Sampling: 60 years after Shannonbig · Piecewise-constant functions ϕ( x) = rect(x) = ... A...

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Sampling: 60 years after Shannon Michael Unser Biomedical Imaging Group EPFL, Lausanne Switzerland Plenary talk, DSP2009, Santorini, Greece, July 2009 1- SAMPLING: 50 years after Shannon 2 ! Shannonʼs sampling theory (40ʼs) ! Generalized sampling using splines (70ʼs and 90ʼs) ! Consistent sampling (noise-free scenario) (90ʼs) Analog/physical world Discrete domain Signal subspace sampling interpolation Continuous signals: L 2 (R) Discrete signals: 2 (Z) reconstruction algorithms denoising signal processing ... Universal

Transcript of Sampling: 60 years after Shannonbig · Piecewise-constant functions ϕ( x) = rect(x) = ... A...

Page 1: Sampling: 60 years after Shannonbig · Piecewise-constant functions ϕ( x) = rect(x) = ... A smoothing spline estimator provides the MMSE estimation of a continuously-defined signal

Sampling: 60 years after Shannon

Michael UnserBiomedical Imaging GroupEPFL, LausanneSwitzerland

Plenary talk, DSP2009, Santorini, Greece, July 2009

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SAMPLING: 50 years after Shannon

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! Shannonʼs sampling theory                   (40ʼs)! Generalized sampling using splines          (70ʼs and 90ʼs)! Consistent sampling (noise-free scenario) (90ʼs)

Analog/physical world Discrete domain

Signal subspacesampling

interpolation

Continuous signals: L2(R)

Discrete signals: �2(Z)

reconstruction algorithms

denoising

signal processing

...

Universal

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SAMPLING: 60 years after Shannon

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! Shannonʼs sampling theory                   (40ʼs)! Generalized sampling using splines          (70ʼs and 90ʼs)! Consistent sampling (noise-free scenario) (90ʼs)

Analog/physical world Discrete domain

Signal subspacesampling

interpolation

Continuous signals: L2(R)

Discrete signals: �2(Z)

reconstruction algorithms

denoising

signal processing

...

! Regularized sampling (for noisy data)         (00ʼs)! Sampling with sparsity constraints              ... 

Universal

Constrained(prior knowledge)

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Shannonʼs sampling reinterpreted

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×analysis synthesis

sampling

ϕ(x)

k∈Zδ(x− k)

f(x) ∈ L2 f(x)f(x)ϕ(−x)

anti-aliasing filter ideal filter

!! Generating function:

!! Subspace of bandlimited functions:

!! Analysis:

!! Synthesis:

ϕ(x) = sinc(x)

V (ϕ) = span{ϕ(x− k)}k∈Z

f(k) = �sinc(x − k), f(x)�

f(x) =�

k∈Z

f(k) sinc(x− k)

Orthogonal projection operator !

Orthogonal basis: �sinc(x − k), sinc(x − l)� = δk−l

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Fundamental sampling questions

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! Q1: Are there alternative choices of representations?ANSWER: Yes, of course!Specification of reconstruction space

! Q2: How good is the representation/signal reconstruction?ANSWER: Approximation theoryRate of decay of the error as sampling step goes to zero

! Q3: How should we formulate the reconstruction problem?! Noise-free: consistent (but, not exact) reconstruction! Noisy data: regularized sampling

smoothness and/or sparsity constraints! Q4: Can we design fast/efficient algorithms?! Q5: Can we specify optimal reconstruction spaces/solutions?

ANSWER: Yes, under specific conditions! Q6: Should we redesign the whole system?

Compressive sensing ...

