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From analog to digital: The unifying role of splines in Science and Engineering 4.0 For Carl de Boor's 80th Birthday, Dec. 4-6, 2017, National Univ. Singapore Michael Unser Biomedical Imaging Group EPFL, Lausanne Switzerland Field report of an engineer after a 30 year exploration in splineland and who, in the process, became (or aspired to be) a mathematician

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Page 1: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Lausanne, August 19, 2004

Dear Dr. Liebling,

I am pleased to inform you that you were selected to the receive the 2004 Research Award of the

Swiss Society of Biomedical Engineering for your thesis work “On Fresnelets, interference

fringes, and digital holography”. The award will be presented during the general assembly of the

SSBE, September 3, Zurich, Switzerland.

Please, lets us know if

1) you will be present to receive the award,

2) you would be willing to give a 10 minutes presentation of the work during the general

assembly.

The award comes with a cash prize of 1000.- CHF.

Would you please send your banking information to the treasurer of the SSBE, Uli Diermann

(Email:[email protected]), so that he can transfer the cash prize to your account ?

I congratulate you on your achievement.

With best regards,

Michael Unser, Professor

Chairman of the SSBE Award Committee

cc: Ralph Mueller, president of the SSBE; Uli Diermann, treasurer

Dr. Michael Liebling

Biological Imaging Center

California Inst. of Technology

Mail Code 139-74

Pasadena, CA 91125, USA

BIOMEDICAL IMAGING GROUP (BIG)

LABORATOIRE D’IMAGERIE BIOMEDICALE

EPFL LIB

Bât. BM 4.127

CH 1015 Lausanne

Switzerland

Téléphone :

Fax :

E-mail :

Site web :

+ 4121 693 51 85

+ 4121 693 37 01

[email protected]

http://bigwww.epfl.chFrom analog to digital:The unifying role of splinesin Science and Engineering 4.0

For Carl de Boor's 80th Birthday, Dec. 4-6, 2017, National Univ. Singapore

Michael UnserBiomedical Imaging GroupEPFL, LausanneSwitzerland

Field report of an engineerafter a 30 year exploration in splineland

and who, in the process, became (or aspired to be) a mathematician

Page 2: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

3

EPFL

Three presidents concerned with digitalization

ETHZDoris Leuthard

First digital day

4

OUTLINE■Functional analytic perspective

■ Splines and operators■ Green’s functions, B-splines

■Unifying role of splines in …■ Signal and image processing■ Sampling theory■ Linear system theory■ Regularization theory / Machine learning■ Stochastic processes■ Wavelet theory■ Estimation theory■ Imaging (tomography, compressed sensing)

Page 3: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Splines and operators

5

Example of admissible operator

Dn =dn

dxn

with ⇢Dn(x) =xn�1+

(n�1)! and NDn = span

⇢xm�1

(m� 1)!

�n

m=1

DefinitionA linear operator L : X ! Y , where X ◆ S(Rd) and Y are appropriate sub-spaces of S 0(Rd), is called spline-admissible if

1. it is linear shift-invariant (LSI);

2. its null space NL = {p 2 X : L{p} = 0} is finite-dimensional of size N0;

3. there exists a function ⇢L : Rd ! R of slow growth (Green’s function of L)such that L{⇢L} = �.

6

Splines, operators and (sparse) innovations

Spline theory: (Schultz-Varga, 1967; Jerome-Schumaker 1969; Micchelli, 1976)

an

xn xn+1

L =ddx

L{·}: differential operator (translation-invariant)

�: Dirac distribution

DefinitionThe function s(x),x 2 Rd (possibly of slow growth) is a nonuniform L-splinewith knots {xk}k2S

, Ls =X

k2S

ak�(·� xk) = w

Splines are inherently sparse (with a finite rate of innovation)Location of singularities (knots) : {xk}

Strength of singularities (linear weights): {ak}

Page 4: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Formal spline synthesis

7

Green’s function ⇢L : Rd ! R such that L{⇢L} = �

L: spline admissible operator (LSI)

Requires specification of boundary conditions

) s(x) =X

k

ak⇢L(x� xk) +N0X

n=1

bnpn(x)

Finite-dimensional null space: NL = span{pn}N0n=1

Spline’s innovation: w =X

k

ak�(·� xk)

a1

xx1 x2

Localized basis functions: cardinal B-splines

8

“finite difference” operator

Space of cardinal L-splines: span{�L(·� k)}k2Zd

Spline-defining operator L

Green’s function ⇢L s.t. L{⇢L(·� x0)} = �(·� x0)

Cardinal B-spline

�L(x) = LdL�1{�}(x) =

X

k2Zd

dL[k]⇢L(x� k)

link with numerical analysis

1 2 3 4 5

1

Design principle: �L as “short” as possible

Discrete counterpart of operator (on uniform grid)

Ld : f 7!X

k2Zd

dL[k]�(·� k)

Controls quality of discrete approximation: Ld{f} = �L ⇤ L{f}

Page 5: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Examples of spline-admissible operators

9

L = Dn (pure derivatives)

) polynomial splines of degree (n� 1)

L = Dn + an�1Dn�1 + · · ·+ a0I (ordinary differential operator)

) exponential splines

Fractional Laplacian: (��)�2

F ! k!k�

) polyharmonic splines

Fractional derivatives: L = D� F ! (j!)�

) fractional splines

(Dahmen-Micchelli 1987)

(Schoenberg 1946)

(U.-Blu 2000)

(Duchon 1977)

(Wu-Schaback 1993) Elliptical differential operators; e.g, L = (��+ ↵I)�

) Sobolev splines

Construction of fractional B-splines

10

(Unser & Blu, SIAM Rev, 2000)

......

�0+(x) = �+x

0+

F ! 1� e�j!

j!

�↵+(x) =

�↵+1+ x↵

+

�(↵+ 1)F !

✓1� e�j!

j!

