Random tree Besov priors – Towards fractal imaging

We propose alternatives to Bayesian a priori distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors but correspond to well defined infinite-dimensional random variables, and can be approximated by finite-dimensional random variables. We introduce a new wavelet-based model, where the non zero coefficient are chosen in a systematic way so that prior draws have certain fractal behaviour. We show that realisations of this new prior take values in some Besov spaces and have singularities only on a small set τ that has a certain Hausdorff dimension. We also introduce an efficient algorithm for calculating the MAP estimator, arising from the the new prior, in denoising problem.

[1]  Samuel Karlin,et al.  A First Course on Stochastic Processes , 1968 .

[2]  A. Stuart,et al.  The Bayesian Approach to Inverse Problems , 2013, 1302.6989.

[3]  Andrew M. Stuart,et al.  Inverse problems: A Bayesian perspective , 2010, Acta Numerica.

[4]  Benoit B. Mandelbrot,et al.  The inescapable need for fractal tools in finance , 2005 .

[5]  Maarten Jansen,et al.  Noise Reduction by Wavelet Thresholding , 2001 .

[6]  S. Lasanen,et al.  Measurements and infinite‐dimensional statistical inverse theory , 2007 .

[7]  M. Dashti,et al.  Rates of contraction of posterior distributions based on p-exponential priors , 2018, Bernoulli.

[8]  Markus Reiss,et al.  Asymptotic equivalence for nonparametric regression with multivariate and random design , 2006, math/0607342.

[9]  A. Stuart,et al.  MAP estimators and their consistency in Bayesian nonparametric inverse problems , 2013, 1303.4795.

[10]  Martin Vetterli,et al.  Adaptive wavelet thresholding for image denoising and compression , 2000, IEEE Trans. Image Process..

[11]  A. Stuart,et al.  Besov priors for Bayesian inverse problems , 2011, 1105.0889.

[12]  S. Siltanen,et al.  Can one use total variation prior for edge-preserving Bayesian inversion? , 2004 .

[13]  Bruce J. West,et al.  FRACTAL PHYSIOLOGY AND CHAOS IN MEDICINE , 1990 .

[14]  H. Triebel Function Spaces and Wavelets on Domains , 2008 .

[15]  H. Triebel Theory Of Function Spaces , 1983 .

[16]  Mikko Alava,et al.  Branching Processes , 2009, Encyclopedia of Complexity and Systems Science.

[17]  D. L. Donoho,et al.  Ideal spacial adaptation via wavelet shrinkage , 1994 .

[18]  Li Lan,et al.  Fractal analysis of mammographic parenchymal patterns in breast cancer risk assessment. , 2007, Academic radiology.

[19]  Benoit B. Mandelbrot,et al.  Parallel cartoons of fractal models of finance , 2005 .

[20]  Russell M. Brown Global Uniqueness in the Impedance-Imaging Problem for Less Regular Conductivities , 1996 .

[21]  Antonin Chambolle,et al.  Nonlinear wavelet image processing: variational problems, compression, and noise removal through wavelet shrinkage , 1998, IEEE Trans. Image Process..

[22]  Jack A Tuszynski,et al.  Automatic prediction of tumour malignancy in breast cancer with fractal dimension , 2016, Royal Society Open Science.

[23]  H. Haario,et al.  Markov chain Monte Carlo methods for high dimensional inversion in remote sensing , 2004 .

[24]  Y. Meyer Wavelets and Operators , 1993 .

[25]  D. Abásolo,et al.  Use of the Higuchi's fractal dimension for the analysis of MEG recordings from Alzheimer's disease patients. , 2009, Medical Engineering and Physics.

[26]  Erkki Somersalo,et al.  Linear inverse problems for generalised random variables , 1989 .

[27]  I. Daubechies,et al.  An iterative thresholding algorithm for linear inverse problems with a sparsity constraint , 2003, math/0307152.

[28]  Matti Lassas. Eero Saksman,et al.  Discretization-invariant Bayesian inversion and Besov space priors , 2009, 0901.4220.

[29]  Levent Sendur,et al.  Bivariate shrinkage functions for wavelet-based denoising exploiting interscale dependency , 2002, IEEE Trans. Signal Process..

[30]  B. Silverman,et al.  Wavelet thresholding via a Bayesian approach , 1998 .

[31]  Daniela Calvetti,et al.  A Gaussian hypermodel to recover blocky objects , 2007 .

[32]  M. Yaffe,et al.  Characterisation of mammographic parenchymal pattern by fractal dimension. , 1990, Physics in medicine and biology.

[33]  A. Lejay,et al.  A Threshold Model for Local Volatility: Evidence of Leverage and Mean Reversion Effects on Historical Data , 2017, International Journal of Theoretical and Applied Finance.

[34]  Daniela Calvetti,et al.  Hypermodels in the Bayesian imaging framework , 2008 .

[35]  P. Pigato Extreme at-the-money skew in a local volatility model , 2019, Finance and Stochastics.

[36]  R. Mauldin,et al.  Random recursive constructions: asymptotic geometric and topological properties , 1986 .

[37]  A. Tempelman,et al.  On Hausdorff Dimension of Random Fractals , 2001 .

[38]  M. Lassas,et al.  Hierarchical models in statistical inverse problems and the Mumford–Shah functional , 2009, 0908.3396.

[39]  Tapio Helin,et al.  On infinite-dimensional hierarchical probability models in statistical inverse problems , 2009, 0907.5322.

[40]  T. Wong,et al.  Measurement of macular fractal dimension using a computer-assisted program. , 2014, Investigative ophthalmology & visual science.

[42]  J. Hokanson,et al.  Diagnostic capabilities of fractal dimension and mandibular cortical width to identify men and women with decreased bone mineral density , 2012, Osteoporosis International.