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Part 1: Sampling theory and splines

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More general generating function

→ βn(x) (polynomial B-spline of degree n)sinc(x) → ϕ(x)

1 2 3 4 5

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Justifications for using (B-)splines

Ease of use: short, piecewise-polynomial basis functions

Generality: progressive transition from piecewise-constant (n = 0) to bandlimitted (n→∞)

Improved performance: best cost/quality tradeoff

Optimal from a number of perspectives

- Approximation theory: shortest basis functions for a given order of approximation

- Link with differential operators (Green functions)

- Variational properties

- Minimum Mean Square Error estimators for certain classes of stochastic processes

- Fundamental role in wavelet theory

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PRELIMINARIES! Function and sequence spaces! Shift-invariant subspaces! Splines and operators

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Continuous-domain signals

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Fourier transform

Integral definition: f(ω) =�

x∈Rf(x)e−jωxdx

Parseval relation: �f�2L2

=12π

ω∈R|f(ω)|2dω

Mathematical representation: a function of the continuous variable x ∈ R

Lebesgue’s space of finite-energy functions

L2(R) =�

f(x), x ∈ R :�

x∈R|f(x)|2dx < +∞

L2-inner product: �f, g� =�

x∈Rf(x)g∗(x)dx

L2-norm: �f�L2 =��

x∈R|f(x)|2dx

�1/2

=��f, f�

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Discrete-domain signals

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Discrete-time Fourier transform

z-transform: A(z) =�

k∈Za[k]z−k

Fourier transform: A(ejω) =�

k∈Za[k]e−jωk

Mathematical representation: a sequence indexed by the discrete variable k ∈ Z

Space of finite-energy sequences

�2(Z) =

�a[k], k ∈ Z :

k∈Z|a[k]|2 < +∞

�2-norm: �a��2 =

��

k∈Z|a[k]|2

�1/2

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Shift-invariant spaces

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A · �c��2 ≤���

k∈Z c[k]ϕ(x− k)��

L2� �� ��f�L2

≤ B · �c��2

Orthonormal basis ⇔ aϕ[k] = δk ⇔ Aϕ(ejω) = 1 ⇔ �c��2 = �f�L2(Parseval)

Riesz-basis condition

Positive-definite Gram sequence: 0 < A2 ≤ Aϕ(ejω) ≤ B2 < +∞

Integer-shift-invariant subspace associated with a generating function ϕ (e.g., B-spline):

V (ϕ) =

�f(x) =

k∈Zc[k]ϕ(x− k) : c ∈ �2(Z)

Generating function: ϕ(x) F←→ ϕ(ω) =�

x∈Rϕ(x)e−jωxdx

Autocorrelation (or Gram) sequence

aϕ[k] �= �ϕ(·),ϕ(·− k)� F←→ Aϕ(ejω) =�

n∈Z|ϕ(ω + 2πn)|2

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Example of reconstruction spaces

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bandlimited functions

ϕ(x) = sinc(x)�

n∈Z|ϕ(ω + 2πn)|2 = 1 ⇔ the basis is orthonormal

aϕ[k] = δk ⇔ the basis is orthonormal

!2 !1 1 2

1Polynomial splines of degree n

ϕ(x) = βn(x) = (β0 ∗ β0 · · · ∗ β0

� �� �(n+1) times

)(x)

Autocorrelation sequence: aβn [k] = (βn ∗ βn)(x)|x=k = β2n+1(k)

Piecewise-constant functions

ϕ(x) = rect(x) = β0(x)

Proposition. The B-spline of degree n, βn(x), generates a Riesz basis with lower andupper Riesz bounds A = infω{Aβn(ejω)} ≥

�2π

�n+1and B = supω{Aβn(ejω)} = 1.

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Cardinal L-splines

L{·}: differential operator (translation-invariant)δ(x): Dirac distribution

DefinitionThe continuous-domain function s(x) is called a cardinal L-spline iff.