◆↵+1

One-sided power function: x↵+ =

(x↵, x � 0

0, x < 0

Causal B-splines: �↵+(x)

Degree: ↵ 2 R+

Order of approximation: � = ↵+ 1

Page 6: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Splines as a unifying mathematical concept

11

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Partial differentialequations

Signal processing

IEEE Signal Processing Magazine

November 1999

Page 7: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Context: digital image processing

13

Images are made of pixels = B-splines of degree 0

but, looking at it closer …

14

Splines to the rescue■ Real-world signals are continuous■ Flexibility: from “pixelated” to “bandlimited”■ Paradigm: Think analog, act digital

Ability to zoom, rotate, warp, differentiate …

■ Control of “digitalization” error■ Efficient algorithms■ Higher quality …

Lincoln in Dalivision (Dali 1977)

Page 8: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

continuous-space image image array(B-spline coefficients)

Compactly supportedbasis functions

B-spline representation of images

15

n Symmetric, tensor-product B-splines�n(x1, · · · , xd) = �n(x1)⇥ · · ·⇥ �n(xd)

n Multidimensional spline function

s(x1, · · · , xd) =X

(k1,···kd)2Zd

c[k1, · · · , kd] �n(x1 � k1, · · · , xd � kd)

L = @xn+11 · · · @xn+1

d

Fast digital-filtering algorithms

16

Digital filterf [k] c[k] = (hint � f)[k]

All classical cardinal spline interpolation and approximation problems can be solved efficiently using recursive digital filtering

Reference: B-spline signal processing (Unser, IEEE-SP 1993)

) Inverse filtering solution (discrete-domain convolution)

Cardinal interpolation problem

Given the signal samples f [k], find the B-spline coefficients c[k] such that

f(x)|x=k = f [k] =X

n2Zd

c[n]�L(k � n)

with Hint(z) =1

B(z)=

1Pk2Zd �L(k)z�k

Note: �L(x) separable ) hint[k] separable

Page 9: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

17

Interpolation benchmark

Cumulative rotation experiment: the best algorithm wins !

Truncated sinc Cubic splineTruncated sinc Cubic spline

Bilinear Windowed-sinc Cubic spline

18

High-quality image interpolation

Thévenaz et al., Handbook of Medical Image Processing, 2000

Demo

■ Splines: best cost-performance tradeoff

30

10.4. DiscussionTable 2 presents in succinct form the numeric results of these experiments, along with some additionalones. In particular, we also provide the results for the standard Lena test image. The execution time isgiven in seconds; it corresponds to the duration of a single rotation of a square image 512 pixels on aside. The computer is a Power Macintosh 9600/350. The column ε2 shows the signal-to-noise ratiobetween the central part of the initial image of Figure 17 and the result of each experiment, wile thecolumn "Lena" gives qualitatively similar results for this standard test image. The measure of signal-to-noise ratio is defined as

SNR =10 log( ƒk2

k∈Z2∑ ƒk − gk( )2

k∈Z2∑ ) ,

where ƒ is the original data and where g is given by the r -times chaining of the rotation.

40

30

20

10

0

SNR

(dB

)

2.01.51.00.50.0Execution time 512x512 (s rot-1)

Bspline(4)

Bspline(5)

Bspline(2)

Bspline(3)

oMoms(3)

Bspline(3)

oMoms(3)

Bspline(6)

Keys(-1.0)

Keys(-0.25)

Nearest-neighbor

Schaum(3)Dodgson

Keys(-0.5)

Sinc(Bartlet, W=4)

Linear

Figure 21: Summary of the main experimental results for the circular pattern. Triangles: interpolatingfunctions. Circles: non-interpolating functions. Hollow circles: accelerated implementation.

These results point out some of the difficulties associated to the analysis of the performance of asynthesis function ϕ . For example, the computation time should ideally depend on the number ofmathematical operations only. In reality, the optimization effort put into implementing each variationwith one synthesis function or another, has also some influence. For instance, our faster implementationof the cubic spline and the cubic o-Moms runs in shorter time than reported in Table 2 (namely, 0.91seconds instead of 1.19). We have nevertheless shown the result of the slower implementation because itcorresponds to a somewhat unified level of optimization in all considered cases.

Figure 21 proposes a graphic summary of the most interesting results (circular pattern, quality better than0 dB and execution time shorter than 2 seconds). It is interesting to compare this figure to Figure 16;the similarity between them confirms that our theoretical ranking of synthesis functions was justified.The difference between the interpolation methods is more pronounced in the experimental case becauseit has been magnified by the number of rotations performed.

Page 10: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

19

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Differentialequations

Sampling (as taught to engineers)

20

Shannon: Commiunication in the Presence of Noise

ony, this operation consists of merely changing soundpressure into a proportional electrical current. In teleg-

the channel capacity may be defined as

C9g2 MT,= -oo TT--a T

Fig. 1-General communications system.

raphy, we have an encoding operation which produces a

sequence of dots, dashes, and spaces corresponding tothe letters of the message. To take a more complexexample, in the case of multiplex PCM telephony thedifferent speech functions must be sampled, compressed,quantized and encoded, and finally interleaved properlyto construct the signal.

3. The channel. This is merely the medium used totransmit the signal from the transmitting to the receiv-ing point. It may be a pair of wires, a coaxial cable, a

band of radio frequencies, etc. During transmission, or

at the receiving terminal, the signal may be perturbedby noise or distortion. Noise and distortion may be dif-ferentiated on the basis that distortion is a fixed opera-

tion applied to the signal, while noise involves statisticaland unpredictable perturbations. Distortion can, inprinciple, be corrected by applying the inverse opera-

tion, while a perturbation due to noise cannot always beremoved, since the signal does not always undergo thesame change during transmission.

4. The receiver. This operates on the received signaland attempts to reproduce, from it, the original mes--sage. Ordinarily it will perform approximately the math-ematical inverse of the operations of the transmitter, al-though they may differ somewhat with best design inorder to combat noise.

5. The destination. This is the person or thing forwhom the message is intended.

Following Nyquist' and Hartley,2 it is convenient touse a logarithmic measure of information. If a device hasn possible positions it can, by definition, store logbn unitsof information. The choice of the base b amounts to a

choice of unit, since logb n = logb c log, n. We will use thebase 2 and call the resulting units binary digits or bits.A group of m relays or flip-flop circuits has 2'" possiblesets of positions, and can therefore store log2 2m =m bits.

If it is possible to distinguish reliably M different sig-nal functions of duration T on a channel, we can saythat the channel can transmit log2 M bits in time T. Therate of transmission is then log2 M/T. More precisely,

1 H. Nyquist, "Certain factors affecting telegraph speed," BellSyst. Tech. Jour., vol. 3, p. 324; April, 1924.

2 R. V. L. Hartley, "The transmission of information," Bell Sys.Tech. Jour., vol. 3, p. 535-564; July, 1928.

A precise meaning will be given later to the requirementof reliable resolution of the M signals.

