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Bayesian methods for Inverse problems of imagingsystems
Ali Mohammad-DjafariLaboratoire des Signaux et Systemes,
UMR8506 CNRS-SUPELEC-UNIV PARIS SUD 11SUPELEC, 91192 Gif-sur-Yvette, France
http://lss.supelec.free.frEmail: [email protected]
http://djafari.free.frSeminar at EECE Dept of the Tehran University,
December 8, 2014
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 1/68
Content
1. Inverse problems examples in imaging science
2. Classical methods: Generalized inversion and Regularization
3. Bayesian approach for inverse problems
4. Prior modeling- Gaussian, Generalized Gaussian (GG), Gamma, Beta,- Gauss-Markov, GG-Marvov- Sparsity enforcing priors (Bernouilli-Gaussian, B-Gamma,Cauchy, Student-t, Laplace)
5. Full Bayesian approach (Estimation of hyperparameters)
6. Hierarchical prior models
7. Bayesian Computation and Algorithms for Hierarchical models
8. Gauss-Markov-Potts family of priors
9. Applications and case studies
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 2/68
Seeing outside of a body: Making an image with a camera,
a microscope or a telescope
f(x, y) real scene
g(x, y) observed image
Forward model: Convolution
g(x, y) =
∫∫f(x′, y′)h(x− x′, y − y′) dx′ dy′ + ǫ(x, y)
h(x, y): Point Spread Function (PSF) of the imaging system
Inverse problem: Image restoration
Given the forward model H (PSF h(x, y)))and a set of data g(xi, yi), i = 1, · · · ,Mfind f(x, y)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 3/68
Making an image with an unfocused cameraForward model: 2D Convolution
g(x, y) =
∫∫f(x′, y′)h(x− x′, y − y′) dx′ dy′ + ǫ(x, y)
f(x, y) h(x, y) +
ǫ(x, y)
g(x, y)
Inversion: Image Deconvolution or Restoration
?⇐=
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 4/68
Making an image of the interior of a body
❨
Passive Imaging
object
r
rrr
r
r
r
r
rrrr
r
r
r
r
r
rrr
r
r
r
r
rrrr
r
r
r
r
object
waveIncident
Active Imaging
Measurement
waveIncident
object
Reflection
Measurement
waveIncident
object
Transmission
Forward problem: Knowing the object predict the dataInverse problem: From measured data find the object
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 5/68
Seeing inside of a body: Computed Tomography
f(x, y) a section of a real 3D body f(x, y, z)
gφ(r) a line of observed radiographe gφ(r, z)
Forward model:Line integrals or Radon Transform
gφ(r) =
∫
Lr,φ
f(x, y) dl + ǫφ(r)
=
∫∫f(x, y) δ(r − x cosφ− y sinφ) dx dy + ǫφ(r)
Inverse problem: Image reconstruction
Given the forward model H (Radon Transform) anda set of data gφi
(r), i = 1, · · · ,Mfind f(x, y)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 6/68
Computed Tomography: Radon Transform
Forward: f(x, y) −→ g(r, φ)Inverse: f(x, y) ←− g(r, φ)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 7/68
Microwave or ultrasound imaging
Measurs: diffracted wave by the object g(ri)Unknown quantity: f(r) = k20(n
2(r)− 1)Intermediate quantity : φ(r)
g(ri) =
∫∫
D
Gm(ri, r′)φ(r′) f(r′) dr′, ri ∈ S
φ(r) = φ0(r) +
∫∫
D
Go(r, r′)φ(r′) f(r′) dr′, r ∈ D
Born approximation (φ(r′) ≃ φ0(r′)) ):
g(ri) =
∫∫
D
Gm(ri, r′)φ0(r
′) f(r′) dr′, ri ∈ S
Discretization :g= GmFφ
φ= φ0 +GoFφ−→
g = H(f )with F = diag(f)H(f) = GmF (I −GoF )−1φ0
Object
Incidentplane Wave
x
y
z
Measurementplane
rr'
r
r
r
r
r
r
r
r
r
r
rr
r
r
r
φ0 (φ, f)
g
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 8/68
Fourier Synthesis in different imaging systems
G(ωx, ωy) =
∫∫f(x, y) exp [−j (ωxx+ ωyy)] dx dy
v
u
v
u
v
u
v
u
X ray Tomography Diffraction Eddy current SAR & Radar
Forward problem: Given f(x, y) compute G(ωx, ωy)Inverse problem : Given G(ωx, ωy) on those algebraic lines,cercles or curves, estimate f(x, y)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 9/68
Invers Problems: other examples and applications
X ray, Gamma ray Computed Tomography (CT)
Microwave and ultrasound tomography
Positron emission tomography (PET)
Magnetic resonance imaging (MRI)
Photoacoustic imaging
Radio astronomy
Geophysical imaging
Non Destructive Evaluation (NDE) and Testing (NDT)techniques in industry
Hyperspectral imaging
Earth observation methods (Radar, SAR, IR, ...)
Survey and tracking in security systems
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 10/68
3. General formulation of inverse problems and classical
methods
General non linear inverse problems:
g(s) = [Hf(r)](s) + ǫ(s), r ∈ R, s ∈ S
Linear models:
g(s) =
∫∫f(r)h(r, s) dr + ǫ(s)
If h(r, s) = h(r − s) −→ Convolution.
