Variational Methods: Ill-Posed Problems in Image and Signal Processing WS 2014/2015

Variational Methods
Michael Moeller
Chapter 4
Variational Methods Examples for
Tikhonov-type
regularization
Ill-Posed Problems in Image and Signal Processing Calculus of variation
WS 2014/2015 Existence
Uniqueness
Continuous dependence
Regularization Design
Total Variation
MAP
Optimality Conditions
and Error Estimates
Error estimates
Michael Moeller
Optimization and Data Analysis
Department of Mathematics
TU München
updated 16.12.2014
Variational Methods
A little summary
Michael Moeller
What did we learn so far?

• Tikhonov regularization is defined by
σ Examples for
gα (σ) = Tikhonov-type
σ2 + α regularization
Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
A little summary
Michael Moeller

σ Examples for
Existence
Uniqueness
• The xαδ δ
= Rα y generated by Tikhonov regularization are Continuous dependence
the unique solutions of Total Variation
MAP
∗ ∗
(A A + αI)x = A y Optimality Conditions
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
A little summary
Michael Moeller

σ Examples for
Existence
Uniqueness
• The xαδ δ
= Rα y generated by Tikhonov regularization are Continuous dependence
the unique solutions of Total Variation
MAP
∗ ∗
(A A + αI)x = A y Optimality Conditions
and Error Estimates
Error estimates
• The xαδ = Rα y δ generated by Tikhonov regularization are

the unique elements
xαδ = arg min kAx − y δ k2 + αkxk2

x
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
• It makes sense to consider

x
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller

x
Examples for
Tikhonov-type
regularization
• It might also make sense to consider
Existence
δ 2 2
xαδ = arg min kAx − y k + αkBxk Uniqueness
x Continuous dependence
for a linear operator B. Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller

x
Examples for
Tikhonov-type
regularization
Existence
δ 2 2
MAP
• It might also make sense to consider Optimality Conditions

and Error Estimates
xαδ = arg min kF (x) − y δ k2 + αkBxk2 Error estimates

x
for a non-linear operator F .
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller

x
Examples for
Tikhonov-type
regularization
Existence
δ 2 2
MAP
• It might also make sense to consider Optimality Conditions

and Error Estimates
xαδ = arg min kF (x) − y δ k2 + αkBxk2 Error estimates

x
for a non-linear operator F .

xαδ = arg min kF (x) − y δ k2 + αJ(x)

x
for a functional J that imposes the desired properties.

updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
A quantum leap forward!

Examples for
• Imagine F (u) = y, u ∈ X only a topological space! Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller

Examples for
regularization
• H(u, y ) measure of distance between F (u) and y . Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller

Examples for
regularization
Existence
• Imagine any functional J(u) being some measure of Uniqueness
regularity (in a way to be defined).
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller

Examples for
regularization
Existence
• Imagine any functional J(u) being some measure of Uniqueness
regularity (in a way to be defined).
• Idea: Replace Total Variation
MAP
xαδ = arg min kAx − y δ k2 + αkxk2 , and Error Estimates
x Optimality Conditions
Error estimates
by
uαδ = arg min H(u, y δ ) + αJ(u)
u
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
uαδ = arg minu H(u, y δ ) + αJ(u)
Calculus of Variation!
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
EXCITING: Calculus of variation
Existence
• Opens great possibilities! Uniqueness
• Tackle almost any image and signal processing problem! Regularization Design
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation
• “Design” regularization functional J that impose the MAP
desired regularity! Optimality Conditions

and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation

and Error Estimates
• Mathematically interesting: Optimality Conditions
Error estimates
• Existence.
• Uniqueness.
• Continuity as δ → 0.
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation

and Error Estimates
Error estimates
• Existence.
• Uniqueness.
• Extending regularization theory to nonlinear problems.
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation

and Error Estimates
Error estimates
• Existence.
• Uniqueness.
• Optimization: How do we determine the minimizer?
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation

and Error Estimates
Error estimates
• Existence.
• Uniqueness.
• Properties of regularization functionals?
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation

and Error Estimates
Error estimates
• Existence.
• Uniqueness.
• Error estimates?
updated 16.12.2014
Variational Methods
Generalization
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Total Variation

and Error Estimates
Error estimates
• Existence.
• Uniqueness.
• Error estimates?
• Extensions and iterative methods?
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Optical flow: What is the motion between two images?
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
• Images f1 : Ω → R, f2 : Ω → R Uniqueness
• Find a function v = (v1 , v2 )T such that Regularization Design

Total Variation
MAP
f1 x + v1 (x, y ), y + v2 (x, y) ≈ f2 (x, y ) Optimality Conditions
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
• Images f1 : Ω → R, f2 : Ω → R Uniqueness
• Find a function v = (v1 , v2 )T such that Regularization Design

Total Variation
MAP
f1 x + v1 (x, y ), y + v2 (x, y) ≈ f2 (x, y ) Optimality Conditions
and Error Estimates
Error estimates
• Goal:
Z
2
min f1 x + v1 (x, y), y + v2 (x, y ) − f2 (x, y ) dx dy
v Ω
Z
+ α (|∇v1 | + |∇v2 |) dx dy
Ω
Example video.
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Depth from stereo: Given two images from different positions,

find the distance of the objects to the camera.
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Depth from stereo: Given two images from different positions,

Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
• Easiest case: Rectified images. Minimize Error estimates
Z Z
2
f1 x + v (x, y), y − f2 (x, y) dx dy + α |∇v | dx dy
Ω Ω
with respect to v .
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Depth from focus: Given a stack of differently focused images,

Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Depth from focus: Given a stack of differently focused images,

Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
0.05 Optimality Conditions
0 Error estimates
−0.05
Negative Contrast
−0.1
−0.15
−0.2
−0.25
−0.3
−0.35
−0.4
−0.45
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Distance
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Inpainting: Some data is lost - can we restore it?

Z Z
2
min (u − f ) dx dy + α |∇u| dx dy
u Ω\Γ Ω Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
(a) Missing data is zero
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Inpainting: Some data is lost - can we restore it?

Z Z
2
min (u − f ) dx dy + α |∇u| dx dy
u Ω\Γ Ω Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
(c) Missing data is zero (d) Missing data is restored
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Unmixing: Determine the abundance of a certain at each pixel

Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
Bad spatial resolution → multiple materials at each pixel!
updated 16.12.2014
Variational Methods
Examples
Michael Moeller

• A matrix with spectral signatures as columns.
• Ax, x ≥ 0 mixture of materials. Examples for
Tikhonov-type
Recover via regularization
min kAu − f k2 + αkuk1 Calculus of variation

u Existence
Uniqueness
at each pixel. Continuous dependence
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller

Tikhonov-type

u Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller

Tikhonov-type

u Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller

Tikhonov-type

u Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller

Tikhonov-type

u Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller

Tikhonov-type

u Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Segmentation: Investigate behavior of cells
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
How do the cells move?