II. THE SAMPLING THEOREM

Let us suppose that the channel has a certain band-width W in cps starting at zero frequency, and that weare allowed to use this channel for a certain period oftime T. Without any further restrictions this wouldmean that we can use as signal functions any functionsof time whose spectra lie entirely within the band W,and whose time functions lie within the interval T. Al-though it is not possible to fulfill both of these condi-tions exactly, it is possible to keep the spectrum withinthe band W, and to have the time function very smalloutside the interval T. Can we describe in a more usefulway the functions which satisfy these conditions? Oneanswer is the following:THEOREM 1: If a function f(t) contains no frequencies

higher than W cps, it is completely determined by givingits ordinates at a series of points spaced 1/2W secondsapart.

This is a fact which is common knowledge in the com-

munication art. The intuitive justification is that, if f(t)contains no frequencies higher than W, it cannotchange to a substantially new value in a time less thanone-half cycle of the highest frequency, that is, 1/2 W. Amathematical proof showing that this is not onily ap-

proximately, but exactly, true can be given as follows.Let F(w) be the spectrum of f(t). Then

1 a00f(t) = 2f7( )eF(w,)eitdw

+29rW=

2F(w)ewtodco,

-1_2iW

(2)

(3)

since F(c) is assumed zero outside the band W. If welet

nt=-

2W (4)

where n is any positive or negative integer, we obtain

f (2T) = 27r 2W7F(w)ei-2W do. (5)

On the left are the values of f(t) at the sampling points.The integral on the right will be recognized as essen-

tially the nth coefficient in a Fourier-series expansion ofthe function F(w), taking the interval - W to + W as a

fundamental period. This means that the values of thesamples f(n2W) determine the Fourier coefficients inthe series expansion of F(w). Thus they determine F(w,),since F(w) is zero for frequencies greater than W, and for

(1)

1949 11

(Shannon, Proc. I.R.E, vol. 37, p. 10-21, 1949)Shannon’s sampling theorem

f(t) =X

k2Zf(kT )sinc

✓t� kT

T

◆with T 1

2W

Space of W -bandlimited functions

B⇡W = {f 2 L2(R) : f̂(!) = 0, for all |!| > ⇡W}

with the orthogonal basis {sinc( ·�kTT )}k2Z

Practical usage

Used to justify digitalization of signals (A-to-D conversion)

Exact reconstruction formula rarely used in practice

Page 11: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

From B-splines to cardinal interpolants

21

-5 -4 -3 -2 -1 1 2 3 4 5

1Interpolation basis function

Example: cubic-spline interpolant

Equivalent interpretation of cardinal spline interpolation

f(x) =X

k2Zd

c[k]�L(x� k) =X

k2Zd

(f [·] ⇤ hint) [k] �L(x� k)

=X

k2Zd

f [k] 'int(x� k)

'int(x) =X

k2Zd

hint[k] �L(x� k)

22

Link with Shannon’s sampling theory

Impulse response Frequency response

References: (Schoenberg, 1973; Unser, Proc. IEEE, 2000)

+∞

1

2

0.5 1 1.5 2

1

0.5

� 2� 3� 4�

n Polynomial spline interpolator

n Asymptotic property

⇥nint(x) F�⇥ ⇥̂n

int(�) =�

sin(�/2)�/2

⇥n+1

⇧ ⌅⇤ ⌃�̂n(⇥)

Hnint(e

j⇥)

The Hilbert-space formulation of polynomial spline approximation provides an extension of Shannon’s classical sampling theorem.

The cardinal-spline interpolators converge to the sinc interpolator (ideal filter) as thedegree goes to infinity:

limn�⇥

⇤nint(x) = sinc(x), lim

n�⇥⇤̂n

int(⇥) = rect� ⇥

2�

⇥(in all Lp-norms)

Page 12: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

23

ON NOTES ON SPLINE FUNCTIONS III:

THE C O N V E R G E N C E OF THE I N T E R P O L A T I N G CARDINAL SPLINES AS THEIR DEGREE

TENDS TO INFINITY t

BY

I. J. SCHOENBERG

ABSTRACT

It is shown that for entire functionsf(x) defined by a Fourier-Stieltjes integral (9) the cardinal spline S m (x) of the odd degree 2m-l, which interpolates f(x) at all integers, converges to f(x) as m tends to infinity. Properties of the exponen- tial Euler spline are used in the proof.

1. Introduction

Let n = 2m - 1 be an odd integer and let 5a, = {S(x)} denote the class of spline functions S(x ) of degree n = 2m - 1, with knots at the integers and of the continuity class C2m-2(~). Within this class we wish to interpolate a prescribed bi- infinite sequence (Yv) of numbers for - ~ < v < ~ , that is, S(v) = Yv for all integers v. We know (see, for example, [6, Lec. 4]) that if y, grows at most like a power of [v[ as I v ] ~ oo, then there is a unique S,,(x)e S#2,,_ 1 such that S,,,(x) grows at most like a power of Ix [ as [x I~ ~o which satisfies

S,,(v) = y , for all v.

We are interested in cases when S,,(x) converges to a limit function as m approaches infinity. Two such cases are presently known.

(i) The sequence (y~) is periodic with period k. (ii) (y,) e 12, hence Y~IY~ 12 < oo. For case (i) refer to [3], [1], [4], and for case

(ii) to [5] and [6, Lec. 9]. Since, for the purposes of this paper, we are concerned

t Sponsored by the United States Army under Contract No. DA-31-124-ARO-D-462. Received February 16, 1973

87

Israel J. Math., pp. 87-93, 1973.

“Bandlimited functions” vs. “Entire functions of exponential type”

24

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Differentialequations

Page 13: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

Link with system theory: C-to-D converters

25

Exponential B-splines = the mathematical translators between continuous-time and discrete-time LSI system theories

poles

zeros

Continuous domain - differential equations - circuits, analog filters

Discrete domain - difference equations - digital filters

- Laplace transform: - z-transform:

mapping: zn = e�n

Reference: “Think analog, act digital” (Unser, IEEE-SP 2006)

HC(s) =�M

m=1(s� ⇥m)�N

n=1(s� �n)HD(z) =

1�N

n=1(z � zn)

Associated B-spline: �⇤�(t) = L�1

�HC(s)HD(es)

⇥(t)

Example: 1st order system■ Continuous-time impulse response

■ Discrete-time counterpart

26

Discrete-time signal

Continuous-time signal Compactly-supported basis functions

1

��(t)

e�

t

1st-order exponential B-spline

hC(t) = 1+(t) · e�t =+��

k=0

e�k��(t� k) =�

k⇥ZhD[k] ��(t� k)

hD[k] = hC(k) z⇥⇤ HD(z) =1

z � e�

hC(t) = 1+(t) · e�t =

�e�t, t ⇤ 00, t < 0

L⌅⇧ HC(s) =1

s� �

Page 14: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

To appear in IEEE TRANSACTIONS ON SIGNAL PROCESSING 24

6

D-to-A translating B-splines

B-spline Operator

L Order

N Frequency response

δ(t)