Discrete data:
g(si) =
∫∫h(si, r) f(r) dr + ǫ(si), i = 1, · · · ,m
Inversion: Given the forward model H and the datag = g(si), i = 1, · · · ,m) estimate f(r)
Well-posed and Ill-posed problems (Hadamard):existance, uniqueness and stability
Need for prior information
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 11/68
Inverse problems: Discretization
g(si) =
∫∫h(si, r) f(r) dr + ǫ(si), i = 1, · · · ,M
f(r) is assumed to be well approximated by
f(r) ≃N∑
j=1
fj bj(r)
with bj(r) a basis or any other set of known functions
g(si) = gi ≃N∑
j=1
fj
∫∫h(si, r) bj(r) dr, i = 1, · · · ,M
g = Hf + ǫ with Hij =
∫∫h(si, r) bj(r) dr
H is huge dimensional
LS solution : f = argminf Q(f) withQ(f) =
∑i |gi − [Hf ]i|
2 = ‖g −Hf‖2
does not give satisfactory result.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 12/68
Inverse problems: Deterministic methodsData matching
Observation modelgi = hi(f) + ǫi, i = 1, . . . ,M −→ g = H(f ) + ǫ
Misatch between data and output of the model ∆(g,H(f ))
f = argminf∆(g,H(f ))
Examples:
– LS ∆(g,H(f )) = ‖g −H(f )‖2 =∑
i
|gi − hi(f)|2
– Lp ∆(g,H(f )) = ‖g −H(f )‖p =∑
i
|gi − hi(f)|p , 1 < p < 2
– KL ∆(g,H(f )) =∑
i
gi lngi
hi(f)
In general, does not give satisfactory results for inverseproblems.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 13/68
Inverse problems: Regularization theory
Inverse problems = Ill posed problems−→ Need for prior information
Functional space (Tikhonov):
g = H(f) + ǫ −→ J(f) = ||g −H(f)||22 + λ||Df ||22
Finite dimensional space (Philips & Towmey): g = H(f ) + ǫ
• Minimum norme LS (MNLS): J(f) = ||g −H(f )||2 + λ||f ||2
• Classical regularization: J(f) = ||g −H(f )||2 + λ||Df ||2
• More general regularization:
J(f) = Q(g −H(f)) + λΩ(Df)or
J(f) = ∆1(g,H(f )) + λ∆2(f ,f∞)Limitations:• Errors are considered implicitly white and Gaussian• Limited prior information on the solution• Lack of tools for the determination of the hyperparameters
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 14/68
Deconvolution example
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Forward: f(t) −→ g(t) = h(t) ∗ f(t) + ǫ(t)
Inverse: f(t) ←− g(t)
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Inverse Filtering Wiener Regularization
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 15/68
Image restoration examplef f g
original f PSF h Blurred & noisy gfh fh fh
Wiener f Quadratic reg. f L1 reg. f
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 16/68
Inversion: Probabilistic methods
Taking account of errors and uncertainties −→ Probability theory
Maximum Likelihood (ML)
Minimum Inaccuracy (MI)
Probability Distribution Matching (PDM)
Maximum Entropy (ME) and Information Theory (IT)
Bayesian Inference (Bayes)
Advantages:
Explicit account of the errors and noise
A large class of priors via explicit or implicit modeling
A coherent approach to combine information content of thedata and priors
Limitations:
Practical implementation and cost of calculation
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 17/68
4. Bayesian inference for inverse problems
M : g = Hf + ǫ
Observation modelM + Hypothesis on the noise ǫ −→p(g|f ;M) = pǫ(g −Hf)
A priori information p(f |M)
Bayes : p(f |g;M) =p(g|f ;M) p(f |M)
p(g|M)
Link with regularization :
Maximum A Posteriori (MAP) :
f = argmaxfp(f |g) = argmax
fp(g|f) p(f)
= argminf− ln p(g|f)− ln p(f)
with Q(g,Hf ) = − ln p(g|f) and λΩ(f) = − ln p(f)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 18/68
Case of linear models and Gaussian priorsg = Hf + ǫ
Hypothesis on the noise: ǫ ∼ N (0, σ2ǫ I)
p(g|f) ∝ exp
[−
1
2σ2ǫ
‖g −Hf‖2]
Hypothesis on f : f ∼ N (0, σ2fI)
p(f) ∝ exp
[−
1
2σ2f
‖f‖2
]
A posteriori:
p(f |g) ∝ exp
[−
1
2σ2ǫ
(‖g −Hf‖2 +
σ2ǫ
σ2f
‖f‖2
)]
MAP : f = argmaxf p(f |g) = argminf J(f)
with J(f) = ‖g −Hf‖2 + λ‖f‖2, λ = σ2ǫ
σ2f
Advantage : characterization of the solution
f |g ∼ N (f , P ) with f =(HtH + λI
)−1Htg, P = σ2
ǫ
(HtH + λI
)−1
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 19/68
MAP estimation with other priors:
f = argminfJ(f ) with J(f ) = ‖g −Hf‖2 + λΩ(f)
Separable priors:
Gaussian:p(fj) ∝ exp
[−α|fj|
2]−→ Ω(f) = ‖f‖2 = α
∑j |fj |
2
Gamma:p(fj) ∝ fα
j exp [−βfj] −→ Ω(f) = α∑
j ln fj + βfj Beta:
p(fj) ∝ fαj (1− fj)
β −→ Ω(f) = α∑
j ln fj +β∑
j ln(1− fj)
Generalized Gaussian:p(fj) ∝ exp [−α|fj|
p] , 1 < p < 2→ Ω(f) = α∑
j |fj|p,
Markovian models:
p(fj|f) ∝ exp
−α
∑
i∈Nj
φ(fj, fi)
−→ Ω(f) = α
∑
j
∑
i∈Nj
φ(fj , fi),
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 20/68
MAP estimation and Compressed Sensing
g = Hf + ǫ
f = Wz
W a code book matrix, z coefficients
Gaussian:
p(z) = N (0, σ2zI) ∝ exp
[− 1
2σ2z
∑j |zj|
2]
J(z) = − ln p(z|g) = ‖g −HWz‖2 + λ∑
j |zj |2
Generalized Gaussian (sparsity, β = 1):
p(z) ∝ exp[−λ∑
j |zj |β]
J(z) = − ln p(z|g) = ‖g −HWz‖2 + λ∑
j |zj |β
z = argminz J(z) −→ f = Wz
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 21/68
Bayesian Estimation: Two simple priors
Example 1: Linear Gaussian case:
p(g|f , θ1) = N (Hf , θ1I)p(f |θ2) = N (0, θ2I)
−→ p(f |g,θ) = N (f , P )
with f = (H ′H + λI)−1H ′g
P = θ1(H′H + λI)−1, λ = θ1
θ2
f = argminfJ(f) with J(f) = ‖g −Hf‖22 + λ‖f‖22
Example 2: Double Exponential prior & MAP:
f = argminfJ(f) with J(f) = ‖g −Hf‖22 + λ‖f‖1
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 22/68
Deconvolution example
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g(t)
Forward: f(t) −→ g(t) = h(t) ∗ f(t) + ǫ(t)
Inverse: f(t) ←− g(t)
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fh(t)fh(t)abs(fh)>tsh
Quadratic Reg. (Gaussian) L1 Reg. (Laplace)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 23/68
Main advantages of the Bayesian approach
MAP = Regularization
Posterior mean ? Marginal MAP ?
More information in the posterior law than only its mode orits mean
Meaning and tools for estimating hyper parameters
Meaning and tools for model selection
More specific and specialized priors, particularly through thehidden variables
More computational tools: Expectation-Maximization for computing the maximum
likelihood parameters MCMC for posterior exploration Variational Bayes for analytical computation of the posterior
marginals ...
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 24/68
Two main steps in the Bayesian approach Prior modeling
Separable:Gaussian, Gamma,Sparsity enforcing: Generalized Gaussian, mixture ofGaussians, mixture of Gammas, ...
Markovian:Gauss-Markov, GGM, ...
Markovian with hidden variables(contours, region labels)
Choice of the estimator and computational aspects MAP, Posterior mean, Marginal MAP MAP needs optimization algorithms Posterior mean needs integration methods Marginal MAP and Hyperparameter estimation need
integration and optimization Approximations:
Gaussian approximation (Laplace) Numerical exploration MCMC Variational Bayes (Separable approximation)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 25/68
5. Prior modeling of signals
Gaussian Generalized Gaussianp(fj) ∝ exp
[−α|fj |
2]
p(fj) ∝ exp [−α|fj|p] , 1 ≤ p ≤ 2
Gamma Betap(fj) ∝ fα
j exp [−βfj] p(fj) ∝ fαj (1− fj)
β
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 26/68
Sparsity enforcing prior models Sparse signals: Direct sparsity
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Sparse signals: Sparsity in a Transform domaine
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A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 27/68
Sparsity enforcing prior models
Simple heavy tailed models: Generalized Gaussian (particular case: Double Exponential) Student-t (particular case: Cauchy) Elastic net
Symmetric Weibull, Symmetric Rayleigh Generalized hyperbolic
Hierarchical mixture models: Mixture of Gaussians Bernoulli-Gaussian
Mixture of Gammas Bernoulli-Gamma Mixture of Dirichlet Bernoulli-Multinomial
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 28/68
Simple heavy tailed models
• Generalized Gaussian ((particular case: Double Exponential)
p(f |γ, β) =∏
j
GG(f j |γ, β) ∝ exp
−γ
∑
j
|f j|β
β = 1 Double exponential or Laplace.0 < β ≤ 1 are of great interest for sparsity enforcing.