• Option 1: Have a student draw a contour around every cell
on every image.
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Option 2:
• Try to estimate a likelihood f (x) for being a cell.
• f (x) < 0 indicates that there likely is a cell at pixel/position
x.
• Solve Examples for
Tikhonov-type
Z Z
regularization
min u f dx + α |∇u| dx
u(x)∈[0,1] Ω Ω Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Option 2:
• Try to estimate a likelihood f (x) for being a cell.
• f (x) < 0 indicates that there likely is a cell at pixel/position
x.
• Solve Examples for
Tikhonov-type
Z Z
regularization
min u f dx + α |∇u| dx
u(x)∈[0,1] Ω Ω Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Super resolution: Combine several low resolution images to

high resolution images.
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
X
min kAi u − f k2 + αk∇uk1
u
i
with Ai transformation and subsampling.
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Super resolution: Combine several low resolution images to

high resolution images.
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
From Wikipedia (http://en.wikipedia.org/wiki/Superresolution)
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Blind source separation: Find the sources from certain

recorded mixtures.
min kAB − Ck2 + J1 (A) + J2 (B) Examples for

Tikhonov-type
A,B regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
CT Scanning: Reconstruct an image from its line integrals
kAu − f k2 + αk∇uk1 Examples for

Tikhonov-type
regularization
with Z Calculus of variation
Au = u(x)dx ⊥ Existence
Uniqueness
~
x·Θ=s Continuous dependence
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Examples
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
Egg interior reconstruction!

updated 16.12.2014
Variational Methods
Conclusion
Michael Moeller
Examples for
Tikhonov-type
regularization
Conclusion Existence
Uniqueness
It is worth studying Continuous dependence
uαδ = arg minu H(u, y δ ) + αJ(u) Total Variation

MAP
in more detail! and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
• Many applications for

Examples for
û = arg min E(u) (1) Tikhonov-type
u regularization
typically with E(u) = H(u, f ) + J(u). Existence

Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
u regularization

Uniqueness
• One can write down many variational models, but when do Continuous dependence
they actually make sense? Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
u regularization

Uniqueness
MAP
• We have seen that for a compact linear operator A Optimality Conditions
between Hilbert spaces, it does makes sense to consider and Error Estimates
Error estimates
2 2
û = arg min kAu − y k + αkuk
u
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
u regularization

Uniqueness
MAP
• We have seen that for a compact linear operator A Optimality Conditions
between Hilbert spaces, it does makes sense to consider and Error Estimates
Error estimates
2 2
û = arg min kAu − y k + αkuk
u
• Under what conditions does (1) make sense in general?
updated 16.12.2014
Variational Methods
Existence of minimizers
Michael Moeller
Fundamental theorem of optimization

Let E : (X , τ ) → R ∪ {∞} be a functional on a topological
space X with topology τ such that the following two conditions
are met: Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
• Lower semi-continuity: For uk → u in the topology τ it regularization
holds that Existence
E(u) ≤ lim inf E(uk ) Uniqueness

k
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type

k
• Precompactness of the sub-level-sets: There exists an Total Variation
MAP
β ∈ R such that Optimality Conditions

and Error Estimates
Sβ := {u ∈ X | E(u) ≤ β} Error estimates
is not empty and precompact in the topology τ .
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type

k
• Precompactness of the sub-level-sets: There exists an Total Variation
MAP
β ∈ R such that Optimality Conditions

and Error Estimates
Sβ := {u ∈ X | E(u) ≤ β} Error estimates
is not empty and precompact in the topology τ .

Then there exists a minimizer û ∈ X , i.e.
E(û) = inf E(u).

u∈X
Board. updated 16.12.2014

Variational Methods
Applying the theorem
Michael Moeller
Let’s see how this theorem helps us!
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Let us start with the possibly simplest example!
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Let X be a Hilbert space and try to prove that there exists
Examples for
a minimizer of Tikhonov-type
regularization
E(x) = kxk Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Existence
Uniqueness
• Poll: Who believes that this function has a minimizer? Regularization Design
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Existence
Uniqueness
Total Variation
• Let > 0 be given. Choose δ = . Then MAP
and Error Estimates
|kx1 k − kx2 k| ≤ kx1 − x2 k ≤ ∀kx1 − x2 k ≤ δ Optimality Conditions
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Existence
Uniqueness
Total Variation
and Error Estimates
Error estimates
• The norm on X is continuous!
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Existence
Uniqueness
Total Variation
and Error Estimates
Error estimates

• Level sets: Sβ = {x ∈ X | kxk ≤ β}
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Existence
Uniqueness
Total Variation
and Error Estimates
Error estimates

• Hmmmm..... If β 6= E(0) = 0, i.e. β > 0 ...
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Existence
Uniqueness
Total Variation
and Error Estimates
Error estimates

• Hmmmm..... If β 6= E(0) = 0, i.e. β > 0 ...
• NOT COMPACT! Bad theorem??
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller
We need different topologies!
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller
Repetition: Dual space

Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller

Examples for
Tikhonov-type
Let X be a real normed vector space. Then the set of all regularization
continuous linear mappings from X to R forms a normed vector Calculus of variation
space again. A space X ∗ that can be identified with these Existence

Uniqueness
continuous linear mappings is called the space dual to X . For Continuous dependence
p ∈ X ∗ and u ∈ X we denote Regularization Design

Total Variation
MAP
hp, ui Optimality Conditions

and Error Estimates
as applying the continuous linear mapping corresponding to p Error estimates
to u.
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller

Examples for
Tikhonov-type
Let X be a real normed vector space. Then the set of all regularization
continuous linear mappings from X to R forms a normed vector Calculus of variation
space again. A space X ∗ that can be identified with these Existence

Uniqueness
continuous linear mappings is called the space dual to X . For Continuous dependence
p ∈ X ∗ and u ∈ X we denote Regularization Design

Total Variation
MAP
hp, ui Optimality Conditions

and Error Estimates
as applying the continuous linear mapping corresponding to p Error estimates
to u.
If X is a Hilbert space, the Riesz representation theorem tells

us that X ∗ can be identified with X . In this sense h·, ·i will serve
as a generalization of the scalar product (although it is not a
scalar product!).
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller
Let X be a real normed vector space.

• A norm on X ∗ is Examples for
Tikhonov-type
regularization
kpk = sup{|p(x)| | x ∈ X , kxk ≤ 1} Calculus of variation

Existence
Uniqueness
(operator norm) Continuous dependence
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness
∗ Regularization Design
• One can show that this makes X a Banach space. Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness
MAP
• If X = X ∗∗ (sloppy way of writing that X is isometrically
isomorphic to X ∗∗ ) then we call X a reflexive Banach and Error Estimates
space. Error estimates
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness
MAP
• All Hilbert spaces are reflexive Banach spaces.
updated 16.12.2014
Variational Methods
Repetition
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness
MAP
• All Hilbert spaces are reflexive Banach spaces.