L{s}(x) =�

k∈Za[k]δ(x− k)

Location of singularities = spline knots (integers)

Generalization: includes polynomial splines as particular case (L = dN

dxN )

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Example: piecewise-constant splines

■ Spline-defining operators

■ Piecewise-constant or D-spline

■ B-spline function

Continuous-domain derivative: D =ddx

←→ jω

Discrete derivative: ∆+{·} ←→ 1− e−jω

s(x) =�

k∈Zs[k]β0

+(x− k) D{s}(x) =�

k∈Z

∆+s(k)����a[k] δ(x− k)

β0+(x) = ∆+D−1{δ}(x) ←→ 1− e−jω

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Basic sampling problem

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signal coefficientsRiesz-basis propertyContinuous-domain reconstruction

acquisition device

sampling Discrete measurements:

Reconstructionalgorithm

{c[k]}k∈Z

f(x) ∈ L2(R)noise

+ g[k] = (h ∗ f)(x)|x=k + n[k]

Sampling system

Constraints(prior

knowledge)

Goal: Specify a set of constraints, a reconstruction space and a recon-struction algorithm so that f(x) is a good approximation of f(x)

f(x) =�

k∈Zc[k]ϕ(x− k)

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VARIATIONAL RECONSTRUCTION

! Regularized interpolation! Generalized smoothing splines! Optimal reconstruction space! Splines and total variation

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Regularized interpolation (Ideal sampler)

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Given the noisy data g[k] = f(k) + n[k], obtain an estimation f of f that is

1. (piecewise-) smooth to reduce the effect of noise (regularization)

2. consistent with the given data (data fidelity)

L: Differential operator used to quantify lack of smoothness; e.g., D = ddx or D2

Φ(·): Increasing potential function used to penalize non-smooth solutions (e.g., Φ(u) = |u|2)

λ ≥ 0: Regularization parameter to strike a balance between “smoothing” and “consistency”

Variational formulation

fλ = arg minf∈V (ϕ)

J(f, g;λ),

J(f, g;λ) =�

k∈Z|g[k]− f(k)|2

� �� �Data Fidelity Term

RΦ(|L{f}(x)|) dx

� �� �Regularization

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Regularized fit: Smoothing splines

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Smoothing spline filter

[Schoenberg, 1973; U., 1992]

Discrete, noisy input:

g[k] = f(k) + n[k]

Theorem: The solution (among all functions) of the smoothing spline problem

minf(x)

��

k∈Z|g[k]− f(k)|2 + λ

� +∞

−∞|Dmf(x)|2dx

is a cardinal polynomial spline of degree 2m − 1. Morever, its B-spline coefficientscan be obtained by suitable recursif filtering of the input samples g[k].

c[k] = (hλ ∗ g)[k]

Polynomial spline reconstruction: fλ(x) =�

k∈Zc[k]βn(x− k)

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Draftman’s spline: m = 2 and λ→ 0.Minimum curvature interpolant is a cubic spline!

Photo courtesy of Carl De Boor

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Generalized smoothing spline

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L: Spline-defining differential operator

[U.-Blu, IEEE-SP, 2005]

Theorem: The solution (among all functions) of the smoothing spline problem

minf(x)

��

k∈Z|g[k]− f(k)|2 + λ

� +∞

−∞|Lf(x)|2dx

is a cardinal L∗L spline. The solution can calculated as

fλ(x) =�

k∈Z(hλ ∗ g)[k]ϕL(x− k)

where ϕL is an “optimal” B-spline generator and hλ a corresponding digital recon-struction filter parametrized by λ.

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Variational reconstruction: optimal discretization

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Optimal digital reconstruction filter

Hλ(z) =1

BL(z) + λQ(z)with BL(z) =

k∈ZϕL(k)z−k

Definition: ϕL is an optimal generator with respect to L iff

• it generates a shift-invariant Riesz basis {ϕL(x− k)}k∈Z

• ϕL is a cardinal L∗L-spline; i.e., there exists a sequence q[k] s.t.

L∗L{ϕL}(x) =�

k∈Zq[k]δ(x− k).

Short support: ϕL can be chosen of size 2N where N is the order of the operator

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Stochastic optimality of splines

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Stationary processes

A smoothing spline estimator provides the MMSE estimation of a continuously-defined signal f(x)given its noisy samples iff L is the whitening operator of the process and λ = σ2

σ20

[Unser-Blu, 2005].

