arXiv subjects

Tristan van Leeuwen

Publications and source records attributed to Tristan van Leeuwen.

49 records · Page 3Linked to original sources

arXiv2020

Relaxed regularization for linear inverse problems

We consider regularized least-squares problems of the form $\min_{x} \frac{1}{2}\Vert Ax - b\Vert_2^2 + \mathcal{R}(Lx)$. Recently, Zheng et al., 2019, proposed an algorithm called Sparse Relaxed Regularized Regression (SR3) that employs a splitting strategy by introducing an auxiliary variable $y$ and solves $\min_{x,y} \frac{1}{2}\Vert Ax - b\Vert_2^2 + \fracκ{2}\Vert Lx - y\Vert_2^2 + \mathcal{R}(x)$. By minimizing out the variable $x$ we obtain an equivalent system $\min_{y} \frac{1}{2} \Vert F_κy - g_κ\Vert_2^2+\mathcal{R}(y)$. In our work we view the SR3 method as a way to approximately solve the regularized problem. We analyze the conditioning of the relaxed problem in general and give an expression for the SVD of $F_κ$ as a function of $κ$. Furthermore, we relate the Pareto curve of the original problem to the relaxed problem and we quantify the error incurred by relaxation in terms of $κ$. Finally, we propose an efficient iterative method for solving the relaxed problem with inexact inner iterations. Numerical examples illustrate the approach.

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arXiv2020

Fast ultrasonic imaging using end-to-end deep learning

Ultrasonic imaging algorithms used in many clinical and industrial applications consist of three steps: A data pre-processing, an image formation and an image post-processing step. For efficiency, image formation often relies on an approximation of the underlying wave physics. A prominent example is the Delay-And-Sum (DAS) algorithm used in reflectivity-based ultrasonic imaging. Recently, deep neural networks (DNNs) are being used for the data pre-processing and the image post-processing steps separately. In this work, we propose a novel deep learning architecture that integrates all three steps to enable end-to-end training. We examine turning the DAS image formation method into a network layer that connects data pre-processing layers with image post-processing layers that perform segmentation. We demonstrate that this integrated approach clearly outperforms sequential approaches that are trained separately. While network training and evaluation is performed only on simulated data, we also showcase the potential of our approach on real data from a non-destructive testing scenario.

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arXiv2020

Deep data compression for approximate ultrasonic image formation

In many ultrasonic imaging systems, data acquisition and image formation are performed on separate computing devices. Data transmission is becoming a bottleneck, thus, efficient data compression is essential. Compression rates can be improved by considering the fact that many image formation methods rely on approximations of wave-matter interactions, and only use the corresponding part of the data. Tailored data compression could exploit this, but extracting the useful part of the data efficiently is not always trivial. In this work, we tackle this problem using deep neural networks, optimized to preserve the image quality of a particular image formation method. The Delay-And-Sum (DAS) algorithm is examined which is used in reflectivity-based ultrasonic imaging. We propose a novel encoder-decoder architecture with vector quantization and formulate image formation as a network layer for end-to-end training. Experiments demonstrate that our proposed data compression tailored for a specific image formation method obtains significantly better results as opposed to compression agnostic to subsequent imaging. We maintain high image quality at much higher compression rates than the theoretical lossless compression rate derived from the rank of the linear imaging operator. This demonstrates the great potential of deep ultrasonic data compression tailored for a specific image formation method.

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arXiv2019

A note on extended full waveform inversion

Full waveform inversion (FWI) aims at estimating subsurface medium properties from measured seismic data. It is usually cast as a non-linear least-squares problem that incorporates uncertainties in the measurements. In exploration seismology, extended formulations of FWI that allow for uncertaties in the physics have been proposed. Even when the physics is modelled accurately, these extensions have been shown to be beneficial because they reduce the non-lineary of the resulting data-fitting problem. In this note, I derive an alternative (but equivalent) formulation of extended full waveform inversion. This re-formulation takes the form of a conventional FWI formulation that includes a medium-dependent weight on the residuals. I discuss the implications of this re-formulation and illustrate its properties with a simple numerical example.

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arXiv2018

Automatic alignment for three-dimensional tomographic reconstruction

In tomographic reconstruction, the goal is to reconstruct an unknown object from a collection of line integrals. Given a complete sampling of such line integrals for various angles and directions, explicit inverse formulas exist to reconstruct the object. Given noisy and incomplete measurements, the inverse problem is typically solved through a regularized least-squares approach. A challenge for both approaches is that in practice the exact directions and offsets of the x-rays are only known approximately due to, e.g. calibration errors. Such errors lead to artifacts in the reconstructed image. In the case of sufficient sampling and geometrically simple misalignment, the measurements can be corrected by exploiting so-called consistency conditions. In other cases, such conditions may not apply and we have to solve an additional inverse problem to retrieve the angles and shifts. In this paper we propose a general algorithmic framework for retrieving these parameters in conjunction with an algebraic reconstruction technique. The proposed approach is illustrated by numerical examples for both simulated data and an electron tomography dataset.

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arXiv2017

Efficient quadratic penalization through the partial minimization technique

Common computational problems, such as parameter estimation in dynamic models and PDE constrained optimization, require data fitting over a set of auxiliary parameters subject to physical constraints over an underlying state. Naive quadratically penalized formulations, commonly used in practice, suffer from inherent ill-conditioning. We show that surprisingly the partial minimization technique regularizes the problem, making it well-conditioned. This viewpoint sheds new light on variable projection techniques, as well as the penalty method for PDE constrained optimization, and motivates robust extensions. In addition, we outline an inexact analysis, showing that the partial minimization subproblem can be solved very loosely in each iteration. We illustrate the theory and algorithms on boundary control, optimal transport, and parameter estimation for robust dynamic inference.