• Examples: For p ∈]1, ∞[ the Lp and l p spaces are reflexive
Banach spaces.
updated 16.12.2014
Variational Methods
Different topologies
Michael Moeller
Definition
Let X be a normed vector space.
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Definition
• We say that the sequence {vn } ⊂ X converges strongly to Examples for
Tikhonov-type
v ∈ X and denote vn → v if regularization
Existence
kvn − v k → 0. Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Definition
Tikhonov-type
Existence
• We say that the sequence {vn } ⊂ X converges weakly to Total Variation
v ∈ X and denote vn * v if MAP
and Error Estimates
hp, vn i → hp, v i ∀p ∈ X ∗ Optimality Conditions
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Definition
Tikhonov-type
Existence
• We say that the sequence {vn } ⊂ X converges weakly to Total Variation
v ∈ X and denote vn * v if MAP
and Error Estimates
hp, vn i → hp, v i ∀p ∈ X ∗ Optimality Conditions
Error estimates
• We say that the sequence {vn } ⊂ X converges in the

weak-* (weak-star) topology to v ∈ X and denote vn *∗ v
if X can be identified as a space that is dual to some other
space Z , X = Z ∗ , and
hvn , pi → hv , pi ∀p ∈ Z
updated 16.12.2014
Variational Methods
Sanity check: Rn
Michael Moeller
Example Rn :
Examples for
Tikhonov-type
Pn
• vk → v: i=1 (vi
k
− vi )2 → 0 regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Sanity check: Rn
Michael Moeller
Example Rn :
Examples for
Tikhonov-type
Pn
• vk → v: i=1 (vi
k
Existence
Pn Uniqueness
k k n
• v * v: − vi ) · pi → 0 for all p ∈ R .
i=1 (vi
−→ Convergence in each component! Regularization Design

Total Variation
−→ Strong convergence! MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Sanity check: Rn
Michael Moeller
Example Rn :
Examples for
Tikhonov-type
Pn
• vk → v: i=1 (vi
k
Existence
Pn Uniqueness
k k n
• v * v: − vi ) · pi → 0 for all p ∈ R .
i=1 (vi
−→ Convergence in each component! Regularization Design

Total Variation
−→ Strong convergence! MAP
and Error Estimates
• vn *∗ v : (Rn )∗∗ = Rn Error estimates
−→ Weak and weak-* convergence are the same.
On Rn all types of convergences coincide!
updated 16.12.2014
Variational Methods
Michael Moeller
Weak and weak-* convergence

Let X ∗ be the dual to a normed space X ∗ .
• We say that the sequence {vn } ⊂ X ∗ converges weakly to Examples for
Tikhonov-type
∗
v ∈ X and denote vn * v if regularization
Existence
∗∗
hp, vn i → hp, v i ∀p ∈ X Uniqueness
• We say that the sequence {vn } ⊂ X converges in the Total Variation
weak-* (weak-star) topology to v ∈ X ∗ and denote MAP
vn *∗ v if
and Error Estimates
hvn , pi → hv , pi ∀p ∈ X Optimality Conditions

Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
∗
Existence
∗∗
vn *∗ v if
and Error Estimates

Error estimates
• If X is reflexive, weak and weak-* convergence

coincide!
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
∗
Existence
∗∗
vn *∗ v if
and Error Estimates

Error estimates
• If X is reflexive, weak and weak-* convergence

coincide!
• Weak-* convergence is nothing but the pointwise
convergence of the linear operators!
updated 16.12.2014
Variational Methods
Different types of convergence
Michael Moeller
Theorem
Let X be a Banach space which is the dual of some Banach Examples for
space Z , X = Z ∗ . Tikhonov-type
regularization
• vn → v implies vn * v Calculus of variation

Existence
• vn * v implies vn * v∗ Uniqueness
For both of the above, the reverse does not hold in general. Regularization Design
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Different types of convergence
Michael Moeller
Theorem
Let X be a Banach space which is the dual of some Banach Examples for
space Z , X = Z ∗ . Tikhonov-type
regularization
• vn → v implies vn * v Calculus of variation

Existence
• vn * v implies vn * v∗ Uniqueness
For both of the above, the reverse does not hold in general. Regularization Design
Total Variation
MAP
Lemma Optimality Conditions

and Error Estimates
Let X be a Banach space which is the dual of some Banach Optimality Conditions
Error estimates
space Z , X = Z ∗ .
• Weak limits are unique.
• Weak-* limits are unique.
Proofs: Exercises.
updated 16.12.2014
Variational Methods
Michael Moeller
What we have seen:

Examples for
Tikhonov-type
• If E(x) is lower semi-continuous and has precompact regularization
sub-level-sets, then it has a minimizer. Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What we have seen:

Examples for
Tikhonov-type
Uniqueness
• In the strong topology sub-level-sets Sβ of E(x) = kxk on Regularization Design

Total Variation
a Hilbert space are not precompact for β > 0! MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What we have seen:

Examples for
Tikhonov-type
Uniqueness

Total Variation
and Error Estimates
• We introduced other topologies. Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What we have seen:

Examples for
Tikhonov-type
Uniqueness

Total Variation
and Error Estimates
• We introduced other topologies. Error estimates
• Maybe we can apply the fundamental theorem of

optimization using the new topologies?!?
updated 16.12.2014
Variational Methods
Michael Moeller
Some thoughts:
Examples for
Tikhonov-type
• Let X be a separable Hilbert space. regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Some thoughts:
Examples for
Tikhonov-type
Existence
• In the weak sense, suddenly, the sequence (un )n∈N Uniqueness

formed by an orthonormal basis converges. Regularization Design

Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Some thoughts:
Examples for
Tikhonov-type
Existence


Total Variation
MAP
• Encouraging! We needed precompactness of Optimality Conditions

and Error Estimates
Error estimates
Sβ = {x ∈ X | kxk ≤ β}
updated 16.12.2014
Variational Methods
Michael Moeller
Some thoughts:
Examples for
Tikhonov-type
Existence


Total Variation
MAP
• Encouraging! We needed precompactness of Optimality Conditions

and Error Estimates
Error estimates
Sβ = {x ∈ X | kxk ≤ β}
• Can we show some precompactness result in general?
updated 16.12.2014
Variational Methods
What happened last lecture
Michael Moeller
What have we done?

Examples for
• Compact linear operator between Hilbert spaces. Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What have we done?

