First Order Algorithms in Variational Image Processing

Robust PCA via Regularized Reaper with a Matrix-Free Proximal Algorithm

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called reaper, aims to find the principal components by solving a convex optimization problem. Usually the number of principal components must be determined in advance and the minimization is performed over symmetric positive semi-definite matrices having the size of the data, although the number of principal components is substantially smaller. This prohibits its use if the dimension of the data is large which is often the case in image processing. In this paper, we propose a regularized version of reaper which enforces the sparsity of the number of principal components by penalizing the nuclear norm of the corresponding orthogonal projector. If only an upper bound on the number of principal components is available, our approach can be combined with the L-curve method to reconstruct the appropriate subspace. Our second contribution is a matrix-free algorithm to find a minimizer of the regularized reaper which is also suited for high-dimensional data. The algorithm couples a primal-dual minimization approach with a thick-restarted Lanczos process. This appears to be the first efficient convex variational method for robust PCA that can handle high-dimensional data. As a side result, we discuss the topic of the bias in robust PCA. Numerical examples demonstrate the performance of our algorithm.

Variational Multiscale Nonparametric Regression: Algorithms and Implementation

Many modern statistically efficient methods come with tremendous computational challenges, often leading to large-scale optimisation problems. In this work, we examine such computational issues for recently developed estimation methods in nonparametric regression with a specific view on image denoising. We consider in particular certain variational multiscale estimators which are statistically optimal in minimax sense, yet computationally intensive. Such an estimator is computed as the minimiser of a smoothness functional (e.g., TV norm) over the class of all estimators such that none of its coefficients with respect to a given multiscale dictionary is statistically significant. The so obtained multiscale Nemirowski-Dantzig estimator (MIND) can incorporate any convex smoothness functional and combine it with a proper dictionary including wavelets, curvelets and shearlets. The computation of MIND in general requires to solve a high-dimensional constrained convex optimisation problem with a specific structure of the constraints induced by the statistical multiscale testing criterion. To solve this explicitly, we discuss three different algorithmic approaches: the Chambolle-Pock, ADMM and semismooth Newton algorithms. Algorithmic details and an explicit implementation is presented and the solutions are then compared numerically in a simulation study and on various test images. We thereby recommend the Chambolle-Pock algorithm in most cases for its fast convergence. We stress that our analysis can also be transferred to signal recovery and other denoising problems to recover more general objects whenever it is possible to borrow statistical strength from data patches of similar object structure.

Nonsmooth Convex Optimization for Structured Illumination Microscopy Image Reconstruction

In this paper, we propose a new approach for structured illumination microscopy image reconstruction. We first introduce the principles of this imaging modality and describe the forward model. We then propose the minimization of nonsmooth convex objective functions for the recovery of the unknown image. In this context, we investigate two data-fitting terms for Poisson-Gaussian noise and introduce a new patch-based regularization method. This approach is tested against other regularization approaches on a realistic benchmark. Finally, we perform some test experiments on images acquired on two different microscopes.