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arXiv2017

A parametric level-set method for partially discrete tomography

This paper introduces a parametric level-set method for tomographic reconstruction of partially discrete images. Such images consist of a continuously varying background and an anomaly with a constant (known) grey-value. We represent the geometry of the anomaly using a level-set function, which we represent using radial basis functions. We pose the reconstruction problem as a bi-level optimization problem in terms of the background and coefficients for the level-set function. To constrain the background reconstruction we impose smoothness through Tikhonov regularization. The bi-level optimization problem is solved in an alternating fashion; in each iteration we first reconstruct the background and consequently update the level-set function. We test our method on numerical phantoms and show that we can successfully reconstruct the geometry of the anomaly, even from limited data. On these phantoms, our method outperforms Total Variation reconstruction, DART and P-DART.

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arXiv2016

Total-variation regularization strategies in full-waveform inversion

We propose an extended full-waveform inversion formulation that includes general convex constraints on the model. Though the full problem is highly nonconvex, the overarching optimization scheme arrives at geologically plausible results by solving a sequence of relaxed and warm-started constrained convex subproblems. The combination of box, total-variation, and successively relaxed asymmetric total-variation constraints allows us to steer free from parasitic local minima while keeping the estimated physical parameters laterally continuous and in a physically realistic range. For accurate starting models, numerical experiments carried out on the challenging 2004 BP velocity benchmark demonstrate that bound and total-variation constraints improve the inversion result significantly by removing inversion artifacts, related to source encoding, and by clearly improved delineation of top, bottom, and flanks of a high-velocity high-contrast salt inclusion. The experiments also show that for poor starting models these two constraints by themselves are insufficient to detect the bottom of high-velocity inclusions such as salt. Inclusion of the one-sided asymmetric total-variation constraint overcomes this issue by discouraging velocity lows to buildup during the early stages of the inversion. To the author's knowledge the presented algorithm is the first to successfully remove the imprint of local minima caused by poor starting models and band-width limited finite aperture data.

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arXiv2015

A penalty method for PDE-constrained optimization in inverse problems

Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand-sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the paramaters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the non-linearity of the problem and is less sensitive the initial iterate.

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arXiv2013

Fourier analysis of the CGMN method for solving the Helmholtz equation

The Helmholtz equation arises in many applications, such as seismic and medical imaging. These application are characterized by the need to propagate many wavelengths through an inhomogeneous medium. The typical size of the problems in 3D applications precludes the use of direct factorization to solve the equation and hence iterative methods are used in practice. For higher wavenumbers, the system becomes increasingly indefinite and thus good preconditioners need to be constructed. In this note we consider an accelerated Kazcmarz method (CGMN) and present an expression for the resulting iteration matrix. This iteration matrix can be used to analyze the convergence of the CGMN method. In particular, we present a Fourier analysis for the method applied to the 1D Helmholtz equation. This analysis suggests an optimal choice of the relaxation parameter. Finally, we present some numerical experiments.

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arXiv2012

Sparse seismic imaging using variable projection

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's function may be recovered from seismic experimental data using sparsity optimization when the source signature is known. Unfortunately, in practice this information is often missing, and must be recovered from data along with the signal using deconvolution techniques. In this paper, we present a novel methodology to simultaneously solve for the sparse signal and auxiliary parameters using a recently proposed variable projection technique. Our main contribution is to combine variable projection with sparsity promoting optimization, obtaining an efficient algorithm for large-scale sparse deconvolution problems. We demonstrate the algorithm on a seismic imaging example.

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arXiv2012

Robust inversion via semistochastic dimensionality reduction

We consider a class of inverse problems where it is possible to aggregate the results of multiple experiments. This class includes problems where the forward model is the solution operator to linear ODEs or PDEs. The tremendous size of such problems motivates dimensionality reduction techniques based on randomly mixing experiments. These techniques break down, however, when robust data-fitting formulations are used, which are essential in cases of missing data, unusually large errors, and systematic features in the data unexplained by the forward model. We survey robust methods within a statistical framework, and propose a semistochastic optimization approach that allows dimensionality reduction. The efficacy of the methods are demonstrated for a large-scale seismic inverse problem using the robust Student's t-distribution, where a useful synthetic velocity model is recovered in the extreme scenario of 60% data missing at random. The semistochastic approach achieves this recovery using 20% of the effort required by a direct robust approach.

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arXiv2012

Estimating Nuisance Parameters in Inverse Problems

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is variable projection, where nonlinear least squares problems which are linear in some parameters can be very efficiently optimized. In this paper, we extend the idea of projecting out a subset over the variables to a broad class of maximum likelihood (ML) and maximum a posteriori likelihood (MAP) problems with nuisance parameters, such as variance or degrees of freedom. As a result, we are able to incorporate nuisance parameter estimation into large-scale constrained and unconstrained inverse problem formulations. We apply the approach to a variety of problems, including estimation of unknown variance parameters in the Gaussian model, degree of freedom (d.o.f.) parameter estimation in the context of robust inverse problems, automatic calibration, and optimal experimental design. Using numerical examples, we demonstrate improvement in recovery of primary parameters for several large- scale inverse problems. The proposed approach is compatible with a wide variety of algorithms and formulations, and its implementation requires only minor modifications to existing algorithms.

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