I{ } 0

1

δ(t − τ )

Sτ{ } 0

e− jωτ

β(0)(t)

D{ } =d

dt1

1− e− jω

β(0,L,0)(t)

Dn{ }

n

1− e− jω

n

βα (t)

(D−αI){ } 1

1− eα− jω

jω −α

β(α,L,α )(t)

(D−αI)n{ }

n

1− eα− jω

jω −α

n

Exponential B-splines

Polynomial B-splines

Dirac distribution

TABLE III

D-TO-A TRANSLATING B-SPLINES:

THE INTEGER SHIFTS OF THESE B-SPLINES ARE THE BASIS FUNCTIONS THAT ALLOW THE RECONSTRUCTION OF THE

IMPULSE RESPONSES IN TABLE I FROM THE DISCRETE SIGNALS IN TABLE II.

1 2 3 4

-0.2

0.2

0.4

0.6

0.8

1

(a)

(c)

(b)

0 0.2 0.4 0.6 0.8 1

0.2

0.4

0.6

0.8

1N1 = 0

(a)

ππ/2

0 0.2 0.4 0.6 0.8 1

-0.8

-0.6

-0.4

-0.2

0

ππ/2

(b)

N1 = 1

π

2

−π

1

2

2

0

ω

ω

Phase response

Amplitude response

0 0.2 0.4 0.6 0.8 1

0.2

0.4

0.6

0.8

1

ππ/2

N1 = 284

ω

Amplitude response

Fig. 1. Three generalized B-splines of order N = 4: (a) cubic B-spline, (b) cubic OMOMS, and (c) cubic Lagrange interpolator.

To facilitate the comparison, the B-splines have been normalized to have a unit integral.

November 26, 2004 DRAFT

D-to-A translating B-splines

27

28

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Differentialequations

Machine learning

Page 15: From analog to digital: Michael.Unser@epfl.ch Switzerland The … · Splines are inherently sparse (with a finite rate of innovation) Location of singularities (knots) : {x k} Strength

29

SPLINE FUNCTIONS AND THE PROBLEM OF GRADUATION*BY I. J. SCHOENBERG

UNIVERSITY OF PENNSYLVANIA AND INSTITUTE FOR ADVANCED STUDY

Communicated by S. Bochner, August 19, 1964

1. Introduction.-The aim of this note is to extend some of the recent workon spline interpolation so as to include also a solution of the problem of graduationof data. The well-known method of graduation due to E. T. Whittaker suggestshow this should be done. Here we merely describe the idea and the qualitativeaspects of the new method, while proofs and the computational side will be discussedelsewhere.

2. Spline Interpolation.-Let I = [a, b] be a finite interval and let (x,, yJ),(v = 1, ... , n), be given data such that a . xl <x2 < ... < .n_ b. The followingfacts are known:'

Let m be a natural number, m < n. The problem offinding a function f(x) (x C I)having a square integrable mth derivative and satisfying the two conditions

f(x,) = y,, (v = 1, . . ., n), (1)

Jf (r1

J (fP(x))2dx = minimum, (2)

has a unique solution which is the restriction to [a, b] of the function s(x) = S(x; yi,Y2,.. yXn) which is uniquely characterized by the three conditions

s(x,) = y,, (v = 1, . . ., n) (3)

S(X) EEC21n-2 (-co 0) 4

S(X) E 7r2m-1 in each of the intervals (xv, x,+,)s(X) E 7rm- in (-A, xi) and also in (Xn, Axk).

The functions defined by the two conditions (4) and (5) are called spline functionsof order 2m (or degree 2m - 1), having the knots x,; we denote their class by thesymbol Sm.We have assumed that 1 . m < n. If m = 1, then s(x) is obtained by linear in-

terpolation between successive y,, while s(x) = y, if x < xi and s(x) = yn if x > x,.If m = n, then Sm = 7rt.. and s(x) is the polynomial interpolating the y,.

3. Whittaker's Method of Graduation.-In 1923 E. T. Whittaker3 proposed thefollowing method of adjusting the ordinates y, if these are only imperfectly knownand are in need of a certain amount of smoothing: he chooses m, 1 _ m < n, and the(smoothing) parameter, e, e > 0. The graduated sequence y,* = y,*(e) is then ob-tained as the solution of the problem

n-m nE (A"'yy'*)2 + (y,* y) 2 = imniin-tun, (6)v~~~~l~~~1

wherev +-m

Yv*= E Y i /W w(X)X(z) = (x - xv) ... (x - Xv+m)

947

Proc. Nat. Acad. Sci., vol. 52, pp. 947-950, 1964

fspline = argminf2X

kDnfk2L2s.t. f(xm) = ym, (m =, 1 . . . ,M)

L2 representer theorem for variational splines

30

⇢L⇤L(x) = (L⇤L)�1{�}(x): Green’s function of (L⇤L)

+N0X

n=1

bnpn(x);

L2 representer theorem for variational splinesThe solution of (P2) is unique and of the form

f(x) =MX

m=1

am⇢L⇤L(x� xm)

i.e., it is a (L⇤L)-spline with knots at the {xm}.

Example: L = D2 with ⇢D4(x) / |x|3 ) f(x) is a cubic spline

(Schoenberg 1964, de Boor-Lynch 1966, Kimeldorf-Wahba 1971)

(P2) arg minf2HL

MX

m=1

|ym � f(xm)|2 + �kLfk2L2(Rd)

!

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31

Courtesy of Carl de Boor

32

But this is just the demand that L∗ minimize ∥L − L′∥ over all L′ ∈ M. It is now immediate thatL and L∗ agree. First, the assumption that L ∈ L(k) is sufficient (though not necessary) to insure thatL(y)K(x, y) ∈ F (k)[a, b], so that L is defined. Also, by Corollary 2 of Lemma 2.3, L ∈ M. Hence, since L

minimizes ∥L − L′∥ over all L′ =!

αiLi, we have L = L∗, and the third minimum property follows.Finally, we mention some estimates for the error Rf = Lf − Lf . Since

Lf − Lf = (φ− φ, f) ="

φ, (I − PS)f#

,

use of Schwarz’s inequality gives

(2.12) |Lf − Lf | ≤ ∥φ− φ∥ ∥f∥, and |Lf − Lf | ≤ ∥φ∥ ∥f − PSf∥.

