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Scalable Bayesian Uncertainty Quantification in Imaging Inverse Problems via Convex Optimization

DOI:10.1137/18M1173629 期刊:SIAM Journal on Imaging Sciences 出版年份:2019 更新时间:2025-09-19 17:15:36
摘要: We propose a Bayesian uncertainty quanti?cation method for large-scale imaging inverse problems. Our method applies to all Bayesian models that are log-concave, where maximum a posteriori (MAP) estimation is a convex optimization problem. The method is a framework to analyze the con?dence in speci?c structures observed in MAP estimates (e.g., lesions in medical imaging, celestial sources in astronomical imaging), to enable using them as evidence to inform decisions and conclusions. Precisely, following Bayesian decision theory, we seek to assert the structures under scrutiny by performing a Bayesian hypothesis test that proceeds as follows: ?rst, it postulates that the structures are not present in the true image, and then seeks to use the data and prior knowledge to reject this null hypothesis with high probability. Computing such tests for imaging problems is generally very di?cult because of the high dimensionality involved. A main feature of this work is to leverage probability concentration phenomena and the underlying convex geometry to formulate the Bayesian hypothesis test as a convex problem, which we then e?ciently solve by using scalable optimization algorithms. This allows scaling to high-resolution and high-sensitivity imaging problems that are computationally una?ordable for other Bayesian computation approaches. We illustrate our methodology, dubbed BUQO (Bayesian Uncertainty Quanti?cation by Optimization), on a range of challenging Fourier imaging problems arising in astronomy and medicine. MATLAB code for the proposed uncertainty quanti?cation method is available on GitHub.
作者: Audrey Repetti,Marcelo Pereyra,Yves Wiaux
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To propose a scalable Bayesian uncertainty quantification method for large-scale imaging inverse problems, specifically to analyze confidence in structures observed in MAP estimates (e.g., lesions or celestial sources) by formulating a Bayesian hypothesis test as a convex optimization problem.

The BUQO method provides a scalable framework for Bayesian uncertainty quantification in high-dimensional imaging inverse problems by formulating hypothesis tests as convex optimization problems. It efficiently handles large-scale problems that are computationally prohibitive for other methods like MCMC. Applications in radio astronomy and MRI demonstrate its ability to assess confidence in image structures, with results showing increased certainty with higher sampling ratios and lower noise levels. Future work should address model calibration and extensions to nonlinear problems.

The method is limited to log-concave Bayesian models. It assumes convexity of the set S and may have slow convergence in practice. Numerical approximations prevent exact zero distances, requiring a tolerance threshold (e.g., η=3%). The approach does not generalize to non-convex problems or non-log-concave models. Model misspecification and approximation errors are inherent, and the method may not provide accurate probability statements for real-world applications due to subjective model choices.

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