• Student-t ((particular case: Cauchy models)
p(f |ν) =∏
j
St(f j|ν) ∝ exp
−ν + 1
2
∑
j
log(1 + f2
j/ν)
Cauchy model is obtained when ν = 1.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 29/68
Mixture models• Mixture of two Gaussians (MoG2) model
p(f |λ, v1, v0) =∏
j
(λN (f j|0, v1) + (1− λ)N (f j |0, v0)
)
• Bernoulli-Gaussian (BG) model
p(f |λ, v) =∏
j
p(f j) =∏
j
(λN (f j |0, v) + (1− λ)δ(f j)
)
• Mixture of Gammas
p(f |λ, v1, v0) =∏
j
(λG(f j |α1, β1) + (1− λ)G(f j|α2, β2)
)
• Bernoulli-Gamma model
p(f |λ, α, β) =∏
j
[λG(f j |α, β) + (1− λ)δ(f j)
]
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 30/68
6. Full Bayesian approachM : g = Hf + ǫ
Forward & errors model: −→ p(g|f ,θ1;M) Prior models −→ p(f |θ2;M) Hyperparameters θ = (θ1,θ2) −→ p(θ|M)
Bayes: −→ p(f ,θ|g;M) = p(g|f ,θ;M) p(f |θ;M) p(θ|M)p(g|M)
Joint MAP: (f , θ) = argmax(f ,θ)p(f ,θ|g;M)
Marginalization 1:
p(f |g;M) =
∫∫p(f ,θ|g;M) dθ −→ f
Marginalization 2:
p(θ|g;M) =
∫∫p(f ,θ|g;M) df −→ θ
Approximate p(f ,θ|g;M) by a separable oneq(f ,θ) = q1(f)q2(θ) and then use them separatelyto find f and θ.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 31/68
Summary of Bayesian estimation 1
Simple Bayesian Model and Estimation
θ2
p(f |θ2)
Prior
⋄
θ1
p(g|f ,θ1)
Likelihood
−→ p(f |g,θ)
Posterior
−→ f
Full Bayesian Model and Hyperparameter Estimation
↓ α,β
Hyperpraram. model p(θ|α,β)
p(θ2)
p(f |θ2)
Prior
⋄
p(θ1)
p(g|f ,θ1)
Likelihood
−→p(f ,θ|g,α,β)
Joint Posterior
−→ f
−→ θ
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 32/68
Summary of Bayesian estimation 2
Marginalization 1
p(f ,θ|g)
Joint Posterior
−→ p(θ|g)
Marginalize over θ
−→ f
Marginalization 2
p(f ,θ|g)
Joint Posterior
−→ p(θ|g)
Marginalize over f
−→ θ −→ p(f |θ,g) −→ f
Variational Bayesian Approximation
p(f ,θ|g) −→VariationalBayesian
Approximation
−→ q1(f) −→ f
−→ q2(θ) −→ θ
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 33/68
Variational Bayesian Approximation
Full Bayesian: p(f ,θ|g) ∝ p(g|f ,θ1) p(f |θ2) p(θ)
Approximate p(f ,θ|g) by q(f ,θ|g) = q1(f |g) q2(θ|g)and then continue computations.
Criterion KL(q(f ,θ|g) : p(f ,θ|g))
KL(q : p) =
∫ ∫q ln q/p =
∫ ∫q1q2 ln
q1q2p
Iterative algorithm q1 −→ q2 −→ q1 −→ q2, · · ·
q1(f) ∝ exp[〈ln p(g,f ,θ;M)〉q2(θ)
]
q2(θ) ∝ exp[〈ln p(g,f ,θ;M)〉q1(f)
]
p(f ,θ|g) −→VariationalBayesian
Approximation
−→ q1(f) −→ f
−→ q2(θ) −→ θ
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 34/68
7. Hierarchical models and hidden variables All the mixture models and some of simple models can be
modeled via hidden variables z.
p(f) =K∑
k=1
αkpk(f) −→
p(f |z = k) = pk(f),P (z = k) = αk,
∑k αk = 1
Example 2: Student-t model
St(f |ν) ∝ exp
[−ν + 1
2log(1 + f2/ν
)]
Infinite mixture
St(f |ν) ∝=
∫ ∞
0N (f |, 0, 1/z)G(z|α, β) dz, with α = β = ν/2
p(f |z) =∏
j p(fj|zj) =∏
j N (fj|0, 1/zj) ∝ exp[−1
2
∑j zjf
2j
]
p(z|α, β) =∏
j G(zj |α, β) ∝∏
j zj(α−1) exp [−βzj ]
∝ exp[∑
j(α− 1) ln zj − βzj
]
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 35/68
Summary of Bayesian estimation 3• Full Bayesian Hierarchical Model with Hyperparameter Estimation
↓ α,β,γ
Hyper prior model p(θ|α,β,γ)
p(θ3)
p(z|θ3)
Hidden variable
⋄
p(θ2)
p(f |z,θ2)
Prior
⋄
p(θ1)
p(g|f ,θ1)
Likelihood
−→ p(f ,z,θ|g)
Joint Posterior
−→ f
−→ z
−→ θ
• Full Bayesian Hierarchical Model and Variational Approximation
↓ α,β,γ
Hyper prior model p(θ|α,β,γ)
p(θ3)
p(z|θ3)
Hidden variable
⋄
p(θ2)
p(f |z, θ2)
Prior
⋄
p(θ1)
p(g|f , θ1)
Likelihood
−→ p(f , z, θ|g)
Joint Posterior
−→
VBAq1(f )q2(z)q3(θ)
−→ f
−→ z
−→ θ
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 36/68
8. Bayesian Computation and Algorithms for Hierarchical
models
Often, the expression of p(f ,z,θ|g) is complex.