Advantages: the spline machinery often yields a most efficient implementation:shortest basis functions (B-splines) together with recursive algorithms (especially in 1D).

Fractal processes

Fractional Brownian motion (fBm) is a self-similar process of great interest for the modeling of natural

signals and images. fBms are non-stationary, meaning that the Wiener formalism is not applicable

(their power spectrum is not defined !).

Yet, using a distributional formalism (Gelfand’s theory of generalized stochastic processes), it can be

shown that these are whitened by fractional derivatives.

The optimal MSE estimate of a fBm with Hurst exponent H is a fractional smoothing spline of order

γ = 2H + 1: L(ω) = (jω)γ/2[Blu-Unser, 2007].

Special case: the MMSE estimate of the Wiener process (Brownian motion) is a linear spline (γ = 2).

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Generalization: non-quadratic data term

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[Ramani-U., IEEE-IP, 2008]

Note: similar optimality results apply for the non-ideal sampling problem

Theorem. If ϕL is optimum with respect to L and a solution exists, then the optimum

reconstruction over ALL continuously-defined functions f is such that

minf

J(f, g) = minf∈V (ϕL)

J(f, g).

Hence, there is an optimal solution of the form�

k∈Z c[k]ϕL(x−k) that can be found

by DISCRETE optimization.

General cost function with quadratic regularization

J(f, g) = Jdata(f, g) + λ�Lf�2L2(Rd)

Jdata(f, g): arbitrary, but depends on the input data g[k] and the samples {f(k)}k∈Z only

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Splines and total variation

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[Mammen, Van de Geer, Annals of Statistics, 1997]

More complex algorithm (current topic of research)

Variational formulation with TV-type regularization

f = arg minf∈L2(R)

J(f, g),

J(f, g) =�

k∈Z|g[k]− f(k)|2

� �� �Data Fidelity Term

R|Dn{f}(x)|1 dx

� �� �TV{Dn−1f}

Theorem: The above optimization problem admits a solution that is a non-uniformspline of degree n− 1 with adaptive knots.

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Part 2: From smoothness to sparsity

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�Lf�22 �Lf�1

e.g., �Df�1 = TV{f} (total variation)

Signal domain

Wavelet domain

�Wf�0

(Sobolev-type norm)

(Besov norm)

Compressive sensing theory

Sparsity index (non-convex)

�Wf�1

Choices of regularization functionals

- Aim: Penalize non-smooth (or highly oscillation) solutions

- Limitation of quadratic regularization: over-penalizes sharp signal transitions

∼ �f�B11(L1(R))Φ(u) p = 2

p→ 0

1

0.5

u

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SAMPLING AND SPARSITY

! Wavelets yield sparse representations! Theory of compressive sensing! Wavelet-regularized solution of general

linear inverse problems! Biomedical imaging examples

! 3D deconvolution! Parallel MRI

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Wavelet bases of L2Family of wavelet templates (basis functions)

ψi,k(x) = 2−i/2ψ

�x− 2ik

2i

Orthogonal wavelet basis

�ψi,k,ψj,l� = δi−j,k−l ⇔ W−1 = WT

Analysis: wi[k] = �f,ψi,k� (wavelet coefficients)

Reconstruction: ∀f(x) ∈ L2(R), f(x) =�

i∈Z

k∈Zwi[k] ψi,k(x)

Vector/matrix notation

Discrete signal: f = (· · · , c[0], c[1], c[2], · · · )

Wavelet coefficients: w = (· · · , w1[0], w1[1], · · · , w2[0], · · · )

Analysis formula: w = WT f

Synthesis formula: f = Ww =�

k

wkψk

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Wavelets yield sparse decompositions

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Wavelet transform

Inverse wavelet transform

Discarding “small coefficients”

Theory of compressive sensing

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[Donoho et al., 2005 Candès-Tao, 2006, ...]

