathematically rigorous reconstruction guarantees. An example that is highlighted is the role of ICNN, offering the possibility to combine the power of deep learning with classical convex regularization theory for devising methods that are provably convergent. This survey article is aimed at both methodological researchers seeking to advance the frontiers of our understanding of data-driven image reconstruction methods as well as practitioners, by providing an accessible description of useful convergence concepts and by placing some of the existing empirical practices on a solid mathematical foundation.

cs.CV↗

arXiv2022

Proximal nested sampling for high-dimensional Bayesian model selection

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal likelihood (model evidence), which is computationally challenging, prohibiting its use in many high-dimensional Bayesian inverse problems. With Bayesian imaging applications in mind, in this work we present the proximal nested sampling methodology to objectively compare alternative Bayesian imaging models for applications that use images to inform decisions under uncertainty. The methodology is based on nested sampling, a Monte Carlo approach specialised for model comparison, and exploits proximal Markov chain Monte Carlo techniques to scale efficiently to large problems and to tackle models that are log-concave and not necessarily smooth (e.g., involving l_1 or total-variation priors). The proposed approach can be applied computationally to problems of dimension O(10^6) and beyond, making it suitable for high-dimensional inverse imaging problems. It is validated on large Gaussian models, for which the likelihood is available analytically, and subsequently illustrated on a range of imaging problems where it is used to analyse different choices of dictionary and measurement model.

stat.ME↗

arXiv2022

Efficient Bayesian computation for low-photon imaging problems

This paper studies a new and highly efficient Markov chain Monte Carlo (MCMC) methodology to perform Bayesian inference in low-photon imaging problems, with particular attention to situations involving observation noise processes that deviate significantly from Gaussian noise, such as binomial, geometric and low-intensity Poisson noise. These problems are challenging for many reasons. From an inferential viewpoint, low-photon numbers lead to severe identifiability issues, poor stability and high uncertainty about the solution. Moreover, low-photon models often exhibit poor regularity properties that make efficient Bayesian computation difficult; e.g., hard non-negativity constraints, non-smooth priors, and log-likelihood terms with exploding gradients. More precisely, the lack of suitable regularity properties hinders the use of state-of-the-art Monte Carlo methods based on numerical approximations of the Langevin stochastic differential equation (SDE), as both the SDE and its numerical approximations behave poorly. We address this difficulty by proposing an MCMC methodology based on a reflected and regularised Langevin SDE, which is shown to be well-posed and exponentially ergodic under mild and easily verifiable conditions. This then allows us to derive four reflected proximal Langevin MCMC algorithms to perform Bayesian computation in low-photon imaging problems. The proposed approach is demonstrated with a range of experiments related to image deblurring, denoising, and inpainting under binomial, geometric and Poisson noise.

stat.CO↗

arXiv2022

On Maximum-a-Posteriori estimation with Plug & Play priors and stochastic gradient descent

Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the solution. Many kinds of priors have been explored in the literature, from simple ones expressing local properties to more involved ones exploiting image redundancy at a non-local scale. In a departure from explicit modelling, several recent works have proposed and studied the use of implicit priors defined by an image denoising algorithm. This approach, commonly known as Plug & Play (PnP) regularisation, can deliver remarkably accurate results, particularly when combined with state-of-the-art denoisers based on convolutional neural networks. However, the theoretical analysis of PnP Bayesian models and algorithms is difficult and works on the topic often rely on unrealistic assumptions on the properties of the image denoiser. This papers studies maximum-a-posteriori (MAP) estimation for Bayesian models with PnP priors. We first consider questions related to existence, stability and well-posedness, and then present a convergence proof for MAP computation by PnP stochastic gradient descent (PnP-SGD) under realistic assumptions on the denoiser used. We report a range of imaging experiments demonstrating PnP-SGD as well as comparisons with other PnP schemes.

stat.ML↗

arXiv2022

Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie

Since the seminal work of Venkatakrishnan et al. in 2013, Plug & Play (PnP) methods have become ubiquitous in Bayesian imaging. These methods derive Minimum Mean Square Error (MMSE) or Maximum A Posteriori (MAP) estimators for inverse problems in imaging by combining an explicit likelihood function with a prior that is implicitly defined by an image denoising algorithm. The PnP algorithms proposed in the literature mainly differ in the iterative schemes they use for optimisation or for sampling. In the case of optimisation schemes, some recent works guarantee the convergence to a fixed point, albeit not necessarily a MAP estimate. In the case of sampling schemes, to the best of our knowledge, there is no known proof of convergence. There also remain important open questions regarding whether the underlying Bayesian models and estimators are well defined, well-posed, and have the basic regularity properties required to support these numerical schemes. To address these limitations, this paper develops theory, methods, and provably convergent algorithms for performing Bayesian inference with PnP priors. We introduce two algorithms: 1) PnP-ULA (Unadjusted Langevin Algorithm) for Monte Carlo sampling and MMSE inference; and 2) PnP-SGD (Stochastic Gradient Descent) for MAP inference. Using recent results on the quantitative convergence of Markov chains, we establish detailed convergence guarantees for these two algorithms under realistic assumptions on the denoising operators used, with special attention to denoisers based on deep neural networks. We also show that these algorithms approximately target a decision-theoretically optimal Bayesian model that is well-posed. The proposed algorithms are demonstrated on several canonical problems such as image deblurring, inpainting, and denoising, where they are used for point estimation as well as for uncertainty visualisation and quantification.