Its optimization (for Joint MAP) orits marginalization or integration (for Marginal MAP or PM)is not easy
Two main techniques:MCMC and Variational Bayesian Approximation (VBA)
MCMC:Needs the expressions of the conditionalsp(f |z,θ,g), p(z|f ,θ,g), and p(θ|f ,z,g)
VBA: Approximate p(f ,z,θ|g) by a separable one
q(f ,z,θ|g) = q1(f) q2(z) q3(θ)
and do any computations with these separable ones.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 37/68
Which images I am looking for?
50 100 150 200 250 300
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450
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 38/68
Which image I am looking for?
Gauss-Markov Generalized GM
Piecewize Gaussian Mixture of GM
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 39/68
9. Gauss-Markov-Potts prior models for images
f(r) z(r) c(r) = 1− δ(z(r)− z(r′))
p(f(r)|z(r) = k,mk, vk) = N (mk, vk)
p(f(r)) =∑
k
P (z(r) = k)N (mk, vk) Mixture of Gaussians
Separable iid hidden variables: p(z) =∏
r p(z(r)) Markovian hidden variables: p(z) Potts-Markov:
p(z(r)|z(r′), r′ ∈ V(r)) ∝ exp
γ
∑
r′∈V(r)
δ(z(r) − z(r′))
p(z) ∝ exp
γ∑
r∈R
∑
r′∈V(r)
δ(z(r) − z(r′))
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 40/68
Four different cases
To each pixel of the image is associated 2 variables f(r) and z(r)
f |z Gaussian iid, z iid :Mixture of Gaussians
f |z Gauss-Markov, z iid :Mixture of Gauss-Markov
f |z Gaussian iid, z Potts-Markov :Mixture of Independent Gaussians(MIG with Hidden Potts)
f |z Markov, z Potts-Markov :Mixture of Gauss-Markov(MGM with hidden Potts)
f(r)
z(r)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 41/68
Application of CT in NDTReconstruction from only 2 projections
g1(x) =
∫f(x, y) dy, g2(y) =
∫f(x, y) dx
Given the marginals g1(x) and g2(y) find the joint distributionf(x, y).
Infinite number of solutions : f(x, y) = g1(x) g2(y)Ω(x, y)Ω(x, y) is a Copula:
∫Ω(x, y) dx = 1 and
∫Ω(x, y) dy = 1
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 42/68
Application in CT
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60
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120
g|f f |z z c
g = Hf + ǫ iid Gaussian iid c(r) ∈ 0, 1g|f ∼ N (Hf , σ2
ǫ I) or or 1− δ(z(r) − z(r′))Gaussian Gauss-Markov Potts binary
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 43/68
Proposed algorithm
p(f ,z,θ|g) ∝ p(g|f ,z,θ) p(f |z,θ) p(θ)
General scheme:
f ∼ p(f |z, θ,g) −→ z ∼ p(z|f , θ,g) −→ θ ∼ (θ|f , z,g)
Iterative algorithme:
Estimate f using p(f |z, θ,g) ∝ p(g|f ,θ) p(f |z, θ)Needs optimisation of a quadratic criterion.
Estimate z using p(z|f , θ,g) ∝ p(g|f , z, θ) p(z)Needs sampling of a Potts Markov field.
Estimate θ usingp(θ|f , z,g) ∝ p(g|f , σ2
ǫ I) p(f |z, (mk, vk)) p(θ)Conjugate priors −→ analytical expressions.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 44/68
Results
Original Backprojection Filtered BP LS
Gauss-Markov+pos GM+Line process GM+Label process
20 40 60 80 100 120
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c 20 40 60 80 100 120
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z 20 40 60 80 100 120
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c
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 45/68
Application in Microwave imaging(Linearized Spectral method: Fourier Synthesis)
g(ω) =
∫f(r) exp [−j(ω.r)] dr + ǫ(ω)
g(u, v) =
∫∫f(x, y) exp [−j(ux+ vy)] dx dy + ǫ(u, v)
g = Hf + ǫ
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120
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f(x, y) g(u, v) f IFT f Proposed method
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 46/68
Color (Multi-spectral) image deconvolution
fi(x, y) h(x, y) +
ǫi(x, y)
gi(x, y)
Observation model : gi = Hfi + ǫi, i = 1, 2, 3
?
⇐=
Same segmentation z for the three components fi, i = 1, 2, 3A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 47/68
Images fusion and joint segmentation(with O. Feron)
gi(r) = fi(r) + ǫi(r)p(fi(r)|z(r) = k) = N (mik, σ
2i k)
p(f |z) =∏
i p(fi|z)
p(z) ∝ exp[γ∑
r∈R
∑r′∈V(r) δ(z(r) − z(r′))
]
g1
g2
−→f1
f2
z
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 48/68
Data fusion in medical imaging(with O. Feron)
gi(r) = fi(r) + ǫi(r)p(fi(r)|z(r) = k) = N (mik, σ
2i k)
p(f |z) =∏
i p(fi|z)
p(z) ∝ exp[γ∑
r∈R
∑r′∈V(r) δ(z(r) − z(r′))
]
g1
g2
−→f1
f2
z
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 49/68
Super-Resolution(with F. Humblot)
gi(r) = [DMBfi(r) + ǫi(r)p(fi(r)|z(r) = k) = N (mik, σ
2i k)
p(f |z) =∏
i p(fi|z)
p(z) ∝ exp[γ∑
r∈R
∑r′∈V(r) δ(z(r) − z(r′))
]
?