But since, by (2.5), ((I − PS)φ, f) = ((I − PS)φ, (I − PS)f), we have the better estimate

(2.13) |Lf − Lf | ≤ ∥φ− φ∥ ∥f − PSf∥.

Hence if ∥f∥ ≤ r, which implies ∥f − PSf∥ ≤ (r2 − ∥PSf∥2)1/2, then

(2.14) Lf − ∥φ− φ∥ (r2 − ∥PSf∥2)1/2 ≤ Lf ≤ Lf + ∥φ− φ∥ (r2 − ∥PSf∥2)1/2.

The importance of the fact that this estimate depends only on the bound r and the numbers Li(f), i = 1,. . ., n, and is optimal with respect to this information, is rightfully stressed in [5].

3. The Hilbert space F (k)[a, b]. The linear space F (k)[a, b] can be made into a Hilbert space invarious ways, thus providing various classes of functions which, due to the fact that they are representers ofsuitable linear functionals, have all the minimum properties of polynomial splines.

Specifically, let M be a k–th order ordinary linear differential operator in normal form,

(3.1) M = (dk/dxk) +k−1$

i=0

ai(x)(di/dxi),

and let L1, . . ., Lk be k linear functionals. Under suitable conditions on the ai(x) and the Li,

(3.2) (e, f) =k

$

i=1

Li(e)Li(f) +

% b

a(Me)(y)(Mf)(y)dy, all e, f ∈ F (k)[a, b],

is an inner product defined on F (k)[a, b], which makes F (k)[a, b] into a Hilbert space with reproducing kernel.This is proved in the following theorem, which provides facts necessary to define and describe generalized

splines and their minimum properties.

Theorem 3.1. Let M be any k–th order ordinary linear differential operator in normal form, (3.1),where k ≥ 1 and and ai ∈ C[a, b], i = 0, . . ., k−1. Let N (M) denote the k–dimensional linear subspace of allfunctions f in C(k)[a, b] for which Mf = 0. Let L1, . . ., Lk be any set of k linear functionals in L(k), which islinearly independent over N (M). Then F (k)[a, b] is a Hilbert space with respect to the inner product (3.2),and has a reproducing kernel. This reproducing kernel, K, is given by

(3.3) K(x, y) =k

$

i=1

ci(x)ci(y) +

% b

aG(x, t)G(y, t)dt, x, y ∈ [a, b],

where ci, . . ., ck is the dual basis to L1, . . ., Lk in N (M), and G(x, y) is the Green’s function for thedifferential equation (Mf)(x) = e(x) with Li(f) = 0, i = 1, . . ., k.

5

J. Math. Mech. 15 (1966), pp. 953–970

On splines and their minimum properties

Carl de Boor & Robert E. Lynch1

Communicated by G. Birkhoff

0. Introduction. It is the purpose of this note to show that the several minimum properties of odddegree polynomial spline functions [4, 18] all derive from the fact that spline functions are representers ofappropriate bounded linear functionals in an appropriate Hilbert space. (These results were first announcedin Notices, Amer. Math. Soc., 11 (1964) 681.) In particular, spline interpolation is a process of best approxi-mation, i.e., of orthogonal projection, in this Hilbert space. This observation leads to a generalization of thenotion of spline function. The fact that such generalized spline functions retain all the minimum propertiesof the polynomial splines, follows from familiar facts about orthogonal projections in Hilbert space.1. Polynomial splines and their minimum properties. A polynomial spline function, s(x), of degreem ≥ 0, having the n ≥ 1 joints x1 < x2 < · · · < xn, is by definition a real valued function of classC(m−1)(−∞,∞), which reduces to a polynomial of degree at most m in each of the n+1 intervals (−∞, x1),(x1, x2), . . ., (xn, +∞). The most general such function is given by

s(x) =m

!

i=0

αixi +

n!

j=1

βj(x − xj)m+ ,

where αi, i = 0, . . ., m, and βj , j = 1, . . ., n, are real numbers and

(x)m+ =

"

xm, x ≥ 0,0 , x < 0.

Specifically, let m = 2k − 1, and n ≥ k ≥ 1, and let S0 denote the family of polynomial spline functionsof odd degree m with joints x1, . . ., xn, which reduce to polynomials of degree at most k − 1 in each ofthe two intervals (−∞, x1) and (xn,∞). Equivalently, S0 consists of all polynomial spline functions s(x) ofdegree m with joints x1, . . ., xn which satisfy

(1.1)s(j)(x1) = s(j)(xn) = 0, j = k, . . . , 2k − 2,

s(2k−1)(x) ≡ 0, all x /∈ [x1, xn].

Hence, for n = k, S0 consists just of the set {πk−1} of polynomials of degree at most k − 1. Let [a, b] be afinite interval containing all the joints x1, . . ., xn and consider S0 as a subset of the class of functions [19]

(1.2) F (k)[a, b] =#

f(x) | f ∈ C(k−1)[a, b], f (k−1)absolutely continuous, f (k) ∈ L2[a, b]$

.

The elements of S0 have the following properties [4], [18]:

Interpolation property: Given f ∈ F (k)[a, b], there exists a unique element s(x) ∈ S0 satisfying

s(xi) = f(xi), i = 1, . . . , n.

Denote this unique element by Pf .

1 The work of R. E. Lynch was supported in part by the National Science Foundation through Grant GP–217 and by the

Army Research Office(Durham) through Grant DA–ARO(D)–31–124–G388, at The University of Texas.

1

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RKHS representer theorem for machine learning

33

(Schölkopf-Smola 2001)(P2’) argminf2H

�F (y,f) + �kfk2

H

�Sample values: f =

�f(x1), . . . , f(xM )

Supports the theory of SVM, kernel methods, etc.

Convex loss function: F : RM ⇥ RM ! R

(P2) argminf2H

MX

m=1

|ym � f(xm)|2 + �kfk2H

!

’Representer theorem for L2-regularizationThe generic parametric form of the solution of (P2 ) is

f(x) =MX

m=1

amrH(x,xm)

rH : Rd⇥ Rd

! R is the (unique) reproducing kernel for the Hilbert H if

rH(x0, ·) 2 H for all r0 2 Rd

f(x0) = hrH(x0, ·), fiH for all f 2 H and x0 2 Rd

(Poggio-Girosi 1990)

34

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Partial differentialequations

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Splines and stochastic processes

35

Splines are in direct correspondence with stochastic processes (stationary or fractals) that are solution of the same (partial) differential equation, but with a random driving term.