Examples for
regularization
• Overcome ill-posedness by regularization, e.g. Tikhonov Calculus of variation
regularization Existence
Uniqueness
xαδ = arg min kAx − y δ k2 + αkxk2 . Regularization Design

x Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What have we done?

Examples for
regularization
• Overcome ill-posedness by regularization, e.g. Tikhonov Calculus of variation
regularization Existence
Uniqueness
xαδ = arg min kAx − y δ k2 + αkxk2 . Regularization Design

x Total Variation
MAP
and Error Estimates
• Great potential of generalization by considering Optimality Conditions
Error estimates
xαδ δ
= arg min H(x, y ) + αJ(x).
x
• Seen many applications!
updated 16.12.2014
Variational Methods
Michael Moeller
What have we done? Examples for

Tikhonov-type
For regularization
xαδ = arg minx H(x, y δ ) + αJ(x)

Existence
Uniqueness
Total Variation
we’d like (re-)establish MAP
and Error Estimates
• Existence. Optimality Conditions
Error estimates
• Uniqueness.
• Continuity.
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
What have we done? regularization
• Fundamental theorem of optimization Existence

Uniqueness
• Lower-semi-continuity. Continuous dependence
• Pre-compactness of the sub-level-sets.
Total Variation
• → Existence of a minimizer. MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
• Fundamental theorem of optimization Existence

Uniqueness
• Lower-semi-continuity. Continuous dependence
• Pre-compactness of the sub-level-sets.
Total Variation
• → Existence of a minimizer. MAP
• More or less fails for kxk on inf. dim. Hilbert space. and Error Estimates
• Idea: Change topology! Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
Existence
• Consider X ∗ . Uniqueness
• Strong convergence: vn → v is kvn − v k → 0. Regularization Design
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
Existence
• Weak convergence: vn * v is hvn − v , zi → 0 ∀z ∈ X ∗∗ .

Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
Existence

Total Variation
MAP
• Weak-* convergence: vn *∗ v is hvn − v , zi → 0 ∀z ∈ X . Optimality Conditions

and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
Existence

Total Variation
MAP
• Weak-* convergence: vn *∗ v is hvn − v , zi → 0 ∀z ∈ X . Optimality Conditions

and Error Estimates
• Do weaker definitions yield precompactness more easily? Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
YES! Examples for

Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
YES! Examples for

Tikhonov-type
regularization
Theorem of Banach-Alaoglu Existence
Uniqueness
∗
Let X be the dual to some separable Banach space Z , X = Z . Continuous dependence
Then any bounded subset M of X is precompact in the weak-* Regularization Design

Total Variation
topology. MAP
and Error Estimates
Proof: Board. Optimality Conditions
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
YES! Examples for

Tikhonov-type
regularization
Theorem of Banach-Alaoglu Existence
Uniqueness
∗
Let X be the dual to some separable Banach space Z , X = Z . Continuous dependence
Then any bounded subset M of X is precompact in the weak-* Regularization Design

Total Variation
topology. MAP
and Error Estimates
Proof: Board. Optimality Conditions
Error estimates
Remark: The assumption of Z being separable is not

necessary, but simplifies the proof. We will probably use the
theorem for separable spaces only, such that we’ll be satisfied
with proving this less general result.
updated 16.12.2014
Variational Methods
Michael Moeller
Great! We get precompactness of
Sβ = {x ∈ X | kxk ≤ β} Examples for

Tikhonov-type
regularization
in the weak-* topology. Calculus of variation

Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness
Remaining problem: Regularization Design
• We have shown that kxk is continuous in the strong Total Variation

MAP
topology in X . Optimality Conditions

and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness

MAP

and Error Estimates
• Now we need the lower-semi-continuity in the weak-* Optimality Conditions
Error estimates
topology.
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness

MAP

and Error Estimates
Error estimates
topology.
• This is not trivial!
• The norm is not weakly continuous! (Exercise)
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization

Existence
Uniqueness

MAP

and Error Estimates
Error estimates
topology.
• This is not trivial!
• The norm is not weakly continuous! (Exercise)
• But it is weak-* lower-semi-continuous.
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Let X be the dual to some Banach space Z . Then there exists Regularization Design
Total Variation
x̂ = arg min kxk MAP
x∈X Optimality Conditions

and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
• We will consider more interesting cases.
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Consider Tikhonov regularization on a Hilbert space X .
min kAx − y δ k2 + αkxk2 Examples for

Tikhonov-type
x∈X regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller


Tikhonov-type
Observe that Existence
Uniqueness
1 1
kAxn − y δ k2 + kzk2 ≥ hAxn − y δ , zi → hAx − y δ , zi Regularization Design
2 2 Total Variation
MAP
δ
and take z = Ax − y . Optimality Conditions
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller


Tikhonov-type
Observe that Existence
Uniqueness
1 1
kAxn − y δ k2 + kzk2 ≥ hAxn − y δ , zi → hAx − y δ , zi Regularization Design
2 2 Total Variation
MAP
δ
and take z = Ax − y . Optimality Conditions
and Error Estimates
Existence of Tikhonov regularized solutions Error estimates
For a Hilbert space X and a continuous linear operator A (not

necessarily compact), there exists a minimizer
xαδ = arg min kAx − y δ k2 + αkxk2 .

x∈X
updated 16.12.2014
Variational Methods
Why are we doing all this?
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
Noisy image
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
Restored using k∇uk22
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
We’d like to study models like
1
min kAx − y δ k2 + αkKxk1 (2) Examples for
2 Tikhonov-type
regularization
in an infinite dimensional setting. Calculus of variation

Existence
Uniqueness
Why? Continuous dependence
• Discretizations (like (2)) can ”hide” certain properties of Regularization Design

Total Variation
the underlying problem. MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
1
2 Tikhonov-type
regularization

Existence
Uniqueness

Total Variation
• The solution to seemingly simple problems like and Error Estimates
differentiation depends on the discretization! Optimality Conditions

Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
1
2 Tikhonov-type
regularization

Existence
Uniqueness

Total Variation

Error estimates
• The condition of the discrete linear inverse problem

depends on your discretization, the degree of
ill-posedness does not!
updated 16.12.2014
Variational Methods
Michael Moeller
1
2 Tikhonov-type
regularization

Existence
Uniqueness

Total Variation

Error estimates
• The condition of the discrete linear inverse problem

depends on your discretization, the degree of
ill-posedness does not!
• Similar effects occur regarding the properties of the
regularized solution in the variational setting.
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
• Let X = Z ∗ for a Banach space Z . Tikhonov-type
regularization
• Considering the minimization of E(u) we need Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
regularization
Existence
• Lower semi-continuity of E. Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
regularization
Existence
• Precompactness of a sub-level-set of E. Continuous dependence
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
regularization
Existence
Then there exists a minimizer. Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
regularization
Existence
MAP
• Applying this theorem in the strong topology may fail in the Optimality Conditions
simplest cases. and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
regularization
Existence
MAP
• Precompactness is ensured by the Banach-Alaoglu Error estimates
theorem in the weak-* topology.
updated 16.12.2014
Variational Methods
Michael Moeller
Summary
Examples for
regularization
Existence
MAP
• Precompactness is ensured by the Banach-Alaoglu Error estimates
theorem in the weak-* topology.