=⇒
Low Resolution images High Resolution imageA. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 50/68
Joint segmentation of hyper-spectral images
(with N. Bali & A. Mohammadpour)
gi(r) = fi(r) + ǫi(r)p(fi(r)|z(r) = k) = N (mik, σ
2i k), k = 1, · · · ,K
p(f |z) =∏
i p(fi|z)
p(z) ∝ exp[γ∑
r∈R
∑r′∈V(r) δ(z(r) − z(r′))
]
mik follow a Markovian model along the index i
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 51/68
Segmentation of a video sequence of images(with P. Brault)
gi(r) = fi(r) + ǫi(r)p(fi(r)|zi(r) = k) = N (mik, σ
2i k), k = 1, · · · ,K
p(f |z) =∏
i p(fi|zi)
p(z) ∝ exp[γ∑
r∈R
∑r′∈V(r) δ(z(r) − z(r′))
]
zi(r) follow a Markovian model along the index i
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 52/68
Source separation: (with H. Snoussi & M. Ichir)
gi(r) =∑N
j=1Aijfj(r) + ǫi(r)
p(fj(r)|zj(r) = k) = N (mjk, σ2j k)
p(z) ∝ exp[γ∑
r∈R
∑r′∈V(r) δ(z(r) − z(r′))
]
p(Aij) = N (A0ij, σ20 ij)
f g f z
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 53/68
Microwave imaging for breast cancer detection
(with L. Gharsally and B. Duchene)
2 cm
" D$ %
" D& %
12.2 cm
receivers
10 cm
7.5 cm
D' D
breast
S
tumor
skin
" D) %
source
Breast model built up fromMRI scan [Zastrow et al.2008]
64 sources
64 receivers
6 frequencies in the band0.5− 3 GHz
D = Nx × Ny D1 (ǫ1, σ1(S/m)) D2 (ǫ2, σ2(S/m)) D3 (ǫ3, σ3(S/m)) D4 (ǫ3, σ3(S/m))
120 × 120 (10, 0.5) (6.12, 0.11) ([2.46, 60.6], [0.01, 2.28]) (55.3, 1.57)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 54/68
Microwave imaging for breast cancer detection
CSI: Contrast Source Inversion, VBA: Variational Bayesian Approach,MGI: Independent Gaussian mixture, MGM: Gauss-Markov mixture
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 55/68
Optical Diffraction Tomographic imaging
(with H. Ayasso and B. Duchene)
Ω
AAAAAAAAAA
AAAAAAA
AAA
x
y
θ
siliconD2
D1air
γ12
θ1incident wave
observation
D
AAAAAAAAγ12 silicon0.3 µm
0.2 µm
0.11 µmresin
AAAAAAAAγ12 silicon0.5 µm
1 µm
0.14 µmresin
0.5 µmO1
O2
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 56/68
Optical Diffraction Tomographic imaging(with H. Ayasso and B. Duchene)
0
0.05
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y (µm)
x (µm)
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x (µm)
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x (µm)
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χ / k12
Real profile
Bayesian
CSIAA
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AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
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-1 -0.5 0 0.5 1AAAAAAAAAAAA
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y (µm)
y (µm)
x (µm)
y (µm)
χ / k12
y (µm)
x (µm)
0
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x (µm)
x”x”
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 57/68
Acoustic source localization [Ning CHU et al]
Vehicleacousticimagingat 2500Hz
Beamforming
−2 −1.5 −1 −0.5 0 0.5 1 1.5 20
0.5
1
−10
−8
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−2
0
MAP
−2 −1.5 −1 −0.5 0 0.5 1 1.5 20
0.5
1
−10
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−6
−4
−2
0
0A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 58/68
Acoustic source localization (Simulation)
(a) x (m)
y (m
)
−1.2 −1 −0.8 −0.6 −0.4 −0.2 0
0.6
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1
1.1
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−2
0
2
(b) x (m)
y (m
)
−1.2 −1 −0.8 −0.6 −0.4 −0.2 0
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1
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(c) x (m)
y (m
)
−1.2 −1 −0.8 −0.6 −0.4 −0.2 0
0.6
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1
1.1
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−6
−4
−2
0
2
(d) x (m)
y (m
)
−1.2 −1 −0.8 −0.6 −0.4 −0.2 0
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
−12
−10
−8
−6
−4
−2
0
2
Simulation at 2500Hz, 0dB SNR in colored noises, 14dB display: (a)
Source powers (b) Beamforming powers (c) Bayesian MAP inversion and
(d) Proposed VBA inversionA. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 59/68
Conclusions
Bayesian Inference for inverse problems
Different prior modeling for signals and images:Separable, Markovian, without and with hidden variables
Sprasity enforcing priors
Gauss-Markov-Potts models for images incorporating hiddenregions and contours
Two main Bayesian computation tools: MCMC and VBA
Application in different CT (X ray, Microwaves, PET, SPECT)
