论文标题

有效的低光子成像问题的贝叶斯计算

Efficient Bayesian computation for low-photon imaging problems

论文作者

Melidonis, Savvas, Dobson, Paul, Altmann, Yoann, Pereyra, Marcelo, Zygalakis, Konstantinos C.

论文摘要

本文研究了一种新的,高效的马尔可夫链蒙特卡洛(MCMC)方法,用于在低光子成像问题中执行贝叶斯推断,特别注意涉及观察噪声过程,这些情况与高斯噪声显着偏离了高斯噪声,例如二项式,几何学和低强度的Poisson噪声。这些问题是具有挑战性的,原因有很多。从推论的角度来看,低光子数导致严重的可识别性问题,稳定性差和解决方案的高不确定性。此外,低光子模型通常表现出较差的规律性特性,从而使高效的贝叶斯计算变得困难。例如,坚硬的非负约束,非平滑先验和与爆炸梯度的对数类术语。更确切地说,缺乏合适的规律性妨碍了基于Langevin随机微分方程(SDE)的数值近似的最先进的蒙特卡洛方法的使用,因为SDE及其数值近似值都在差。我们通过提出基于反射和正规化的Langevin SDE的MCMC方法来解决这一困难,该方法在轻度且易于证实的条件下被证明是良好的且指数性的。然后,这使我们能够在低光子成像问题中得出四个反映的近端Langevin MCMC算法。通过在二项式,几何和泊松噪声下进行的一系列实验证明了所提出的方法。

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.

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