• Proving the weak-* lower semi-continuity is not trivial!
updated 16.12.2014
Variational Methods
Uniqueness of minimizers
Michael Moeller
For the well-posed of a problem, we need to establish

Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Existence. Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization
• Uniqueness.
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization
• Uniqueness.
• Continuous dependence on the data. Existence

Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization
• Uniqueness.

Uniqueness
We have theory for Total Variation
MAP

and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization
• Uniqueness.

Uniqueness
We have theory for Total Variation
MAP

and Error Estimates
Error estimates
Assume that there exists û = arg minu E(u).
When is û unique?
updated 16.12.2014
Variational Methods
Michael Moeller
Relevant idea is mostly covered by exercise already:
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Relevant idea is mostly covered by exercise already:

Convex and strictly convex functions Examples for
Tikhonov-type
Let E : M → R, M ⊂ X being a convex subset of a Banach regularization
space. Existence
Uniqueness
• E is called convex if Continuous dependence
E(βx1 + (1 − β)x2 ) ≤ βE(x1 ) + (1 − β)E(x2 ) Total Variation
MAP
holds for all x1 , x2 ∈ M and β ∈ [0, 1]. and Error Estimates
• E is called strictly convex if E is convex and Error estimates
E(βx1 + (1 − β)x2 ) < βE(x1 ) + (1 − β)E(x2 )
holds for all x1 , x2 ∈ M, x1 6= x2 and β ∈]0, 1[.
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Uniqueness of minimizers Existence
Uniqueness
• Any local minimum of a convex function E is a global
minimum. Total Variation
MAP
• If E is strictly convex, the minimum is unique. Optimality Conditions

and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Continuous dependence on the data
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Existence.
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Existence.
• Uniqueness. Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Existence.
Tikhonov-type
• Continuous dependence on the data. regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• Existence.
Tikhonov-type
• Continuous dependence on the data. regularization
Existence
Uniqueness
We have theory for Continuous dependence
• Existence. Total Variation
MAP
• Uniqueness.
and Error Estimates
Assume there exist unique xαδ = arg minx H(x, y δ ) + αJ(x). Error estimates
When can we expect

δ→0
xαδ −→ arg min J(x),
x∈M
with M = arg minx H(x, y )?
updated 16.12.2014
Variational Methods
Michael Moeller
Continuity of regularized solutions:

• Let
x k = arg min H(x, y k ) + αk J(x).
x
Examples for
Tikhonov-type
• Let H be weak-* lower semi-continuous in both regularization
components. Calculus of variation

Existence
• Let J be weak-* lower semi-continuous. Uniqueness
• Let J(x) ≤ β ⇒ kxk ≤ c β. Regularization Design

Total Variation
• Let J(x) ≥ 0, H(x, v ) ≥ 0 for all x and v and H(x̂, y) = 0. MAP
k
• Let y be a sequence for which H(x̂, y ) → 0. k Optimality Conditions
and Error Estimates
H(x̂,y k )
• Let αk be chosen such that αk remains bounded Error estimates
although αk → 0.
Then x k converge along subsequences in the weak-* sense to

solutions of H(x, y ) = 0.
Example and Proof.

updated 16.12.2014
Variational Methods
Summary
Michael Moeller
Examples for
• We have (re-)established theory for all properties we need Tikhonov-type
regularization
for the well-posedness of a variational problem.
• Now we’d like to consider some practical aspects, Existence
Uniqueness
particularly for Continuous dependence
xαδ = arg min H(x, y δ ) + αJ(x) Total Variation

MAP
x∈X
and Error Estimates
we’d like to know Optimality Conditions
Error estimates
• What is a good X ?
• What is a good J?
updated 16.12.2014
Variational Methods
Remember
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
Noisy image
updated 16.12.2014
Variational Methods
Remember
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Remember
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Variational Modelling
Michael Moeller
What is an image?
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What is an image?
Examples for
• Function u : Ω → R. Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What is an image?
Examples for
regularization
• Ω ⊂ R2 bounded, open, with piecewise smooth boundary Calculus of variation

Existence
(e.g. rectangle) Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
What is an image?
Examples for
regularization

Existence
• Typical imaging problems: Square integrable Regularization Design
• Remember: Hilbert-Schmidt kernels w(x, y ) ∈ L2 (Ω × Ω)

Total Variation
MAP
with Z Optimality Conditions

and Error Estimates
Au(y ) = w(x, y ) u(x) dx Optimality Conditions
Error estimates
Ω
updated 16.12.2014
Variational Methods
Michael Moeller
What is an image?
Examples for
regularization

Existence
• Typical imaging problems: Square integrable Regularization Design
• Remember: Hilbert-Schmidt kernels w(x, y ) ∈ L2 (Ω × Ω)

Total Variation
MAP
with Z Optimality Conditions

and Error Estimates
Au(y ) = w(x, y ) u(x) dx Optimality Conditions
Error estimates
Ω
• We should at least assume u ∈ L2 (Ω).
updated 16.12.2014
Variational Methods
Michael Moeller
Problem with X = L2 (Ω):

Examples for
• We assume kf − f δ k22 ≤ δ Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
• The noise meets n ∈ L2 (Ω) Calculus of variation

Existence
• X = L2 (Ω) does not allow to distinguish images from Uniqueness

noise. Regularization Design

Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization

Existence


Total Variation
• We’d prefer X to only contain ’reasonable’ images. MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization

Existence


Total Variation
and Error Estimates
From exercises: Optimality Conditions

Error estimates
• Good experience with kKukpp for some p ≥ 1, K ≈ ∇.
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization

Existence


Total Variation
and Error Estimates

Error estimates

• Let’s try to use something like J(u) = k∇ukpp !
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization

Existence


Total Variation
and Error Estimates

Error estimates

• Let’s try to use something like J(u) = k∇ukpp !
updated 16.12.2014
Variational Methods
Michael Moeller
How can we choose X for J(u) = k∇ukpp to make sense?