Current Projects and Perspectives :
Efficient implementation in 2D and 3D cases
Evaluation of performances and comparison between MCMCand VBA methods
Application to other linear and non linear inverse problems:(PET, SPECT or ultrasound and microwave imaging)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 60/68
Current Applications and Perspectives
We use these models for inverse problems in different signal andimage processing applications such as:
Period estimation in biological time series
Signal deconvolution in Proteomic and molecular imaging
X ray Computed Tomography
Diffraction Optical Tomography
Microwave Imaging, Acoustic imaging and sources localization
Synthetic Aperture Radar (SAR) Imaging
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 61/68
Thanks to:Graduated PhD students:1. C. Cai (2013: Multispectral X ray Tomography)2. N. Chu (2013: Acoustic sources localization)3. Th. Boulay (2013: Non Cooperative Radar Target Recognition)4. R. Prenon (2013: Proteomic and Masse Spectrometry)5. Sh. Zhu (2012: SAR Imaging)6. D. Fall (2012: Emission Positon Tomography, Non Parametric
Bayesian)7. D. Pougaza (2011: Copula and Tomography)8. H. Ayasso (2010: Optical Tomography, Variational Bayes)9. S. Fekih-Salem (2009: 3D X ray Tomography)10. N. Bali (2007: Hyperspectral imaging)11. O. Feron (2006: Microwave imaging)12. F. Humblot (2005: Super-resolution)13. M. Ichir (2005: Image separation in Wavelet domain)14. P. Brault (2005: Video segmentation using Wavelet domain)15. H. Snoussi (2003: Sources separation)16. Ch. Soussen (2000: Geometrical Tomography)17. G. Montemont (2000: Detectors, Filtering)18. H. Carfantan (1998: Microwave imaging)19. S. Gautier (1996: Gamma ray imaging for NDT)20. M. Nikolova (1994: Piecewise Gaussian models and GNC)21. D. Premel (1992: Eddy current imaging)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 62/68
Thanks to:
Current PhD students: L. Gharsali (Microwave imaging for Cancer detection) M. Dumitru (Multivariate time series analysis for biological signals) S. AlAli (Electrical imaging of CO2 stocking under the earth)
Master students: A. Cai (Non-circular X ray Tomography) F. Fuc (Multi component signal analysis for biology applications)
Post-Docs: J. Lapuyade (2011: Dimentionality Reduction and multivariate
analysis) S. Su (2006: Color image separation) A. Mohammadpour (2004: HyperSpectral image segmentation)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 63/68
Thanks my colleagues and collaborators
B. Duchene & A. Joisel (L2S) (Inverse scattering and MicrowaveImaging)
N. Gac (L2S) (GPU Implementation) Th. Rodet (L2S) (Computed Tomography)
—————– A. Vabre & S. Legoupil (CEA-LIST), (3D X ray Tomography) E. Barat (CEA-LIST) (Positon Emission Tomography, Non
Parametric Bayesian) C. Comtat (SHFJ, CEA) (PET, Spatio-Temporal Brain activity) J. Picheral (SSE, Supelec) (Acoustic sources localization) D. Blacodon (ONERA) (Acoustic sources separation) J. Lagoutte (Thales Air Systems) (Non Cooperative Radar Target
Recognition) P. Grangeat (LETI, CEA, Grenoble) (Proteomic and Masse
Spectrometry) F. Levi (CNRS-INSERM, Hopital Paul Brousse) (Biological rythms
and Chronotherapy of Cancer)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 64/68
References 11. A. Mohammad-Djafari, “Bayesian approach with prior models which enforce sparsity in signal and
image processing,” EURASIP Journal on Advances in Signal Processing, vol. Special issue on SparseSignal Processing, (2012).
2. A. Mohammad-Djafari (Ed.) Problemes inverses en imagerie et en vision (Vol. 1 et 2),Hermes-Lavoisier, Traite Signal et Image, IC2, 2009,
3. A. Mohammad-Djafari (Ed.) Inverse Problems in Vision and 3D Tomography, ISTE, Wiley and sons,ISBN: 9781848211728, December 2009, Hardback, 480 pp.
4. A. Mohammad-Djafari, Gauss-Markov-Potts Priors for Images in Computer Tomography Resulting toJoint Optimal Reconstruction and segmentation, International Journal of Tomography & Statistics 11:W09. 76-92, 2008.
5. A Mohammad-Djafari, Super-Resolution : A short review, a new method based on hidden Markovmodeling of HR image and future challenges, The Computer Journal doi:10,1093/comjnl/bxn005:,2008.
6. H. Ayasso and Ali Mohammad-Djafari Joint NDT Image Restoration and Segmentation usingGauss-Markov-Potts Prior Models and Variational Bayesian Computation, IEEE Trans. on ImageProcessing, TIP-04815-2009.R2, 2010.