stat.ME↗

arXiv2021

Bayesian Imaging With Data-Driven Priors Encoded by Neural Networks: Theory, Methods, and Algorithms

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling approach, we construct a data-driven prior that is supported on a sub-manifold of the ambient space, which we can learn from the training data by using a variational autoencoder or a generative adversarial network. We establish the existence and well-posedness of the associated posterior distribution and posterior moments under easily verifiable conditions, providing a rigorous underpinning for Bayesian estimators and uncertainty quantification analyses. Bayesian computation is performed by using a parallel tempered version of the preconditioned Crank-Nicolson algorithm on the manifold, which is shown to be ergodic and robust to the non-convex nature of these data-driven models. In addition to point estimators and uncertainty quantification analyses, we derive a model misspecification test to automatically detect situations where the data-driven prior is unreliable, and explain how to identify the dimension of the latent space directly from the training data. The proposed approach is illustrated with a range of experiments with the MNIST dataset, where it outperforms alternative image reconstruction approaches from the state of the art. A model accuracy analysis suggests that the Bayesian probabilities reported by the data-driven models are also remarkably accurate under a frequentist definition of probability.

stat.ME↗

arXiv2021

Sparse Bayesian mass-mapping with uncertainties: local credible intervals

Until recently mass-mapping techniques for weak gravitational lensing convergence reconstruction have lacked a principled statistical framework upon which to quantify reconstruction uncertainties, without making strong assumptions of Gaussianity. In previous work we presented a sparse hierarchical Bayesian formalism for convergence reconstruction that addresses this shortcoming. Here, we draw on the concept of local credible intervals (cf. Bayesian error bars) as an extension of the uncertainty quantification techniques previously detailed. These uncertainty quantification techniques are benchmarked against those recovered via Px-MALA - a state of the art proximal Markov Chain Monte Carlo (MCMC) algorithm. We find that typically our recovered uncertainties are everywhere conservative, of similar magnitude and highly correlated (Pearson correlation coefficient $\geq 0.85$) with those recovered via Px-MALA. Moreover, we demonstrate an increase in computational efficiency of $\mathcal{O}(10^6)$ when using our sparse Bayesian approach over MCMC techniques. This computational saving is critical for the application of Bayesian uncertainty quantification to large-scale stage IV surveys such as LSST and Euclid.

astro-ph.CO↗

arXiv2020

Bayesian model selection for unsupervised image deconvolution with structured Gaussian priors

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a supervised manner, that can be time-consuming and partly arbitrary. Here we adopt an unsupervised Bayesian approach and objectively compare the models based on their posterior probabilities, directly from the data without ground truth available. The probabilities depend on the marginal likelihood or "evidence" of the models and we resort to the Chib approach including a Gibbs sampler. We focus on the family of Gaussian models with circulant covariances and unknown hyperparameters, and compare different types of covariance matrices for the image and noise.

stat.CO↗

arXiv2020

Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part I: Methodology and Experiments

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the value of the so-called regularisation parameters that control the amount of regularisation enforced. These parameters are notoriously difficult to set a priori, and can have a dramatic impact on the recovered estimates. In this work, we propose a general empirical Bayesian method for setting regularisation parameters in imaging problems that are convex w.r.t. the unknown image. Our method calibrates regularisation parameters directly from the observed data by maximum marginal likelihood estimation, and can simultaneously estimate multiple regularisation parameters. Furthermore, the proposed algorithm uses the same basic operators as proximal optimisation algorithms, namely gradient and proximal operators, and it is therefore straightforward to apply to problems that are currently solved by using proximal optimisation techniques. Our methodology is demonstrated with a range of experiments and comparisons with alternative approaches from the literature. The considered experiments include image denoising, non-blind image deconvolution, and hyperspectral unmixing, using synthesis and analysis priors involving the L1, total-variation, total-variation and L1, and total-generalised-variation pseudo-norms. A detailed theoretical analysis of the proposed method is presented in the companion paper arXiv:2008.05793.

stat.ME↗

arXiv2020

Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part II: Theoretical Analysis

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove the convergence of a more general stochastic approximation scheme that includes the three algorithms of [49] as special cases. This includes asymptotic and non-asymptotic convergence results with natural and easily verifiable conditions, as well as explicit bounds on the convergence rates. Importantly, the theory is also general in that it can be applied to other intractable optimisation problems. A main novelty of the work is that the stochastic gradient estimates of our scheme are constructed from inexact proximal Markov chain Monte Carlo samplers. This allows the use of samplers that scale efficiently to large problems and for which we have precise theoretical guarantees.

math.ST↗

arXiv2020

Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric empirical Bayesian estimation. Combined with Markov chain Monte Carlo algorithms, these stochastic optimisation methods have been successfully applied to a wide range of problems in science and industry. However, this strategy scales poorly to large problems because of methodological and theoretical difficulties related to using high-dimensional Markov chain Monte Carlo algorithms within a stochastic approximation scheme. This paper proposes to address these difficulties by using unadjusted Langevin algorithms to construct the stochastic approximation. This leads to a highly efficient stochastic optimisation methodology with favourable convergence properties that can be quantified explicitly and easily checked. The proposed methodology is demonstrated with three experiments, including a challenging application to high-dimensional statistical audio analysis and a sparse Bayesian logistic regression with random effects problem.

stat.CO↗