References: stationary proc. (Wahba-Kimeldorf 1970), fractals (Blu-U., 2007)

non-empty null space of L, boundary conditions

Specific driving terms

w(x) = �(x) ) s(x) = L�1{�}(x) : Green function

w(x) =X

k

ak�(x� xk) ) s(x) : non-uniform L-spline

w : white noise ) s : generalized stochastic process

Defining operator equation: Ls = w

Example: Brownian motion synthesis (Gaussian)

36

Brownian motionwhite Gaussian noise

fBm; H = 0.50

(Wiener, 1926)

s(x)

L = ddx ) L�1: integrator

L�1{·}w(x)

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Example: going fractional (fBm)

37(Mandelbrot, 1968)

fractional Brownian motionwhite Gaussian noise

L�1{·}

fractional B-splines (2000)

L F ! (j!)H+ 12 ) L�1: fractional integrator

w s

s(x)

Poisson; H = 0.50

Sparsity: Compound Poisson process

38

(Paul Lévy, 1934)

Jump size distribution: a v dP (a)

Random jumps with rate � (Poisson point process)

Compound Poisson process

s(x)

L = ddx ) L�1: integrator

L�1{·}

random stream of Diracs

w(x) =X

k

ak�(x� xk)

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Example in 1D: Self-similar processes

39

fBm; H = 0.50

fBm; H = 0.75

fBm; H = 1.25

fBm; H = 1.50

Poisson; H = 0.50

Poisson; H = 0.75

Poisson; H = 1.25

Poisson; H = 1.50H=.5

H=.75H=1.25

H=1.5

Sparse (generalized Poisson)GaussianFractional Brownian motion (Mandelbrot, 1968) (U.-Tafti, IEEE-SP 2010)

LF ! (j!)H+ 1

2 ) L�1: fractional integrator

2D generalization: the Mondrian process

40

� = 30

L = Dx1Dx2

F ! (j!1)(j!2)

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41

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Partial differentialequations

Splines and wavelet theory

42

�0+(x/2) = �0

+(x) + �0+(x� 1)

Polynomial B-splines have remarkable dilation properties.They play a fundamental role in wavelet theory.

n Generalized Lego™/Duplo™ relation

B-spline dilation property: �n+(x/2) =

X

k2Zh[k]�n

+(x� k)

Binomial filter: H(z) =1

2n

n+1X

k=0

✓n+ 1

k

◆z�k =

1

2n�1 + z

�1�n+1

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Splines and wavelet analysis

43

Closer look at archetype of sparse signal

44

�(x)

Poisson; H = 0.50

s(x) D =d

dx

Haar(x) = D�(x)

) hs, Haar(·� y0)i = hs,D�(·� y0)i = hD⇤s,�(·� y0)i

Compound Poisson process = piecewise-constant signal

Wavelet as a smoothed derivative

sparse innovations (train of Dirac impulses)

D⇤ = � ddx (adjoint)

“Sparse derivative” property: Ds(t) =P

n an�(x� xn) with xn jump locations

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0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8

10−1

100

101

α

Mutu

alIn

form

ation

IdentityDCT/KLTHaar WaveletOptimal (ICA)

Ortho-expansion of a (non-stationary) SαS Lévy process

sparser Gaussian

(Pad-U. IEEE Trans. Sig. Proc. 2016)

2

Statistical dependence in transform domain

Operator-like wavelets for sparse AR(1) processes

46

(Khalidov-U., 2006)

Innovation model: Ls = w , s = L�1w with L = (D� ↵1I)

�(x)

0 = L⇤�0

1 = L⇤�1

Haar

11

(a) (b)

↵1 ! 0

(de Boor et al., 1993)

Re(↵1) < 0

Operator-like wavelet: i = L⇤�i with �i: smoothing kernel

Wavelet analysis: hs, i(·� t0)i = hL�1w,L⇤�i(·� t0)i = hw,�i(·� t0)i

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Constr. Approx. (1993) 9:123-166 CONSTRUCTIVE APPROXIMATION 9 1993 Springer-Verlag New York Inc.

On the Construction of Multivariate (Pre)Wavelets

Carl de Boor, Ronald A. DeVore, and Amos Ron

Abstract. A new approach for the construction of wavelets and prewavelets on

R d from multiresolution is presented. The method uses only properties of shift-

invariant spaces and orthogonal projectors from L2(R d) onto these spaces, and

requires neither decay nor stability of the scaling function. Furthermore, this

approach allows a simple derivation of previous, as well as new, constructions of

wavelets, and leads to a complete resolution of questions concerning the nature

of the intersection and the union of a scale of spaces to be used in a multi-

resolution.

1. Introduction

We present a new approach for the construction of wavelets and prewavelets on

R a from multiresolution. Our method, which is based on our earlier work [BDR],

[BDR1], uses only properties of shift-invariant spaces and orthogonal projectors

from L2(R a) onto these spaces, and requires neither decay nor stability of the

scaling function. Furthermore, this approach allows us to derive in a simple way

previous constructions of wavelets, as well as new constructions, and to settle

completely certain basic questions about multiresolution.

A univariate function ~ E L2(R ) is called an orthogonal wavelet if its normalized,

translated dilates ~kj.k:= 2k/2r j, k r Z , form an orthonormal basis for

L~(R). In other words, this system is complete and satisfies the orthogonality

conditions

(1.1) fR I/IJ'k~Jj"k' = (~(j - j ' )b(k - k'), j, k,j ' , k' eZ ,

with b the delta function on Z. The concept of prewavelet is somewhat more general

in that it requires (1.1) to hold only when k ~ k' and hence the functions there are

not assumed to be orthogonal at a fixed dyadic level k. In particular, ~k(.-j),

j E Z, are not necessarily orthogonal, and, instead, it is assumed that (~k(. -J))j~z

forms a stable basis for L2(R) (see the end of this section and Section 2 for the

definition of stability).

Date received: February 28, 1992. Communicated by Charles A. Micchelli.

AMS classification: Primary 41A63, 46C99; Secondary 41A30, 41A15, 42B99, 46E20.

Key words and phrases: Wavelets, Multiresolution, Shift-invariant spaces, Box splines.

