Geometry, Imaging and Computing

Geometry, Imaging and Computing

A short note to myself: There is the new journal “Geometry, Imaging and Computing” published by International Press which looks interesting for papers inbetween computer vision and computer graphics.

 

Open PhD position in applied analysis, mathematical imaging, inverse problems

I have an open position for a Scientific Assistant/PhD student available. The salary is according to TV-L EG 13. (Don’t know what that means? Have a look here.). The position starts at 01.09.2013 (earlier start is possible) and is initially limited to two years; further extension is possible and for a PhD student, at least three years are planned.

Candidates should

• have a degree (Masters or Diploma) in mathematics above average,
• have very good knowledge in numerical mathematics and functional analysis,
• have good knowledge in scientific computing or optimization,
• know German well and
• have strong interest in applied mathematics. Also, bring a high commitment for scientific research.

The responsibilities include

• participation in teaching and
• independent but supervised research in field of applied mathematics (especially mathematical imaging and inverse problems).

Please send applications including CV, copies of certificates and letters of recommendation (if any) in electronic form directly to me. Deadline is the 30.06.2013.

If you would like to post the job advertisement at you bulletin board, here’s the pdf file.

 

Existence of minimizers for the Horn-Schunck functional for optical flow

This term I am particularly busy as I am writing a book about variational methods in imaging. The book will be a textbook and I am writing it parallel to a lecture I am currently teaching. (And it is planned that Kristian Bredies, the co-author, teaches the same stuff next term – then there will be another few month of editing, so it will be at least a year until publishing.)

In the book we will treat variational approaches to a variety of basic imaging problems. Of course we treat denoising and deblurring but there will also be sections about image interpolation, segmentation and optical flow. In the first part of the book, we present the variational problem and model them properly in Lebesgue and Sobolev spaces and of course in the space . Some effort goes into the analysis of the models and the first step is usually to establish existence of solutions, i.e. minimizers of the respective minimization problems. The work horse is the direct method in the calculus of variations and we mainly use the method for convex functionals in Banach spaces.

When I started the section on optical flow I noticed that I hadn’t thought about existence of minimizers before and moreover, most papers and books do not treat this issue. Let’s recall the method of Horn and Schunck to calculate the optical flow:

For two images , defined on a domain one seeks a flow field such that the describes the apparent motion that has happened between both images. Assuming that the points keep their gray value during motion (an assumption known as the brightness constancy constraint) and linearizing this assumption one arrives at the condition

(where is the time between the images and ). First, this does not give enough equations to determine and secondly, points with are problematic.

Horn and Schunck proposed to loose the constraint and to enforce some smoothness of the flow field : Their model was to minimize

for some parameter weighting smoothness of (large ) against the brightness constancy constraint (small ). A little bit more general one could choose exponents and and minimize

To apply the direct method to obtain existence of minimizers of one ensures

1. properness, i.e. there is some such that is finite,
2. convexity of ,
3. lower semi-continuiuty of and
4. coercivity of .

To check these things one has to choose an appropriate space to work in. It seems reasonable to choose . Then properness of is easy (consider , of course assuming that ). Convexity is also clear and for lower semi-continuity one has to work a little more, but that is possible if, e.g., is bounded. Coercivity is not that clear and in fact is not coercive in general.

Example 1 (Non-coercivity of the Horn-and-Schunck-model) Simply consider for some . Then . Set and note that while stays bounded (in fact constant).

I just checked the book “Mathematical problems in Imaging” by Gilles Aubert and Pierre Kornprobst and in Section 5.3.2 they mention that the Horn and Schunck model is not coercive. They add another term to which is roughly a weighted norm of which ensures coercivity. However, it turns out that coercivity of is true under a mild assumption of . The idea can be found in a pretty old paper by Christoph Schnörr which is called “ Determining Optical Flow for Irregular Domains by Minimizing Quadratic Functionals of a Certain Class” (Int. J. of Comp. Vision, 6(1):25–38, 1991). His argument works for :

Theorem 1 Let be a bounded Lipschitz domain, with such that and are linearly independent in and let . Then it holds that defined by

is coercive.

