Abstract

A central theme in classical algorithms for the reconstruction of discontinuous functions from observational data is perimeter regularization via the use of total variation. On the other hand, sparse or noisy data often demand a probabilistic approach to the reconstruction of images, to enable uncertainty quantification; the Bayesian approach to inversion, which itself introduces a form of regularization, is a natural framework in which to carry this out. In this paper the link between Bayesian inversion methods and perimeter regularization is explored. In this paper two links are studied: (i) the maximum a posteriori objective function of a suitably chosen Bayesian phase-field approach is shown to be closely related to a least squares plus perimeter regularization objective; (ii) sample paths of a suitably chosen Bayesian level set formulation are shown to possess a finite perimeter and to have the ability to learn about the true perimeter.

Keywords

  1. Bayesian inversion
  2. phase field
  3. level set method
  4. perimeter regularization
  5. gamma convergence
  6. uncertainty quantification

MSC codes

  1. 35J35
  2. 62G08
  3. 62M40
  4. 94A08

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
S. Agapiou, M. Burger, M. Dashti, and T. Helin, Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems, Inverse Problems, 34 (2018), 045002.
2.
A. Beskos, G. O. Roberts, A. M. Stuart, and J. Voss, MCMC methods for diffusion bridges, Stoch. Dyn., 8 (2008), pp. 319--350.
3.
J. Blowey and C. Elliott, Curvature dependent phase boundary motion and parabolic double obstacle problems, in Degenerate Diffusions, Springer, New York, 1993, pp. 19--60.
4.
J. Blowey and C. Elliott, A phase-field model with a double obstacle potential, in Motion by Mean Curvature and Related Topics (Trento, 1992), de Gruyter, Berlin, 1994, pp. 1--22.
5.
C. Brett, C. M. Elliott, and A. S. Dedner, Phase field methods for binary recovery, in Optimization with PDE Constraints, Springer, Cham, Switzerland, 2014, pp. 25--63.
6.
M. Burger and F. Lucka, Maximum a posteriori estimates in linear inverse problems with log-concave priors are proper Bayes estimators, Inverse Problems, 30 (2014), 114004.
7.
D. Calvetti and E. Somersalo, A Gaussian hypermodel to recover blocky objects, Inverse Problems, 23 (2007), pp. 733--754.
8.
D. Calvetti and E. Somersalo, Hypermodels in the Bayesian imaging framework, Inverse Problems, 24 (2008), 034013.
9.
D. Calvetti, E. Somersalo, and A. Strang, Hierachical Bayesian models and sparsity: $\ell_2$-magic, Inverse Problems, 35 (2019), 035003.
10.
M. Cardiff and P. Kitanidis, Bayesian inversion for facies detection: An extensible level set framework, Water Resour. Res., 45 (2009), WR007675.
11.
M. Carriero, A. Leaci, and F. Tomarelli, A survey on the Blake--Zisserman functional, Milan J. Math., 83 (2015), pp. 397--420.
12.
J. N. Carter and D. A. White, History matching on the Imperial College fault model using parallel tempering, Comput. Geosci., 17 (2013), pp. 43--65.
13.
T. F. Chan and X.-C. Tai, Level set and total variation regularization for elliptic inverse problems with discontinuous coefficients, J. Comput. Phys., 193 (2004), pp. 40--66.
14.
H. Chang, D. Zhang, and Z. Lu, History matching of facies distribution with the ENKF and level set parameterization, J. Comput. Phys., 229 (2010), pp. 8011--8030, https://doi.org/10.1016/j.jcp.2010.07.005.