123

Splines and (non-stationary) wavelets

47

150 C. de Boor, R. A. DeVore, and A. Ron

[CW] considered a slightly different notion of rninimality: they were interested in finding a generator w for W which can be expressed in the form ~ = z0, with ~ a trigonometric polynomial of minimal degree (they assume that the refinement mask A = ~/0 is a polynomial, to guarantee the existence of such ~). Thus, while we minimize diam supp w over all possible generators w, Chui and Wang minimize diam supp w only over those w which can be written as a finite linear combination of the half-shifts of ~/. However, because of Result 5.10, the two notions coincide if we assume (as we do) that the half-shifts of q are linearly independent, and, furthermore, as is proved by Jia and Wang in [JW], this assumption holds in the stationary case in case ~0 has stable shifts and the mask has no 2~z-periodic polynomial factor. In any event, with straightforward modifications, the arguments used in Proposition 5.13 and Corollary 5.14 can be applied to show that the same characterization holds for the "minimal w" in the [CW] sense.

Chui and Wang stated their results in terms of the symmetric zeros of the polynomials involved. Let us pause for a moment to see how symmetric zeros enter into the characterizations provided above. If z is a 4n-periodic trigonometric polynomial, then, up to some exponential factor, we can write z = P(el/2) for some algebraic polynomial p with deg p = mdeg z. However, for any algebraic poly- nomial q, q(el/2) is 2n-periodic if and only if it can be written as an algebraic polynomial in e~ = e2/2, i.e., if and only if q involves only even powers, or, what is the same, if and only if all the zeros of q occur in symmetric pairs. Thus the quotient z/2 in Corollary 5.14 can be equivalently characterized by the lack of symmetric zeros in p/q.

If we take for q~ a cardinal B-spline and for r/its 2-dilate, then the half-shifts of q are linearly independent. In this case the spline wavelet ~ of Chui and Wang (given by Theorem 5.5) is the minimally supported wavelet of W guaranteed by Corollary 5.11 because the function z of Corollary 5.14 is known to have no 2n-periodic polynomial factor. It thus follows that ~ has linearly independent shifts.

6. An Example of Nonstationary Decompositions: Exponential B-Splines

We have carried out the analysis in this paper without making the assumption that r/is the 2-dilate of ~o. The reason for this is twofold: First, the assumption q = ~o(2.) does not simplify either the idea or the details of our approach. Second, and more importantly, there are various interesting examples where the "finer" function r/is not obtained from cp by dilation. This is the case, for example, for exponential B-splines, exponential box splines, and various radial basis functions. In this section we briefly discuss what seems to be the simplest example in this direction: the exponential B-splines.

The exponential B-spline N~:= Na('I0 . . . . . n) is a generalization of the (poly- nomial) B-spline N(" 10 . . . . . n). It can be defined by its Fourier transform as follows. Let 2'be a parameter vector (21,..., 2,)e C". Then

e x'~-ir - 1 ~ ( y )

o = 1

Somewhat hidden: pp. 150-153

Ortho-expansion of a (stationary) SαS AR(1) process

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

10−1

100

101

α

Mutu

alIn

form

ation

IdentityDCT/KLTHaar WaveletOperator−like WaveletOptimal (ICA)

sparser Gaussian

e↵1 = 0.9, M = 64(Pad-U. IEEE Trans. Sig. Proc. 2016)

s = (D� ↵1I)�1w with w : ↵-stable white noise

non-stationary wavelets

Statistical dependence in transform domain

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49

Gaussian Sparse

Fourier analysis Wavelet analysis

Norbert Wiener Paul Lévy

vs.

Splines !

Isaac Schoenberg

50

http://www.sparseprocesses.org

ebook: web preprint

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51

Splines

Wavelet theory

Samplingtheory

Stochastic processes

Estimation theory

Regularizationtheory

Linear systemstheory

Approximationtheory

Functional analysis

Signal processing Numerical analysis

Partial differentialequations

MMSE reconstruction of a Gaussian process

52

Underlying stochastic differential equation Ds = w s.t. s(0) = 0

= piecewise linear interpolator (Lévy 1934)

Estimation of stochastic process from sample values

Measurement operator ⌫ : s 7!�s(x1), . . . , s(xM )

Statistical estimator: s̃(x|⌫(s) = y) : (x,y) 7! R

Minimum mean square error estimator given ⌫(s) = y

s̃MMSE(x|y) = E{s(x)|⌫(s) = y}

= argminf

kDfk2L2s.t.

�f(0) = 0, f(x1) = y1, . . . , f(xM ) = yM

Kriging (Matheron 1963)

Reconstruction of Brownian motion from its samples

sMMSE(x|y) = E�s(x)

��s(x1) = y1, · · · , s(xM ) = yM

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MMSE reconstruction of a Gaussian process

53

Estimation of stochastic process from sample values

Measurement operator ⌫ : s 7!�s(0), s(x1), . . . , s(xM )

Statistical estimator: s̃(x|⌫(s) = y) : (x,y) 7! R

Minimum mean square error estimator given ⌫(s) = y

s̃MMSE(x|y) = E{s(x)|⌫(s) = y}

= fractional spline interpolator (Blu-U., 2003)

Reconstruction of fractional Brownian motion from its samples

sMMSE(x|y) = E�s(x)

��s(x1) = y1, · · · , s(xM ) = yM

Underlying stochastic differential equation D�s = w s.t. s(n)(0) = 0, n = 0, . . . , b� � 12c

= argminf

kD�fk2L2s.t.

�f(0) = 0, . . . , f (n0)(0) = 0, f(x1) = y1, . . . , f(xM ) = yM

54

Epilogue: Splines and biomedical imagingImage process ing task Specific operation Imaging modality

Tomographicreconstruction

• Filtered backprojection• Fourier reconstruction• Iterative techniques• 3D + time

Commercial CT (X-rays)EMPET, SPECTDynamic CT, SPECT, PET

Sampling gridconversion

• Polar-to-cartesian coordinates• Spiral sampling• k-space sampling• Scan conversion

Ultrasound (endovascular)Spiral CT, MRIMRI

2D operations• Zooming, panning, rotation• Re-sizing, scaling

All

• Stereo imaging• Range, topography

Fundus cameraOCT

3D operations• Re-slicing• Max. intensity projection• Simulated X-ray projection

CT, MRI, MRA

Visualization

Surface/volume rendering• Iso-surface ray tracing• Gradient-based shading• Stereogram

CTMRI

Geometrical correction • Wide-angle lenses• Projective mapping• Aspect ratio, tilt• Magnetic field distortions

EndoscopyC-Arm fluoroscopyDental X-raysMRI

Registration • Motion compensation• Image subtraction• Mosaicking• Correlation-averaging• Patient positioning• Retrospective comparisons• Multi-modality imaging• Stereotactic normalization• Brain warping

fMRI, fundus cameraDSAEndoscopy, fundus camera,EM microscopySurgery, radiotherapy

CT/PET/MRI

• Contours• Ridges• Differential geometry

AllFeature detection

Contour extraction• Snakes and active contours MRI, Microscopy (cytology)

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� =� �

Box splines

55

Box spline with direction set ⌅ := [�1 �2 . . . �N ]

M⌅(x) =�M⇠1

� · · · �M⇠N

�(x)

(de Boor-Höllig-Riemenschneider, 1993)

Zwart-Powell element

Fourier transform

M̂⌅(!) =NY

n=1

1� exp�� j h⇠n,!i

j h⇠n,!i

Elementary box splines

Primary box spline: M~e1(x) = box(x1)�(x2, · · · , xd) with box(x) =

8<

:1 0 x 1

0 otherwise.