7. H. Ayasso, B. Duchene and A. Mohammad-Djafari, Bayesian Inversion for Optical DiffractionTomography Journal of Modern Optics, 2008.
8. N. Bali and A. Mohammad-Djafari, “Bayesian Approach With Hidden Markov Modeling and MeanField Approximation for Hyperspectral Data Analysis,” IEEE Trans. on Image Processing 17: 2.217-225 Feb. (2008).
9. H. Snoussi and J. Idier., “Bayesian blind separation of generalized hyperbolic processes in noisy andunderdeterminate mixtures,” IEEE Trans. on Signal Processing, 2006.
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 65/68
References 21. O. Feron, B. Duchene and A. Mohammad-Djafari, Microwave imaging of inhomogeneous objects made
of a finite number of dielectric and conductive materials from experimental data, Inverse Problems,21(6):95-115, Dec 2005.
2. M. Ichir and A. Mohammad-Djafari,Hidden markov models for blind source separation, IEEE Trans. on Signal Processing, 15(7):1887-1899,Jul 2006.
3. F. Humblot and A. Mohammad-Djafari,Super-Resolution using Hidden Markov Model and Bayesian Detection Estimation Framework,EURASIP Journal on Applied Signal Processing, Special number on Super-Resolution Imaging:Analysis, Algorithms, and Applications:ID 36971, 16 pages, 2006.
4. O. Feron and A. Mohammad-Djafari,Image fusion and joint segmentation using an MCMC algorithm, Journal of Electronic Imaging,14(2):paper no. 023014, Apr 2005.
5. H. Snoussi and A. Mohammad-Djafari,Fast joint separation and segmentation of mixed images, Journal of Electronic Imaging, 13(2):349-361,April 2004.
6. A. Mohammad-Djafari, J.F. Giovannelli, G. Demoment and J. Idier,Regularization, maximum entropy and probabilistic methods in mass spectrometry data processingproblems, Int. Journal of Mass Spectrometry, 215(1-3):175-193, April 2002.
7. H. Snoussi and A. Mohammad-Djafari, “Estimation of Structured Gaussian Mixtures: The Inverse EMAlgorithm,” IEEE Trans. on Signal Processing 55: 7. 3185-3191 July (2007).
8. N. Bali and A. Mohammad-Djafari, “A variational Bayesian Algorithm for BSS Problem with HiddenGauss-Markov Models for the Sources,” in: Independent Component Analysis and Signal Separation(ICA 2007) Edited by:M.E. Davies, Ch.J. James, S.A. Abdallah, M.D. Plumbley. 137-144 Springer(LNCS 4666) (2007).
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 66/68
References 31. N. Bali and A. Mohammad-Djafari, “Hierarchical Markovian Models for Joint Classification,
Segmentation and Data Reduction of Hyperspectral Images” ESANN 2006, September 4-8, Belgium.(2006)
2. M. Ichir and A. Mohammad-Djafari, “Hidden Markov models for wavelet-based blind sourceseparation,” IEEE Trans. on Image Processing 15: 7. 1887-1899 July (2005)
3. S. Moussaoui, C. Carteret, D. Brie and A Mohammad-Djafari, “Bayesian analysis of spectral mixturedata using Markov Chain Monte Carlo methods sampling,” Chemometrics and Intelligent LaboratorySystems 81: 2. 137-148 (2005).
4. H. Snoussi and A. Mohammad-Djafari, “Fast joint separation and segmentation of mixed images”Journal of Electronic Imaging 13: 2. 349-361 April (2004)
5. H. Snoussi and A. Mohammad-Djafari, “Bayesian unsupervised learning for source separation withmixture of Gaussians prior,” Journal of VLSI Signal Processing Systems 37: 2/3. 263-279 June/July(2004)
6. F. Su and A. Mohammad-Djafari, “An Hierarchical Markov Random Field Model for Bayesian BlindImage Separation,” 27-30 May 2008, Sanya, Hainan, China: International Congress on Image andSignal Processing (CISP 2008).
7. N. Chu, J. Picheral and A. Mohammad-Djafari, “A robust super-resolution approach with sparsityconstraint for near-field wideband acoustic imaging,” IEEE International Symposium on SignalProcessing and Information Technology pp 286–289, Bilbao, Spain, Dec14-17,2011
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 67/68
Current PhD’s and projects
PhD’s:
1. Microwave imaging: PhD Leila Gharsalli (co-supervising B.Duchene)
2. Multivariate and multicomponents biological data processing:PhD Mircea Dumitru (co-supervising F. Levi), ERASYSBIO
3. ANR: HONTOMIN, PhD Safa AlAli, (CO2 stock supervisingusing electrical imaging) (B. Duchne & G. Perruson)
4. New methods for reducing dose in Computed Tomography,PhD Li Wang (N. Gac)
5. Information fusion for radar target recognition, starting PhD,May Abou Chahine, Thales Systemes Aeroports
Post-docs
1. ANR: SURMITO (Optical imaging), S. Mehrab, (B. Duchene)
2. 3D Tomography (SAFRAN), Th. Boulay, (N. Gac)
A. Mohammad-Djafari, Bayesian methods for Inverse problems of imaging systems, Tehran Univ., EECE Dept., December 8, 2014, 68/68