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MCMC-BASED IMAGE RECONSTRUCTION WITH UNCERTAINTY QUANTIFICATION*

机译:具有不确定性量化的基于MCMC的图像重建*

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摘要

The connection between Bayesian statistics and the technique of regularization for inverse problems has been given significant attention in recent years. For example,Bayes' law is frequently used as motivation for variational regularization methods of Tikhonov type. In this setting,the regularization function corresponds to the negative-log of the prior probability density;the fit-to-data function corresponds to the negative-log of the likelihood;and the regularized solution corresponds to the maximizer of the posterior density function,known as the maximum a posteriori(MAP)estimator of the unknown,which in our case is an image. Much of the work in this direction has focused on the development of techniques for efficient computation of MAP estimators(or regularized solutions). Less explored in the inverse problems community,and of interest to us in this paper,is the problem of sampling from the posterior density. To do this,we use a Markov chain Monte Carlo(MCMC)method,which has previously appeared in the Bayesian statistics literature,is straightforward to implement,and provides a means of both estimation and uncertainty quantification for the unknown. Additionally,we show how to use the preconditioned conjugate gradient method to compute image samples in cases where direct methods are not feasible. And finally,the MCMC method provides samples of the noise and prior precision(inverse-variance)parameters,which makes regularization parameter selection unnecessary. We focus on linear models with independent and identically distributed Gaussian noise and define the prior using a Gaussian Markov random field. For our numerical experiments,we consider test cases from both image deconvolu-tion and computed tomography,and our results show that the approach is effective and surprisingly computationally efficient,even in large-scale cases.
机译:近年来,贝叶斯统计与反问题正则化技术之间的联系受到了广泛关注。例如,贝叶斯定律经常被用作提克霍诺夫类型的变分正则化方法的动机。在此设置下,正则化函数对应于先验概率密度的负对数;拟合数据函数对应于似然性的负对数;正则化解对应于后验概率函数的最大化,称为未知数的最大后验(MAP)估计量,在我们的例子中是图像。这方面的许多工作都集中在有效计算MAP估计量(或正则化解)的技术的开发上。在反问题社区中,从后验密度采样的问题较少,而在本文中我们感兴趣的是。为此,我们使用了一种马尔可夫链蒙特卡洛(MCMC)方法,该方法先前已出现在贝叶斯统计文献中,易于实现,并且提供了对未知数进行估计和不确定性量化的方法。另外,我们展示了在直接方法不可行的情况下如何使用预处理的共轭梯度方法来计算图像样本。最后,MCMC方法提供了噪声样本和先验精度(反方差)参数,这使得无需选择正则化参数。我们关注具有独立且均匀分布的高斯噪声的线性模型,并使用高斯马尔可夫随机场定义先验。对于我们的数值实验,我们同时考虑了图像去卷积和计算机断层扫描的测试案例,我们的结果表明,即使在大规模案例中,该方法也是有效的,并且出乎意料的是在计算上也很有效。

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