Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics...

49
Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department of Mathematics, UCLA

Transcript of Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics...

Page 1: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Total Variation and Geometric Regularization for Inverse Problems

Regularization in StatisticsSeptember 7-11, 2003

BIRS, Banff, Canada

Tony ChanDepartment of Mathematics, UCLA

Page 2: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Outline

• TV & Geometric Regularization (related concepts)• PDE and Functional/Analytic based• Geometric Regularization via Level Sets Techniques• Applications (this talk):

– Image restoration

– Image segmentation

– Elliptic Inverse problems

– Medical tomography: PET, EIT

Page 3: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Regularization: Analytical vs Statistical

• Analytical: – Controls “smoothness” of continuous functions– Function spaces (e.g. Sobolov, Besov, BV)– Variational models -> PDE algorithms

• Statistical:– Data driven priors– Stochastic/probabilistic frameworks– Variational models -> EM, Monte Carlo

Page 4: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Taking the Best from Each?

• Concepts are fundamentally related: – e.g. Brownian motion Diffusion Equation

• Statistical frameworks advantages: – General models

– Adapt to specific data

• Analytical frameworks advantages:– Direct control on smoothness/discontinuities, geometry

– Fast algorithms when applicable

Page 5: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Total Variation Regularization

dxuuTV ||)(

• Measures “variation” of u, w/o penalizing discontinuities.

• |.| similar to Huber function in robust statistics.

• 1D: If u is monotonic in [a,b], then TV(u) = |u(b) – u(a)|, regardless of whether u is discontinuous or not.

• nD: If u(D) = char fcn of D, then TV(u) = “surface area” of D.

• (Coarea formula)

• Thus TV controls both size of jumps and geometry of boundaries.

• Extensions to vector-valued functions

• Color TV: Blomgren-C 98; Ringach-Sapiro, Kimmel-Sochen

drdsfdxufnR

ru

)(||}{

Page 6: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

The Image Restoration ProblemA given Observed image z

Related to True Image u

Through Blur K

And Noise n

Blur+NoiseInitial Blur

Inverse Problem: restore u, given K and statistics for n.

Keeping edges sharp and in the correct location is a key problem !

nuKz

Page 7: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Total Variation Restoration

2||||2

1)()(min zKuuTVuf

u

0n

uGradient flow:

)(||

)( *zKKuKu

uugut

anisotropic diffusion data fidelity

dxuuTV ||)(

* First proposed by Rudin-Osher-Fatemi ’92.

* Allows for edge capturing (discontinuities along curves).

* TVD schemes popular for shock capturing.

Regularization:

Variational Model:

Page 8: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Comparison of different methods for signal denoising & reconstruction

Page 9: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Image Inpainting (Masnou-Morel; Sapiro et al 99) Disocclusion

Graffiti Removal

Page 10: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Unified TV Restoration & Inpainting model

EDE

dxdyuudxdyuuJ ,||2

||][ 20

,0)(||

0

uuu

ue

.0; ,,DzEz

e

(C- J. Shen 2000)

Page 11: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

TV Inpaintings: disocclusion

Page 12: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Examples of TV Inpaintings

Where is the Inpainting Region?

Page 13: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

TV Zoom-in

Inpaint Region: high-res points that are not low-res pts

Page 14: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Edge Inpainting

edge tube T

No extra data are needed. Just inpaint!

Inpaint region: points away from Edge Tubes

Page 15: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Extensions

• Color (S.H. Kang thesis 02)• “Euler’s Elastica” Inpainting (C-Kang-Shen 01)

– Minimizing TV + Boundary Curvature

• “Mumford-Shah” Inpainting (Esedoglu-Shen 01)– Minimizing boundary + interior smoothness:

S S

SudSu 2

,||(min

Page 16: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 17: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 18: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Geometric Regularization

• Minimizing surface area of boundaries and/or volume of objects

• Well-studied in differential geometry: curvature-driven flows

• Crucial: representation of surface & volume• Need to allow merging and pinching-off of

surfaces• Powerful technique: level set methodology

(Osher/Sethian 86)

Page 19: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Level Set Representation (S. Osher - J. Sethian ‘87)

Inside C

Outside C

Outside C0

0

0

0C

nn

n

||

,||

Normal

divKCurvaturen

Example: mean curvature motion

* Allows automatic topology changes, cusps, merging and breaking.

• Originally developed for tracking fluid interfaces.