Generalized sampling setting (after discretization)

Linear inverse problem: u = Hf + n

Sparse representation of signal: f = WTv with �v�0 = K � Nv

Nu ×Nv system matrix : A = HWT

Formulation of ill-posed recovery problem when 2K < Nu � Nv

(P0) minv�u−Av�22 subject to �v�0 ≤ K

Theoretical result

Under suitable conditions on A (e.g., restricted isometry), the solution is uniqueand the recovery problem (P0) is equivalent to:

(P1) minv�u−Av�22 subject to �v�1 ≤ C1

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Sparsity and l1-minimization

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v1

v2

�2-ball: |v1|2 + |v2|2 = Constant

�1-ball: |v1| + |v2| = Constant

minv

��u−Av�2�2 + λ �v��1

�⇔ min

v�u−Av�2�2 subject to �v��1 = C1

smallest “weighted” �2-distance to u

(u1, u2)

Prototypical inverse problem

minv

��u−Av�2�2 + λ �v�2�2

�⇔ min

v�u−Av�2�2 subject to �v��2 = C2

Elliptical norm: �u−Av�22 = (v − u)T AT A(v − u) with u = A−1u

Solving general linear inverse problems

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H: system matrix (image formation)

n: additive noise component

Space-domain measurement model

g = Hf + n

Convex optimization problem

w = arg minw

��g −Aw�2

2 + λ�w��1

�with A = HW

orf = arg min

f

��g −Hf�2

2 + λ�WTf��1

Wavelet-regularized signal recovery

Wavelet expansion of signal: f = Ww

Data term: �g −Hf�22 = �g −HWw�22

Wavelet-domain sparsity constraint: �w��1 ≤ C1

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Alternating minimization: ISTA

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Proof of convergence: (Daubechies, Defrise, De Mol, 2004)

Convex cost functional: J(f) = �g −Hf�22 + λ�WT

f�1

Special cases

Classical least squares: λ = 0 ⇒ f = (HTH)−1

HTg

Landweber algorithm: fn+1 = fn + γHT (g −Hfn) (steepest descent)

Pure denoising: H = I ⇒ f = W Tλ{WTg} (Chambolle et al., IEEE-IP 1998)

λ

2

u

v = Tλ(u)

Iterative Shrinkage-Thresholding Algorithm (ISTA)

1. Initialization (n← 0), f0 = g

2. Landweber update: z = fn + γHT (g −Hfn)

3. Wavelet denoising: w = WTz, w = Tγλ{w} (soft threshold)

4. Signal update: fn+1 ←Ww and repeat from Step 2 until convergence

(Figueiredo, Nowak, IEEE-IP 2003)

Fast multilevel wavelet-regularized deconvolution

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0 5 10 15 20 255

6

7

8

9

Time (sec)

SNR

I (dB

)

FTLTL

0 5 10 15 20 255

6

7

8

9

Time (sec)

SNR

I (dB

)

FTLTL

Shannon wavelets 9/7 wavelets

(Vonesch-Unser, IEEE-IP, 2009)

Key features of multilevel wavelet deconvolution algorithm (ML-ISTA)

Acceleration by one order of magnitude with respect to state-of-the art algorithm (ISTA)(multigrid iteration strategy)

Applicable in 2D or 3D:first wavelet attempt for the deconvolution of 3D fluorescence micrographs

Works for any wavelet basis

Typically outperforms oracle Wiener solution (best linear algorithm)

ML-ISTA

ISTA

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Deconvolution of 3D fluorescence micrographs

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ML-ISTA 5 iterationsWidefield micrograph

ISTA 5 iterations384×288×32 stack (maximum-intensity projections); sample: fibroblast cells;staining: actine filaments in green (Phalloidin-Alexa488), vesicles and nucleus membrane in red (DiI);objective: 63× plan-apochromat 1.4 NA oil-immersion;diffraction-limited PSF model; initialization: measured data.