Proof: Now consider such that . Now we decompose the components of into the constant parts and and the “zero-mean”-part and . First consider that is unbounded, i.e. there is subsequence (also denoted by ) such that . By Sobolev embedding and the \href{http://en.wikipedia.org/wiki/Poincar inequality}, we get that .

Now consider bounded and hence, unbounded mean values . Using a subsequence, we assume that . Now we use

and estimate the first term from below, noticing that and are constants, by

Since and are linearly independent, it holds that and we conclude that implies that . Together with~(1) and boundedness of we obtain that . Since for every subsequence of we get another subsequence such that , the same conclusion holds for the whole sequence, showing coercivity of .

Basically the same arguments works for optical flow, i.e. coercivity of

However, I do not know yet what happens for and if the result on coercivity is “sharp” in the sense that linear independence of and is necessary. Also, I don’t know yet what is true in dimensions higher than .

 

A digital mathematical library for the whole world

Although I think that most readers of this blog also follow “What’s new” , I could not help to share the most recent post there also here. Yesterday, Terry Tao featured a guest post by nobody less than the present president of the International Mathematical Union (IMU), Ingrid Daubechies.

The post is “Planning for the World Digital Mathematical Library” and, in a nutshell, Ingrid Daubechies present the plans of the IMU to build a new online digital library for mathematics and asks the math community for input to make this library most useful using the best of the available technology. Go and read the post. Then start thinking about how you work with mathematical literature (How do you find it? How do you use it? Do you archive it for yourself? Do you rely on other online databases? How do you communicate about articles and books with others?). This quickly generates ideas for the mathematical library: Errata could be tracked automatically, one could have a way to archive notes for articles you read directly linked to the article/book, these notes could be public, semi-public or shared within some community, the library could be used to have reliable and unified identifiers for bibliographies (no more taking care or messy merging of bibtex-files),… So go ahead and provide your input – this can be big.

 

OPTPDE – A Collection of Problems in PDE-Constrained Optimization

If you are working on optimization with partial differential equations as constraints, you may be interested in the website

“OPTPDE – A Collection of Problems in PDE-Constrained Optimization”, http://www.optpde.net.

If you have developed an algorithm which can handle a certain class of optimization problems you need to do evaluations and tests on how well the method performs. To do so, you need well constructed test problems. This could be either problems where the optimal solution is known analytically our problems where the solution is known with a rigorous error bound obtained with a bullet-proof solver. Both things are not always easy to obtain and OPTPDE shall serve as a resource for such problems. It has been designed by Roland Herzog, Arnd Rösch, Stefan Ulbrich and Winnifried Wollner.

The generation of test instance for optimization problems seems quite important to me and indeed, several things can go wrong if this is not done right. Frequently, one sees tests for optimization routines on problems where the optimal solution is not known. Since there are usually different ways to express optimality conditions it is not always clear how to check for optimality; even more so, if you only check for “approximate optimality”, e.g. up to machine precision. A frequently observed effect is a kind of “trusted method bias”. By this I mean that an optimal solution is calculated by some trusted method and comparing the outcome of the tested routine with this solution. However, the trusted method uses some stopping criterion usually based on some specific set of formulations of optimality conditions and these can be different from what the new method has been tuned to. And most often, the stopping criteria do not give a rigorous error bound for the solution or the optimal objective value.

For sparse reconstruction problems, I dealt with this issue in “Constructing test instance for Basis Pursuit Denoising” (preprint available here) but I think this methodology could be used for other settings as well.

 

Comparing shapes: metric measure spaces

Here I continue my previous post on methods to compare shapes. In that post we started with different metrics between two probability measures and defined on the same set , namely the Prokhorov metric and the Wasserstein metric. Then we also had a look on the Hausdorff metric which measures the distance between two compact subsets and of a metric space and finally considered the Gromov-Hausdorff metric between two metric spaces and . Our tools have been

• set couplings of and , i.e. subsets such that for all there such that and for all there is such that ,
• metric couplings of and , i.e. metrics on the disjoint union of and such that if and are in and if and are in . In fact, one could also work with semi-metrics , i.e. they do not need to be positive definite, and
• measure couplings of and , i.e. measures on such that and for all -/-measurable set and , respectively.