15.
V. Chen, M. M. Dunlop, O. Papaspiliopoulos, and A. M. Stuart, Dimension-Robust MCMC in Bayesian Inverse Problems, manuscript, https://arxiv.org/abs/1803.03344, 2019.
16.
R. Choksi, Y. van Gennip, and A. Oberman, Anisotropic Total Variation Regularized L$^1$-Approximation and Denoising/Deblurring of 2d Bar Codes, preprint, https://arxiv.org/abs/1007.1035, 2010.
17.
C. Clason, T. Helin, R. Kretschmann, and P. Piiroinen, Generalized modes in Bayesian inverse problems, SIAM/ASA J. Uncertain. Quantif., 7 (2019), pp. 652--684.
18.
J. Cockayne, C. J. Oates, T. J. Sullivan, and M. Girolami, Bayesian probabilistic numerical methods, SIAM Rev., 61 (2019), pp. 756--789.
19.
A. Cohen and J.-P. D'Ales, Nonlinear approximation of random functions, SIAM J. Appl. Math., 57 (1997), pp. 518--540.
20.
S. L. Cotter, G. O. Roberts, A. M. Stuart, D. White, et al., MCMC methods for functions: Modifying old algorithms to make them faster, Statist. Sci., 28 (2013), pp. 424--446.
21.
M. Dashti, K. J. Law, A. M. Stuart, and J. Voss, MAP estimators and their consistency in Bayesian nonparametric inverse problems, Inverse Problems, 29 (2013), 095017.
22.
M. Dashti and A. M. Stuart, The Bayesian approach to inverse problems, in Handbook of Uncertainty Quantification, Springer, Cham, Switzerland, 2017, pp. 311--428.
23.
K. Deckelnick, G. Dziuk, and C. M. Elliott, Computation of geometric partial differential equations and mean curvature flow, Acta Numer., 14 (2005), pp. 139--232.
24.
K. Deckelnick and C. M. Elliott, Uniqueness and error analysis for Hamilton-Jacobi equations with discontinuities, Interfaces Free Bound., 6 (2004), pp. 329--349.
25.
K. Deckelnick, C. M. Elliott, and V. Styles, Numerical analysis of an inverse problem for the Eikonal equation, Numer. Math., 119 (2011), 245.
26.
K. Deckelnick, C. M. Elliott, and V. Styles, Double obstacle phase field approach to an inverse problem for a discontinuous diffusion coefficient, Inverse Problems, 32 (2016), 045008.
27.
P. Diaconis, Bayesian numerical analysis, in Statistical Decision Theory and Related Topics IV, Springer, New York, 1988, pp. 163--175.
28.
O. Dorn and D. Lesselier, Level set methods for inverse scattering-some recent developments, Inverse Problems, 25 (2009), 125001, http://stacks.iop.org/0266-5611/25/i=12/a=125001.
29.
O. Dorn and R. Villegas, History matching of petroleum reservoirs using a level set technique, Inverse Problems, 24 (2008), 035015, http://stacks.iop.org/0266-5611/24/i=3/a=035015.
30.
O. Dunbar and C. M. Elliott, Binary recovery via phase field regularization for first-arrival traveltime tomography, Inverse Problems, 35 (2019), 095004.
31.
M. M. Dunlop, M. A. Iglesias, and A. M. Stuart, Hierarchical Bayesian level set inversion, Statist. Comput., 27 (2017), pp. 1555--1584.
32.
H. W. Engl, M. Hanke, and A. Neubauer, Regularization of Inverse Problems, Math. Appl. 375, Kluwer, Dordrecht, The Netherlands, 1996.
33.
M. Hairer, A. M. Stuart, and S. J. Vollmer, Spectral gaps for Metropolis-Hastings algorithms in infinite dimensions, Ann. Appl. Probab., 24 (2014), pp. 2455--290, https://doi.org/10.1214/13-AAP982.
34.
P. C. Hansen, J. G. Nagy, and D. P. O'leary, Deblurring Images: Matrices, Spectra, and Filtering, Fundam. Algorithms, SIAM, Philadelphia, 2006.
35.