• First idea C 1 (Ω),
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

• First idea C 1 (Ω), bad idea.
• Weaker notion of differentiability! Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization
Repetition: Calculus of variation

Existence
• Cc∞ (Ω) infinitely often differentiable, compactly supported. Uniqueness

• u ∈ C ([0, 1]), φ ∈ Cc∞ (]0, 1[), then

1 Regularization Design
Total Variation
MAP
Z 1 Z 1
0 0 Optimality Conditions
u (x) φ(x) dx = − u(x) φ (x) dx and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization

Existence

• u ∈ C ([0, 1]), φ ∈ Cc∞ (]0, 1[), then

Total Variation
MAP
Z 1 Z 1
Error estimates
• The rhs makes sense for non-differentiable u, too.
updated 16.12.2014
Variational Methods
Michael Moeller

Tikhonov-type
regularization

Existence

• u ∈ C ([0, 1]), φ ∈ Cc∞ (]0, 1[), then

Total Variation
MAP
Z 1 Z 1
Error estimates
• The rhs makes sense for non-differentiable u, too.

• Using the L2 scalar product
hu 0 , φi = −hu, φ0 i
updated 16.12.2014
Variational Methods
Michael Moeller
Definition: Weak derivative Examples for

Tikhonov-type
regularization
Let Ω ⊂ Rn be open, let u ∈ Lp (Ω). A g ∈ Lp (Ω) is called weak
partial xi -derivative of u if Existence
Uniqueness
Z Z Continuous dependence
g(x) φ(x) dx = − u(x) ∂xi φ(x) dx Regularization Design

Total Variation
Ω Ω MAP
Cc∞ (Ω).
for all φ ∈ One often denotes ∂xi u := g. and Error Estimates
Error estimates
Example: u(x) = |x| is not differentiable, but has a weak

derivative.
updated 16.12.2014
Variational Methods
Michael Moeller
Definition: Sobolev spaces

We define the Sobolev space
W 1,p (Ω) = {u ∈ Lp (Ω) | ∂xi u ∈ Lp (Ω) exists ∀ i} Examples for

Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller


Tikhonov-type
regularization
Existence
Uniqueness
Banach and Hilbert spaces Continuous dependence
k,p Regularization Design

The spaces W are Banach spaces. For p = 2 we denote Total Variation
W 1,2 = H 1 which is a Hilbert spaces with the scalar product MAP
X and Error Estimates
hu, giH 1 = hu, giL2 + h∂xi u, ∂xi giL2 Optimality Conditions
Error estimates
i
updated 16.12.2014
Variational Methods
Michael Moeller


Tikhonov-type
regularization
Existence
Uniqueness
Banach and Hilbert spaces Continuous dependence
k,p Regularization Design

The spaces W are Banach spaces. For p = 2 we denote Total Variation
W 1,2 = H 1 which is a Hilbert spaces with the scalar product MAP
X and Error Estimates
hu, giH 1 = hu, giL2 + h∂xi u, ∂xi giL2 Optimality Conditions
Error estimates
i
Example: Ω =]0, 1[, u, g ∈ H 1 (Ω) :

Z 1 Z 1
hu, giH 1 = u(x) g(x) dx + ∂x u(x) ∂x g(x) dx
0 0
updated 16.12.2014
Variational Methods
Michael Moeller
Great! We can give sense to

Examples for
Eα (u) = kAu − f k22 + αk∇uk22 Tikhonov-type
regularization
for u ∈ H 1 (Ω) and ∇u denoting the weak derivative, Existence
Uniqueness
A : L2 → L2 . Continuous dependence
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Uniqueness
Total Variation
MAP
Exercises: There exist minimizers uα = arg minu Eα (u). Optimality Conditions
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
1
Question: Is H (Ω) the right space for images?
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
1
Question: Is H (Ω) the right space for images?
Characteristic of typical/natural images: Discontinuities!
updated 16.12.2014
Variational Methods
Michael Moeller
The problem with W 1,p for p > 1...

Continuity on intervals
Examples for
Let u ∈ W 1,p (]0, 1[) with p > 1. Then u is continuous. Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
But what about W 1,1 ? Existence

Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
regularization
But what about W 1,1 ? Existence

Uniqueness
Total Variation
MAP
W 1,p are not really suitable...
and Error Estimates
Let D ⊂ Ω be a region with piecewise C 1 boundary. Then the Optimality Conditions
Error estimates
function
1 for x ∈ D
u(x) =
0 else.
is not in W 1,p (Ω) for p ≥ 1.
Proofs: Board
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Back at the beginning? Calculus of variation
Existence
• The W 1,p spaces do not seem to be suitable. Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
• But in the exercises kKuk1 , K ≈ ∇ gave good/sharp Regularization Design
results! Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
regularization
Existence
• But in the exercises kKuk1 , K ≈ ∇ gave good/sharp Regularization Design
results! Total Variation
MAP
• Can we find a weaker notion of k∇uk1 that allows indicator Optimality Conditions
and Error Estimates
functions? Optimality Conditions
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
TV regularization?
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Case study: total variation
Michael Moeller
Let us consider the so called total variation

Z Examples for
Tikhonov-type
∞ n
|u|BV := sup u ∇ · φ dx | φ ∈ Cc (Ω, R ), |φ(x)| ≤ 1 ∀x regularization
Ω Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Z Examples for
Tikhonov-type
∞ n
Existence
Uniqueness
and the corresponding space with functions of bounded Continuous dependence
variation Regularization Design
BV(Ω) = {u ∈ L1 (Ω) | |u|BV < ∞} Total Variation

MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Z Examples for
Tikhonov-type
∞ n
Existence
Uniqueness
and the corresponding space with functions of bounded Continuous dependence
variation Regularization Design
BV(Ω) = {u ∈ L1 (Ω) | |u|BV < ∞} Total Variation

MAP
and Error Estimates
Error estimates
The norm
kukBV := kuk1 + |u|BV
makes BV(Ω) a Banach space!
updated 16.12.2014
Variational Methods
Michael Moeller
What kind of functions are in BV? Examples for

Z Tikhonov-type
regularization
|u|BV := sup u ∇ · φ dx Calculus of variation
φ∈Cc∞ (Ω,Rn ),|φ(x)|≤1 Ω Existence
Uniqueness
Total Variation
Board: MAP
1
• Example C (Ω). Optimality Conditions
and Error Estimates
• Example W 1,1 (Ω). Optimality Conditions

Error estimates
• Example indicator function of D.