Now we make the next (and final) step and compare metric spaces and which are both equipped with a measure. These objects are known as metric measure spaces or mm-spaces and are formally defined as follows:

Definition 1 (mm-space) A metric measure space is a tripel consisting a compact metric space and a Borel probability measure on .

Note that sometimes it is included that has full support (i.e., equal to ) in the definition of an mm-space, but it seems that not everybody does it like that.

1. Comparing mm-spaces: Gromov-Wasserstein

Our question is: How to we compare two mm-spaces and ? The plan is simply to augment the previous versions of the Gromov-Hausdorff distances defined in my previos post here and here by something which takes the measures on the respective metric spaces into account. We recall both formulations of the Gromov-Hausdorff distance: The first is

where the infimum is taken over all set couplings of and and metric couplings of and , and the second is

where the infimum is also taken over all set couplings of and .

Basically, we have already seen what we should do to build a metric between mm-spaces. The idea is: if there were some “natural measure” for any set coupling of and , then we would simply define the distance between and as

(as a generalization of (1)) and

(as a generalization of (2)). In both cases we can have . Note that the obvious modification for leads to something very similar to the Gromov-Hausdorff metrics.

But indeed there are “natural measures” on the set couplings of and : At least for the full coupling there are the measure couplings of and ! (One does not need to consider smaller set couplings since this can be taken into account by the measure couplings; they do not need to have full support anyway.)

Applying this idea to the version (1) of the Gromov-Hausdorff metric we arrive at the following expression, which can be called Gromov-Wasserstein metric,

where the infimum is taken over all measure couplings of and and all metric couplings of and .

Starting from the version (2) of the Gromov-Hausdorff metric we arrive at another formulation:

where the infimum is taken over all measure couplings of and .

While both versions of the Gromov-Hausdorff metric for compact metric spaces where equal, the same is not true for both generalizations to mm-spaces: In his paper Memoli proves that and gives an example (right after Remark 5.14) where strict inequality holds.

2. Comparing mm-spaces: Gromov-Prokhorov

Instead of starting from the Gromov-Hausdorff distance between metric spaces and augmenting their definition with something that takes the measures into account, we could also start from the “>Prokhorov metric between probability measures and augment the definition with something that takes the metric into account. In fact there are also two possibilities to do so: In the appendix of his paper, Memoli quotes this version (from this paper by Greven, Pfaffelhuber and Winter) of a metric between mm-spaces which we call Gromov-Prokhorov metric

where the infimum is taken over all measure couplings of and and all metric couplings of and .

The next version (also from the same paper by Greven, Pfaffelhuber and Winter where it was called Eurandom metric) is

where the infimum is taken over all measure couplings only.

3. A very simple example

The calculation of the proposed metrics by hand can be quite cumbersome. Let’s look at the simplest example.

We consider metric spaces (with the euclidean metric) accompanied with the measures and for some points and . In this case the is only one measure coupling of and , namely

Now it is easy to calculate the variant (4) of the Gromov-Wasserstein metric:

Let’s have a look at the variant (3): Since there is only one measure coupling, the metric is

As we have learned in Example 4 in the previous post, we can find a metric coupling of and that brings the points in and in arbitrarily close together (by embedding both and into some such that these points are only -far away from each other). Hence, we see that we have

similarly to .