T. Helin and M. Burger, Maximum a posteriori probability estimates in infinite-dimensional Bayesian inverse problems, Inverse Problems, 31 (2015), 085009.
36.
T. Helin and M. Lassas, Hierarchical models in statistical inverse problems and the Mumford--Shah functional, Inverse Problems, 27 (2011), 015008.
37.
D. Hilhorst, L. A. Peletier, and R. Schätzle, $\gamma$-limit for the extended Fisher--Kolmogorov equation, Proc. Roy. Soc. Edinburgh Sect. A, 132 (2002), pp. 141--162.
38.
B. Hosseini, Well-posed Bayesian inverse problems with infinitely divisible and heavy-tailed prior measures, SIAM/ASA J. Uncertain. Quantif., 5 (2017), pp. 1024--1060.
39.
M. Iglesias, K. Lin, and A. Stuart, Well-posed Bayesian geometric inverse problems arising in subsurface flow, Inverse Problems, 30 (2014), 114001, https://doi.org/doi:10.1088/0266-5611/30/11/114001.
40.
M. A. Iglesias, K. J. Law, and A. M. Stuart, Evaluation of Gaussian approximations for data assimilation in reservoir models, Comput. Geosci., 17 (2013), pp. 851--885.
41.
M. A. Iglesias, Y. Lu, and A. M. Stuart, A Bayesian level set method for geometric inverse problems, Interfaces Free Bound., 18 (2016), pp. 181--217.
42.
M. A. Iwen, F. Santosa, and R. Ward, A symbol-based algorithm for decoding bar codes, SIAM J. Imaging Sci., 6 (2013), pp. 56--77.
43.
R. Jin, S. Zhao, X. Xu, E. Song, and C.-C. Hung, Super-resolving barcode images with an edge-preserving variational Bayesian framework, J. Electron. Imaging, 25 (2016), 033016.
44.
J. Kaipio and E. Somersalo, Statistical and computational inverse problems, Appl. Math. Sci. 160, Springer, New York, 2006.
45.
M. F. Kratz, Level crossings and other level functionals of stationary Gaussian processes, Probab. Surv., 3 (2006), pp. 230--288.
46.
M. Lassas, E. Saksman, and S. Siltanen, Discretization-invariant Bayesian inversion and Besov space priors, Inverse Probl. Imaging, 3 (2009), pp. 87--122.
47.
M. Lassas and S. Siltanen, Can one use total variation prior for edge-preserving Bayesian inversion?, Inverse Problems, 20 (2004), pp. 1537--1564.
48.
J. Lee and P. Kitanidis, Bayesian inversion with total variation prior for discrete geologic structure identification, Water Res. Res., 49 (2013), pp. 7658--7669.
49.
P.-L. Lions, Generalized Solutions of Hamilton-Jacobi Equations, Res. Notes Math. 69, Pitman, Boston, MA, 1982.
50.
D. Mumford and J. Shah, Optimal approximations by piecewise smooth functions and associated variational problems, Comm. Pure Appl. Math., 42 (1989), pp. 577--685.
51.
E. Niemi, M. Lassas, A. Kallonen, L. Harhanen, K. Hämäläinen, and S. Siltanen, Dynamic multi-source x-ray tomography using a spacetime level set method, J. Comput. Phys., 291 (2015), pp. 218--237.
52.
H. Owhadi and C. Scovel, Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization: From a Game Theoretic Approach to Numerical Approximation and Algorithm Design, Cambridge Monogr. Appl. Comput. Math. 35, Cambridge University Press, Cambridge, 2019.
53.
O. Papaspiliopoulos, G. O. Roberts, and M. Sköld, A general framework for the parametrization of hierarchical models, Statist. Sci. 22, (2007), pp. 59--73.
54.
R. Ramlau and W. Ring, Regularization of ill-posed Mumford--Shah models with perimeter penalization, Inverse Problems, 26 (2010), 115001.
55.
G. Rioux, C. Scarvelis, R. Choksi, T. Hoheisel, and P. Marechal, Blind deblurring of barcodes via Kullback-Leibler divergence, IEEE Trans. Pattern Anal. Mach. Intell., to appear.