Elementary box spline: M⇠ with ⇠ 2 Rd

= Dirac-like line distribution along x = t⇠ with t 2 [0, 1] and unit integral

Radon / X-ray transform of box splines

56

ξ1

ξ2

y

ζ1 ζ2

Z = [cos(θ), sin(θ)]

(Entezari-U., IEEE TMI 2012)

PropositionThe Radon/X-ray transform of a box spline is a box splinewith projected direction vectors

P✓{M⌅}(y) = MP✓?⌅(y)

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-5

0

5-5

-4

-3

-2

-1

0

1

2

3

4

5

0

0.5

1

t

Forward model: p = Hc

x1

x2

Total variation regularization

p = 1 and L: discrete gradient

state-of-the-art (compressed sensing)

Box-spline discretization: f(x) =X

k2Z2

c[k]'(x� k)

Variational image reconstruction (via iterative algorithm)

crec = arg minc2RN

ky �Hck22| {z }data consistency

+ �kLckpp| {z }regularization

System matrix:

[H]m,k = P✓m{'(·� k)}(tm)

(Candes-Romberg-Tao; Donoho, 2006)

Continuous-domain formulation of inverse problem

58

noise

nlinear functionals

H

Linear forward model: continuum to discrete

Variational formulation

frec = arg minf2XL(Rd)

MX

m=1

|ym � hhm, fi|2 + �kLfk!

f 2 XL (Native space)

y = H(f) + n

kLfk: `1-like norm for compressed sensing

Ill-posed problem: Recover f : Rd ! R from noisy measurements y 2 RM

H : XL ! RM: f 7! (hh1, fi · · · hhM , fi)

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Proper continuous counterpart of

59

Space of real-valued, countably additive Borel measures on Rd

M(Rd) =�C0(Rd)

�0=�w 2 S 0(Rd) : kwkM = sup

'2S(Rd):k'k1=1hw,'i < 1

,

where w : ' 7! hw,'i =RRd '(r)w(r)dr

Equivalent definition of “total variation” norm

kwkM = sup'2C0(Rd):k'k1=1

hw,'i

Basic inclusions

�(·� x0) 2 M(Rd) with k�(·� x0)kM = 1 for any x0 2 Rd

kfkM = kfkL1(Rd) for all f 2 L1(Rd) ) L1(Rd) ✓ M(Rd)

`1

Representer theorem for gTV regularization

60

(P1) arg minf2ML(Rd)

MX

m=1

|ym � hhm, fi|2 + �kLfkM

!

L: spline-admissible operator with null space NL = span{pn}N0n=1

gTV semi-norm: kL{s}kM = supk'k11hL{s},'i

Measurement functionals hm : ML(Rd) ! R (weak⇤-continuous)

V(U.-Fageot-Ward, SIAM Review 2017)

Representer theorem for gTV-regularizationThe extreme points of (P1) are non-uniform L-spline of the form

fspline(x) =KknotsX

k=1

ak⇢L(x� xk) +N0X

n=1

bnpn(x)

with ⇢L such that L{⇢L} = �, Kknots M �N0, and kLfsplinekM = kak`1 .

⇒ splines are universal solutions of linear inverse problems

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CONCLUSION■Splines: a unifying mathematical framework

■ Link between continuous and discrete theories■ Applicable to many areas of science and engineering

■A powerful set of tools■ B-splines, etc.■ Best cost/performance tradeoff■ Optimality and universality

■An endless source of inspiration

■Current frontiers■ Non-linear algorithms, optimization in Banach space■ Sparsity■ Deep learning

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AcknowledgmentsMany thanks to

■ Prof. Akram Aldroubi■ Prof. Thierry Blu■ Dr. Pouya Tafti■ Dr. Julien Fageot■ Prof. John-Paul Ward■ Dr. Philippe Thévenaz■ Prof. Alireza Entezari

. :

■ Annette Unser, Artist

+ many other researchers and graduate students

26

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Selected references

n Preprints and demos: http://bigwww.epfl.ch/

Splines and signal processing

M. Unser, “Splines: A Perfect Fit for Signal and Image Processing,” IEEE Signal ProcessingMagazine, 16(6), pp. 22-38, 1999.

M. Unser, “Sampling—50 Years After Shannon,” Proc. of the IEEE, 88,(4), pp. 569-587, 2000.

M. Unser, ”Cardinal Exponential Splines: Part II—Think Analog, Act Digital,” IEEE Trans. SignalProcessing, 53(4), pp. 1439-1449, 2005.

Splines and imaging

P. Thévenaz, T. Blu, M. Unser, “Interpolation Revisited," IEEE Trans. Medical Imaging, 19(7), pp.739-758, 2000.

A. Entezari, M. Nilchian, M. Unser, “A Box Spline Calculus for the Discretization of ComputedTomography Reconstruction Problems,” IEEE Trans. Med. Imag., vol. 31, pp. 1532-1541, 2012.

M. Unser, J. Fageot, J.P. Ward, “Splines Are Universal Solutions of Linear Inverse Problems withGeneralized-TV Regularization,” SIAM Review, vol. 59, No. 4, pp. 769-793, 2017.

Splines and stochastic processes

T. Blu, M. Unser, “Self-Similarity: Part II—Optimal Estimation of Fractal Processes,” IEEE Trans.Signal Processing, 55(4), pp. 1364-1378, 2007.

M. Unser and P. Tafti, An Introduction to Sparse Stochastic Processes,

Cambridge University Press, 2014. Preprint, available at http://www.sparseprocesses.org.

Carl de Boor

and many thanks for your inspirational works …