0),(|),( yxyxC

C= boundary of an open domain

Page 20: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Application: “active contour”

Initial Curve Evolutions Detected Objects

objects theof boundaries on the stop tohas curve the

in objectsdetect to curve a evolve

: imagean giving

0

0

uC

u

Page 21: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Basic idea in classical active contours

Curve evolution and deformation (internal forces):

Min Length(C)+Area(inside(C)) Boundary detection: stopping edge-function (external forces)

Example:

0)(lim , ,0

tgggt

puGug

||1

1|)(|

00

Snake model (Kass, Witkin, Terzopoulos 88)

1

0

1

0

2 |)))(((||)('|)(inf dssCIgdssCCFC

1

0

|)))(((||)('|2)(inf dssCIgsCCFC

Geodesic model (Caselles, Kimmel, Sapiro 95)

Page 22: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Limitations - detects only objects with sharp edges defined by gradients

- the curve can pass through the edge

- smoothing may miss edges in presence of noise

- not all can handle automatic change of topology

Examples

Page 23: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

A fitting term “without edges”

)(

220

2

)(

10 ||||CoutsideCinside

dxdycudxdycu

where Cuaveragec

Cuaveragec

outside )(

inside )(

02

01

Fit > 0 Fit > 0 Fit > 0 Fit ~ 0

Minimize: (Fitting +Regularization)

Fitting not depending on gradient detects “contours without gradient”

Page 24: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

)( )(

220

210

21,,

||||

))((||),,(inf21

Cinside Coutside

Ccc

dxdycudxdycu

CinsideAreaCCccF

An active contour model “without edges”

Fitting + Regularization terms (length, area)

C = boundary of an open and bounded domain

|C| = the length of the boundary-curve C

(C. + Vese 98)

Page 25: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Mumford-Shah Segmentation 89

S S

SudSuuu ))(||(min 22

,0

S=“edges”

MS reg: min boundary + interior smoothness

CV model = p.w. constant MS

Page 26: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Variational Formulations and Level Sets(Following Zhao, Chan, Merriman and Osher ’96)

The Heaviside function

The level set formulation of the active contour model

0),( :),( yxyxC

0 if ,0

0 if ,1)(

H

dxdyHCinsideArea

HC

)())((

|)(|||Length

dxdyHcyxudxdyHcyxu

dxdyHHccF

ccFcc

))(1(|),(|)(|),(|

)(|)(|),,(

),,(inf

220

210

21

21,, 21

))),((1()),((),( 21 yxHcyxHcyxu

Page 27: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

The Euler-Lagrange equations

),,(inf 21, ,21

ccFcc

dxdyH

dxdyHu

cdxdyH

dxdyHu

c))(1(

))(1(

)( ,)(

)(

)(0

2

0

1

),,(for Equation yxt

),(),,0(

)()(||

)(

0

220

210

yxyx

cucudivt

2 1 andfor Equations cc

Using smooth approximations for the Heaviside and Delta functions

Page 28: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Advantages

Automatically detects interior contours!

Works very well for concave objects

Robust w.r.t. noise

Detects blurred contours

The initial curve can be placed anywhere!

Allows for automatical change of topolgy

Experimental ResultsC of Evolution ),( Averages 21 cc

Page 29: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

A plane in a noisy environment

Europe nightlights

Page 30: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

0

0

2

1

0

0

2

1

0

0

2

1

0

0

2

1

0

0

4-phase segmentation2 level set functions

2-phase segmentation1 level set function

}0{

:Curves

}0{}0{

:Curves

21

Multiphase level set representations and partitions allows for triple junctions, with no vacuum and no overlap of phases phases 2 ),...,( 1

nn

Page 31: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Example: two level set functions and four phases

|)(||)(|

))(1))((1(||)())(1(||

))(1)((||)()(||),(

Energy

))(1))((1()())(1(

))(1)(()()(

vectorConstant ),,,(

functionsset level The ),(

21

212

000212

010

212

100212

110),(

21002101

21102111

00011011

21

HH

dxdyHHcudxdyHHcu

dxdyHHcudxdyHHcucFInf

HHcHHc

HHcHHcu

ccccc

c

0,0 ,0,0 ,0,0 ,0,0

:segmentsor phases 4 ),( functionsset level 2

21212121

21

Page 32: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

Phase 11 Phase 10 Phase 01 Phase 00

mean(11)=45 mean(10)=159 mean(01)=9 mean(00)=103

An MRI brain image

Page 33: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

S S

SudSfuu ))(||(min 22

,

Page 34: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.

References for PDE & Level Sets in Imaging

* IEEE Tran. Image Proc. 3/98, Special Issue on PDE Imaging

* J. Weickert 98: Anisotropic Diffusion in Image Processing

* G. Sapiro 01: Geometric PDE’s in Image Processing

• Aubert-Kornprost 02: Mathematical Aspects of Imaging Processing

• Osher & Fedkiw 02: “Bible on Level Sets”

• Chan, Shen & Vese Jan 03, Notices of AMS

Page 35: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 36: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 37: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 38: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 39: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 40: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 41: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 42: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 43: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 44: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 45: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 46: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 47: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 48: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.
Page 49: Total Variation and Geometric Regularization for Inverse Problems Regularization in Statistics September 7-11, 2003 BIRS, Banff, Canada Tony Chan Department.