• Intuition in 1d.
updated 16.12.2014
Variational Methods
Michael Moeller
Let us consider using the TV for the regularization of inverse
problems:
1
uα = arg min kAu − f k22 + α|u|BV
u∈BV (Ω) 2
Examples for
Tikhonov-type
for A : L2 (Ω) → L2 (Ω), Ω ⊂ R2 . regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
1 Theorem10.1.3, p. 399, Attouch, Buttazzo, Michaille, Variational analysis

in BV and Sobolev spaces. updated 16.12.2014
Variational Methods
Michael Moeller
problems:
1
u∈BV (Ω) 2
Examples for
Tikhonov-type
Question: Why does Au make sense for u ∈ BV (Ω)? Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates

Variational Methods
Michael Moeller
problems:
1
u∈BV (Ω) 2
Examples for
Tikhonov-type
Question: Why does Au make sense for u ∈ BV (Ω)? Existence
Uniqueness
p 1
BV embeddings in L spaces Regularization Design
Total Variation
For Ω ⊂ Rn being a bounded open set with piecewise smooth MAP
n
boundary. The for all p, 1 ≤ p ≤ n−1 the embedding Optimality Conditions
and Error Estimates
BV (Ω) ,→ Lp (Ω)
Error estimates
is continuous. More precisely, there exists a constant c which

depends only on Ω, p, and n,such that for all u ∈ BV (Ω) it
holds that
kukp ≤ ckukBV .
Variational Methods
Michael Moeller
Existence of a minimizer for
1
E(u) = kAu − f k22 + α|u|BV
2
in BV(Ω). Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
1
2
in BV(Ω). We will acutally only prove existence of Examples for
Tikhonov-type
regularization
1
E(u) = ku − f k22 + α|u|BV . Calculus of variation
2 Existence
Uniqueness
The arguments needed to also have a linear operator are Regularization Design
similar to the exercises. Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
1
2
Tikhonov-type
regularization
1
2 Existence
Uniqueness
MAP
• Step 1: ∃β, s.t. {u | E(u) ≤ β} =

6 ∅. Optimality Conditions
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
1
2
Tikhonov-type
regularization
1
2 Existence
Uniqueness
MAP
• Step 1: ∃β, s.t. {u | E(u) ≤ β} =

and Error Estimates
• Step 2: E(u) ≤ β ⇒ kukBV ≤ c(β). Optimality Conditions
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
1
2
Tikhonov-type
regularization
1
2 Existence
Uniqueness
MAP
• Step 1: ∃β, s.t. {u | E(u) ≤ β} =

and Error Estimates
Error estimates
• Step 3: We would like to apply the Banach-Alaoglu
theorem, but we need a Z with Z ∗ = BV (Ω).
updated 16.12.2014
Variational Methods
Michael Moeller
1
2
Tikhonov-type
regularization
1
2 Existence
Uniqueness
MAP
• Step 1: ∃β, s.t. {u | E(u) ≤ β} =

and Error Estimates
Error estimates
• Step 4: Weak-* lower-semi-continuity of E.
updated 16.12.2014
Variational Methods
Michael Moeller
1
2
Tikhonov-type
regularization
1
2 Existence
Uniqueness
MAP
• Step 1: ∃β, s.t. {u | E(u) ≤ β} =

and Error Estimates
Error estimates
• Step 4: Weak-* lower-semi-continuity of E.
Existence of TV regularized solutions

1
There exists xα = arg minu∈BV (Ω) 2 ku − f k22 + α|u|BV
Board. updated 16.12.2014

Variational Methods
Maximum a-posteriori probability estimates (MAP)
Michael Moeller
Examples for
Tikhonov-type
Motivation for variational methods: MAP estimates regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type
• Consider finite dimensional problem. Calculus of variation

Existence
Uniqueness
• Take (noisy) measurements f . Continuous dependence
• Desired: Solution u that solves the noise free problem. Regularization Design
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type

Existence
Uniqueness
Total Variation
• Question: What is our best guess? MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
Tikhonov-type

Existence
Uniqueness
Total Variation
• Question: What is our best guess? MAP
• Consider taking measurements as a random variable. and Error Estimates
• Idea: Maximize p(u|f ). Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
MAP estimates: Maximize p(u|f ) Examples for

Tikhonov-type
regularization
Bayes p(f |u)p(u) Calculus of variation

û = arg max p(u|f ) = arg max Existence
u u p(f ) Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
MAP estimates: Maximize p(u|f ) Examples for

Tikhonov-type
regularization
Bayes p(f |u)p(u) Calculus of variation

û = arg max p(u|f ) = arg max Existence
u u p(f ) Uniqueness
Now minimize the negative log-likelihood: Regularization Design

Total Variation
MAP
p(f |u)p(u) Optimality Conditions

û = arg min − log and Error Estimates
u p(f ) Optimality Conditions
Error estimates
= arg min − log(p(f |u)) − log(p(u))
u
updated 16.12.2014
Variational Methods
Michael Moeller
û = arg min − log(p(f |u)) − log(p(u))

u
Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

u
Question for p(f |u) – noise model. E.g. Gaussian distribution

Examples for
Tikhonov-type
kAu − f k2

1 regularization
p(f |u) = √ exp −
2πσ 2σ 2 Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

u

Examples for
Tikhonov-type
kAu − f k2

1 regularization
p(f |u) = √ exp −
Existence
Uniqueness
Question for p(u) – image prior. E.g. Laplace distribution of the
gradient Total Variation
1 k∇uk1 MAP
p(u) = exp − Optimality Conditions

2β β and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

u

Examples for
Tikhonov-type
kAu − f k2

1 regularization
p(f |u) = √ exp −
Existence
Uniqueness
Question for p(u) – image prior. E.g. Laplace distribution of the
gradient Total Variation
1 k∇uk1 MAP
p(u) = exp − Optimality Conditions

2β β and Error Estimates
Leads to Error estimates
1 1
û = arg min 2
kAu − f k2 + k∇uk1
u 2σ β
2
1 σ
= arg min kAu − f k2 + k∇uk1
u 2 β
|{z}
=:α
updated 16.12.2014
Variational Methods
Michael Moeller
Other data terms:
• Laplace noise - `1 :
kAu − f k1 Examples for
Tikhonov-type
regularization
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Other data terms:
Tikhonov-type
regularization
Existence
• Poisson noise - Kullback Leibler: Uniqueness
X
(Au)i − fi log(Au)i Regularization Design
Total Variation
i MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Other data terms:
Tikhonov-type
regularization
Existence
• Poisson noise - Kullback Leibler: Uniqueness
X
(Au)i − fi log(Au)i Regularization Design
Total Variation
i MAP
and Error Estimates
• Multiplicative speckle noise: Optimality Conditions

Error estimates
1 X ui − fi 1
+ log(ui )
2σ ui 2
i
Programming exercise: Laplace vs. Gaussian noise.
updated 16.12.2014
Variational Methods
Optimality Condition
Michael Moeller
We discussed many variational models of the form

Examples for
û = arg min H(u, f ) + αJ(u). Tikhonov-type
u regularization
But how do we compute û? Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
u regularization
Uniqueness
For Tikhonov regularization we found Total Variation
MAP
∗
A (Aû − f ) + αu = 0 Optimality Conditions
and Error Estimates
to be the optimality condition. Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller

Examples for
u regularization
Uniqueness
For Tikhonov regularization we found Total Variation
MAP
∗
A (Aû − f ) + αu = 0 Optimality Conditions
and Error Estimates
to be the optimality condition. Error estimates
Let us limit ourselves to convex functions H and J, such that

any local minimum is a global one.
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
One would think, that the first ’derivative’ of Tikhonov-type
regularization
E(u) = H(u, f ) + αJ(u) Existence
Uniqueness
being zero, should be an optimality condition. Regularization Design
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
One would think, that the first ’derivative’ of Tikhonov-type
regularization
E(u) = H(u, f ) + αJ(u) Existence
Uniqueness
being zero, should be an optimality condition. Regularization Design
Total Variation
MAP
Questions: Optimality Conditions

and Error Estimates
• What is a derivative of E? Optimality Conditions
Error estimates
• What happens if E is not differentiable?
updated 16.12.2014
Variational Methods
Michael Moeller
Subdifferential
Let X be a Banach space. Then the subdifferential of the Examples for
convex function E at u ∈ X is given by Tikhonov-type
regularization
∂E(u) := {p ∈ X ∗ | E(v ) − E(u) − hp, v − ui ≥ 0, ∀ v ∈ X } . Existence
Uniqueness
Elements of the subdifferential are called subgradients. Regularization Design

Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Subdifferential
Let X be a Banach space. Then the subdifferential of the Examples for
convex function E at u ∈ X is given by Tikhonov-type
regularization
∂E(u) := {p ∈ X ∗ | E(v ) − E(u) − hp, v − ui ≥ 0, ∀ v ∈ X } . Existence
Uniqueness
Elements of the subdifferential are called subgradients. Regularization Design

Total Variation
MAP
... and indeed ... and Error Estimates
Error estimates
Optimality condition in convex optimization

If 0 ∈ ∂E(û), then
û ∈ arg min E(u).
u
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
The subdifferential ... Tikhonov-type
regularization
• ... is set valued, e.g. |x|. Calculus of variation

Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
regularization

Existence
• ... can be empty for E : X → R ∪ {∞}, e.g. Uniqueness

√ Regularization Design
− 1 − x2 for |x| ≤ 1 Total Variation
E(x) = MAP
∞ else. Optimality Conditions
and Error Estimates
Error estimates
updated 16.12.2014
Variational Methods
Michael Moeller
Examples for
regularization

Existence
• ... can be empty for E : X → R ∪ {∞}, e.g. Uniqueness

√ Regularization Design
− 1 − x2 for |x| ≤ 1 Total Variation
E(x) = MAP
∞ else. Optimality Conditions
and Error Estimates
Error estimates
• ... is non-empty and bounded if x ∈ int(dom(f )).
updated 16.12.2014
Variational Methods
Michael Moeller
Let
• E(u) = Hf (u) + αJ(u)
• Hf : X → R ∪ {∞}
Examples for
• J : X → R ∪ {∞} Tikhonov-type
regularization
• X a Banach space. Calculus of variation
Existence
Uniqueness
Total Variation
MAP
and Error Estimates
Error estimates
2 See Formulas for Subdifferentials of Sums of Convex Functions, F. Jules,

M. Lassonde, for details. updated 16.12.2014
Variational Methods
Michael Moeller
Let
• E(u) = Hf (u) + αJ(u)
• Hf : X → R ∪ {∞}
Examples for
regularization
Existence
Uniqueness
The subdifferential can be difficult to deal with. Things like
Total Variation
∂E(u) = ∂Hf + ∂J(u) MAP
and Error Estimates
are highly non-trivial!2 Optimality Conditions
Error estimates

Variational Methods
Michael Moeller
Let
• E(u) = Hf (u) + αJ(u)
• Hf : X → R ∪ {∞}
Examples for
regularization
Existence
Uniqueness
The subdifferential can be difficult to deal with. Things like
Total Variation
∂E(u) = ∂Hf + ∂J(u) MAP
and Error Estimates
are highly non-trivial!2 Optimality Conditions
Error estimates
In finite dimensions it is sufficient that
∅=
6 ri(dom(J)) ∩ ri(dom(Hf )),
where ri is the relative interior.


Variational Methods: Ill-Posed Problems in Image and Signal Processing WS 2014/2015

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Variational Methods: Ill-Posed Problems in Image and Signal Processing WS 2014/2015

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Variational Methods

What did we learn so far?

What did we learn so far?

What did we learn so far?

• The xαδ = Rα y δ generated by Tikhonov regularization are

xαδ = arg min kAx − y δ k2 + αkxk2

xαδ = arg min kAx − y δ k2 + αkxk2

xαδ = arg min kAx − y δ k2 + αkxk2

xαδ = arg min kAx − y δ k2 + αkxk2

• It might also make sense to consider Optimality Conditions

xαδ = arg min kF (x) − y δ k2 + αkBxk2 Error estimates

for a non-linear operator F .

xαδ = arg min kAx − y δ k2 + αkxk2

• It might also make sense to consider Optimality Conditions

xαδ = arg min kF (x) − y δ k2 + αkBxk2 Error estimates

for a non-linear operator F .

xαδ = arg min kF (x) − y δ k2 + αJ(x)

for a functional J that imposes the desired properties.

A quantum leap forward!

A quantum leap forward!

A quantum leap forward!

A quantum leap forward!

uαδ = arg minu H(u, y δ ) + αJ(u)

uαδ = arg minu H(u, y δ ) + αJ(u)

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

uαδ = arg minu H(u, y δ ) + αJ(u)

desired regularity! Optimality Conditions

• Find a function v = (v1 , v2 )T such that Regularization Design

• Find a function v = (v1 , v2 )T such that Regularization Design

Depth from stereo: Given two images from different positions,

Depth from stereo: Given two images from different positions,

Depth from focus: Given a stack of differently focused images,

Depth from focus: Given a stack of differently focused images,

Inpainting: Some data is lost - can we restore it?

(a) Missing data is zero

Inpainting: Some data is lost - can we restore it?

(c) Missing data is zero (d) Missing data is restored

Unmixing: Determine the abundance of a certain at each pixel

Bad spatial resolution → multiple materials at each pixel!

Unmixing: Determine the abundance of a certain at each pixel

min kAu − f k2 + αkuk1 Calculus of variation

at each pixel. Continuous dependence

Unmixing: Determine the abundance of a certain at each pixel

min kAu − f k2 + αkuk1 Calculus of variation

at each pixel. Continuous dependence

Unmixing: Determine the abundance of a certain at each pixel

min kAu − f k2 + αkuk1 Calculus of variation

at each pixel. Continuous dependence

Unmixing: Determine the abundance of a certain at each pixel

min kAu − f k2 + αkuk1 Calculus of variation

at each pixel. Continuous dependence

Unmixing: Determine the abundance of a certain at each pixel