Now let’s look at the Gromov-Prokhorov metric from (5). Again we only have one measure coupling and we get

Since the measure coupling is a Dirac, we can evaluate

As observed previously, there are metric couplings which bring the points and arbitrarily close together, and hence for any there is a metric coupling such that which shows that

Finally, consider the second variant of the Gromov-Prokhorov metric from (6). Since we only have the one measure coupling we have

Evaluating the tensored Dirac delta is easy: We have that is either one or zero and it is one if and only if the point is in the set that is measured. However, we have that is, of course, always zero (and never larger than any ). Hence, the measure is always zero and hence, this version of the Gromov-Prokhorov distance also gives

Note that all four metrics can not see that the two Diracs are at different points. The reason seems to be, that one can “deform the metric space outside of the support of the measures” arbitrarily, in some sense.

It seems, that the computation of and were easier, since one needs to know all measure couplings and no metric couplings has been involved.

4. Next difficult example: Compare some mm-space to a point

Ok, we have seen that mm-spaces which carry their measure in just a single point all look alike in both versions of the Gromov-Wasserstein metric and also in both versions of the Gromov-Prokhorov metric. Let’s look at a slightly more difficult example: We consider some mm-space and want to calculate its distance to a single point, i.e. the mm-space with the only possible metric and measure. This should somehow measure the “size” or “spread” of the mm-space .

First, we need to know all measure couplings and all metric couplings between these spaces. The measure couplings are very easy: There is just one, namely

(i.e. all subsets of are treated as if they were subsets of ). Concerning metric couplings, there are a few more. We allow semi-metrics on the disjoint union : Since should respect the metric on we see that all metric couplings are parametrized by the points in by identifying (the element in ) with this point , i.e. all metric couplings are of the form defined by

(This only gives semi-metrics since we have although, formally .)

Let’s calculate the first Gromov-Wasserstein metric: There is only one measure coupling and we use the parametrization of the metric couplings to deduce

This quantity seems to be known as “minimal -th central moment” of .

The second variant of the Gromov-Wasserstein metric is (remember, there is only one measure coupling)

This quantity (without the factor ) is called the “-diameter” of .

Let’s turn to the Gromov-Prokhorov metrics. The first one is (remember, that the metric couplings are parametrized by the points in )

If this looks familiar, then you may have encountered the Ky-Fan metric already? The Ky-Fan metric is a metric between random variables and defined of the same probability space with values in a metric space with metric . It reads as

Hence, the first version of the Gromov-Prokhorov metric is

i.e., the minimal Ky-Fan metric between the identity mapping and the constant mappings. (In other words, it measures how far the identity is from the constant mappings in the sense of Ky Fan.)

The second variant of the Gromov-Prokhorov metric is (remember, the only measure coupling is )

I do not have a neat name or a good intuition for this metric yet (although it also looks like it measures “size” or “non-localization” of in some sense). If you have one, let me know!

 

A mathematical social network?

A while ago (about 2009 I think), when I was a freshly baked Juniorprofessor, I was joking with a colleague that it felt a bit awkward to still be part of studiVZ (a social network for students that was very populuar in Germany at that time – I think actually a Facebook clone). Being a bit smug about our new positions we thought that there should be something like profVZ for guys like us.

Not precisely in the same direction but somehow related: I heard in this post be Peter that the AMS is working on some online community for mathematicians. Go and read the post in which Peter argues why this is a great idea.

By the way: The German pendant of the AMS, the DMV, already has a default social network for all its members (I blogged on this in an earlier post). This is pretty hard to find on the DMV homepage and it seems that almost nobody is using it for anything (except the few people who contribute to the forum). If I see correctly, the DMV social network is using the JomSocial software, a community tool for Joomla! sites. It looks like JomSocial has quite some flexibility and a lot of tools available. However, I have no idea if this could be adapted in a reasonable way to the needs of a mathematical social network (whatever they are, precisely). The AMS has produced great tools already (just think of looking up papers and references in MathSciNet) and I expect that a AMS social network can be great too. However, I would prefer if such an initiative would be run by a worldwide organization, i.e. the IMU, basically just to emphasize that the social network is intended for the whole mathematics community. Anyway: I think that the mathematical community can greatly benefit from a professional social network and that this could be much more useful than the other general ones (just as MathSciNet is in general much more useful for a mathematician than Google Scholar is).