56.
J. C. Robinson, Infinite-dimensional dynamical systems: An introduction to dissipative parabolic PDEs and the theory of global attractors, Cambridge Texts Appl. Math. 28, Cambridge University Press, Cambridge, 2001.
57.
L. I. Rudin, S. Osher, and E. Fatemi, Nonlinear total variation based noise removal algorithms, Phys. D, 60 (1992), pp. 259--268.
58.
F. Santosa, A level-set approach for inverse problems involving obstacles, ESAIM Control Optim. Calc. Var., 1 (1996), pp. 17--33.
59.
J. A. Sethian, Fast marching methods, SIAM Rev., 41 (1999), pp. 199--235.
60.
J. A. Sethian, Level Set Methods and Fast Marching Methods: Evolving Interfaces in Computational Geometry, Fluid Mechanics, Computer Vision, and Materials Science, Cambridge Monogr. Appl. Comput. Math. 3, Cambridge University Press, Cambridge, 1999.
61.
I. Sivak, Bayesian Reconstruction of Piecewise Constant Signals, MSc. Dissertation, Warwick University, Coventry, England, (2014).
62.
H. M. Soner, Optimal control with state-space constraint I, SIAM J. Control Optim., 24 (1986), pp. 552--561.
63.
G. Sörös, S. Semmler, L. Humair, and O. Hilliges, Fast blur removal for wearable QR code scanners, in Proceedings of the 2015 ACM International Symposium on Wearable Computers, ACM, New York, 2015, pp. 117--124.
64.
A. M. Stuart, Inverse problems: A Bayesian perspective, Acta Numer., 19 (2010), pp. 451--559.
65.
Y. Van Gennip, P. Athavale, J. Gilles, and R. Choksi, A regularization approach to blind deblurring and denoising of QR barcodes, IEEE Trans. Image Process., 24 (2015), pp. 2864--2873.
66.
C. K. Williams and C. E. Rasmussen, Gaussian Processes for Machine Learning, Vol. 2, MIT Press Cambridge, MA, 2006.
67.
Z. Yao, Z. Hu, and J. Li, A TV-Gaussian prior for infinite-dimensional Bayesian inverse problems and its numerical implementations, Inverse Problems, 32 (2016), 075006.
68.
Y. Yu and X.-L. Meng, To center or not to center: that is not the question -- an ancillarity--sufficiency interweaving strategy (ASIS) for boosting MCMC efficiency, J. Comput. Graph. Statist., 20 (2011), pp. 531--570.

Information & Authors

Information

Published In

cover image SIAM Journal on Scientific Computing
SIAM Journal on Scientific Computing
Pages: A1984 - A2013
ISSN (online): 1095-7197

History

Submitted: 9 April 2018
Accepted: 9 April 2020
Published online: 6 July 2020

Keywords

  1. Bayesian inversion
  2. phase field
  3. level set method
  4. perimeter regularization
  5. gamma convergence
  6. uncertainty quantification

MSC codes

  1. 35J35
  2. 62G08
  3. 62M40
  4. 94A08

Authors

Affiliations

Funding Information

Defense Advanced Research Projects Agency https://doi.org/10.13039/100000185 : W911NF-15-2-0121

Funding Information

Air Force Office of Scientific Research https://doi.org/10.13039/100000181 : FA9550-17-1-0185

Funding Information

Office of Naval Research https://doi.org/10.13039/100000006 : N00014-17-1-2079

Funding Information

Ministry of Education - Singapore https://doi.org/10.13039/501100001459

Funding Information

National Science Foundation https://doi.org/10.13039/100000001 : AGS-1835860

Funding Information

Royal Society https://doi.org/10.13039/501100000288

Funding Information

Engineering and Physical Sciences Research Council https://doi.org/10.13039/501100000266

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media