3D fluorescence microscopy experiment

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Confocal referenceML-ISTA 15 iterationsInput data

(open pinhole) ISTA 15 iterations

Maximum-intensity projections of 512×352×96 image stacks;

Zeiss LSM 510 confocal microscope with a 63× oil-immersion objective;

C. Elegans embryo labeled with Hoechst, Alexa488, Alexa568;

each channel processed separately; computed PSF based on diffraction-limited model;

separable orthonormalized linear-spline/Haar basis.

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Preliminary results with parallel MRI

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Simulated parallel MRI experimentShepp-Logan brain phantom4 coils, undersampled spiral acquisition, 15dB noise

Backprojection

Spac

e

�1 wavelet regularizationL2 regularization (CG)

(M. Guerquin-Kern, BIG)

NCCBI collaboration with K. Prüssmann, ETHZ

Fresh try at ISMRM reconstruction challenge

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L2 regularization (Laplacian) �1 wavelet regularization

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Sampling-related problems and formulations

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Variational MMSE TV Sparsity

Ideal sampling

Optimal discretization and solutionSmoothing

spline

Optimal discretization and solution

Hybrid Wiener filter

Optimal solution space

Nonuniform spline

Exact solution (for ortho basis)Soft-threshold

Generalized sampling

Direct numerical solution

Digital filtering

GaussianMAP

Iterative TV deconvolution

Numerical optimizationMulti-level,

iterated, threshold

Linear inverse problems

Numerical, matrix-form

solutionCG (iterative)

GaussianMAP

Iterative TV reconstruction

Numerical optimization

Iterated thresholding

Level of complexity

�1-norm

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CONCLUSION! Generalized sampling

! Unifying Hilbert-space formulation: Riesz basis, etc.! Approximation point of view: projection operators! Increased flexibility; closer to real-world systems! Generality: nonideal sampling, interpolation, etc...

! Regularized sampling! Regularization theory: smoothing splines! Stochastic formulation: hybrid form of Wiener filter! Non-linear techniques (e.g., TV)

! Quest for the “best” representation space! Optimal choice determined by regularization operator L! Spline-like representation; compactly-supported basis functions! Not bandlimited !

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CONCLUSION (Contʼd)! Sampling with sparsity constraints

! Requires sparse signal representation (wavelets)! Theory of compressed sensing! Qualitatively equivalent to non-quadratic regularization (e.g. TV)! Challenge: Can we re-engineer the acquisition process in order to

sample with fewer measurements?

! Further research issues! Fast algorithms for l1-constrained signal reconstruction! CS: beyond toy problems

real-word applications of the “compressed” part of theory! Strengthening the link with spline theory! Better sparsifying transforms of signal and images:

tailored basis functions, rotation-invariance, ...

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Acknowledgments

Many thanks to" Prof. Thierry Blu" Prof. Akram Aldroubi" Dr. Philippe Thévenaz" Dr. Sathish Ramani" Dr. Cédric Vonesch" Prof. D. Van De Ville" Prof. Yonina Eldar

+ many other researchers, and graduate students

! Preprint and demos at: http://bigwww.epfl.ch/

EPFLʼs Biomedical Imaging Group

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BibliographySampling theory and splines

M. Unser, A. Aldroubi, “A General Sampling Theory for Nonideal Acquisition Devices,” IEEE Trans Signal Pro-cessing, vol. 42, no. 11, pp. 2915-2925, 1994.

M. Unser, “Sampling—50 Years After Shannon,” Proc. IEEE, vol. 88, no. 4, pp. 569-587, 2000.

M. Unser, “Splines: A Perfect Fit for Signal and Image Processing,” IEEE Signal Processing Magazine, vol. 16,no. 6, pp. 22-38, 1999.

Regularized sampling

M. Unser, T. Blu, “Generalized Smoothing Splines and the Optimal Discretization of the Wiener Filter,” IEEETrans. Signal Processing, vol. 53, no. 6, pp. 2146-2159, 2005.

Y.C. Eldar, M. Unser, “Nonideal Sampling and Interpolation from Noisy Observations in Shift-Invariant Spaces,”

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