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Exact Support Recovery for Sparse Spikes Deconvolution

Gabriel Peyré
December 17, 2014

Exact Support Recovery for Sparse Spikes Deconvolution

Initial talk at SIAM IS14, updated for the Workshop "IFIP TC7.4 Workshop on Inverse Problems and Imaging", updated for the conference SPARS 2015.

Gabriel Peyré

December 17, 2014
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  1. Gabriel Peyré
    www.numerical-tours.com
    Exact Support Recovery
    for Sparse Spikes
    Deconvolution
    Joint work with
    Vincent Duval & Quentin Denoyelle
    VISI N

    View Slide

  2. Sparse Deconvolution
    Neural spikes (1D)
    y m0
    = ?
    ginal Signal
    m0
    t
    1
    x2
    x3

    Low-pass filter
    '
    t
    0.5
    0.5
    +
    Noise
    w
    0 1
    +
    y = ' ? m0 + w
    m0 is “sparse”
    '
    w

    View Slide

  3. Sparse Deconvolution
    Neural spikes (1D)
    Seismic imaging (1.5D)
    y m0
    = ?
    ginal Signal
    m0
    t
    1
    x2
    x3

    Low-pass filter
    '
    t
    0.5
    0.5
    +
    Noise
    w
    0 1
    +
    y = ' ? m0 + w
    m0 is “sparse”
    '
    w

    View Slide

  4. Sparse Deconvolution
    Neural spikes (1D)
    Astrophysics (2D)
    Seismic imaging (1.5D)
    y m0
    = ?
    ginal Signal
    m0
    t
    1
    x2
    x3

    Low-pass filter
    '
    t
    0.5
    0.5
    +
    Noise
    w
    0 1
    +
    y = ' ? m0 + w
    m0 is “sparse”
    '
    w

    View Slide

  5. Sparse Deconvolution
    Neural spikes (1D)
    Astrophysics (2D)
    Seismic imaging (1.5D)
    y m0
    = ?
    ginal Signal
    m0
    t
    1
    x2
    x3

    Low-pass filter
    '
    t
    0.5
    0.5
    +
    Noise
    w
    0 1
    +
    y = ' ? m0 + w
    m0 is “sparse”
    Presented results
    n
    D problems
    extend to
    '
    w

    View Slide

  6. Overview
    • Sparse Spikes Super-resolution
    • Robust Support Recovery
    • Asymptotic Positive Measure Recovery

    View Slide

  7. Radon measure
    m
    on
    T
    = (
    R/Z
    )
    d
    .
    Deconvolution of Measures
    m

    View Slide

  8. Discrete measure:
    ma,x
    =
    P
    N
    i
    =1 ai xi , a
    2 RN
    , x
    2 TN
    Radon measure
    m
    on
    T
    = (
    R/Z
    )
    d
    .
    Deconvolution of Measures
    m
    a,x
    m

    View Slide

  9. Discrete measure:
    ma,x
    =
    P
    N
    i
    =1 ai xi , a
    2 RN
    , x
    2 TN
    Radon measure
    m
    on
    T
    = (
    R/Z
    )
    d
    .
    Deconvolution of Measures
    m
    a,x
    m
    ' 2 C2(T ⇥ T)
    y = (m) + w
    (
    m
    ) =
    Z
    T '
    (
    x,
    ·)d
    m
    (
    x
    )
    Linear measurements:

    View Slide

  10. y
    Discrete measure:
    ma,x
    =
    P
    N
    i
    =1 ai xi , a
    2 RN
    , x
    2 TN
    Radon measure
    m
    on
    T
    = (
    R/Z
    )
    d
    .
    Deconvolution of Measures
    m
    a,x
    '
    m
    ' 2 C2(T ⇥ T)
    y = (m) + w
    (
    m
    ) =
    Z
    T '
    (
    x,
    ·)d
    m
    (
    x
    )
    Linear measurements:
    Example: 1-D (
    d
    = 1) convolution
    '
    (
    x, t
    ) =
    '
    (
    t x
    )

    View Slide

  11. y
    Discrete measure:
    ma,x
    =
    P
    N
    i
    =1 ai xi , a
    2 RN
    , x
    2 TN
    Minimum separation:
    = mini6=j
    |
    xi xj
    |
    !
    Signal-dependent recovery criteria.
    Radon measure
    m
    on
    T
    = (
    R/Z
    )
    d
    .
    Deconvolution of Measures
    m
    a,x
    '
    = 2/fc
    y
    = 0.5/fc
    m
    ' 2 C2(T ⇥ T)
    y = (m) + w
    (
    m
    ) =
    Z
    T '
    (
    x,
    ·)d
    m
    (
    x
    )
    Linear measurements:
    Example: 1-D (
    d
    = 1) convolution
    '
    (
    x, t
    ) =
    '
    (
    t x
    )

    View Slide

  12. Discrete
    `1
    regularization:
    Computation grid
    z
    = (
    zk)
    K
    k=1.
    Sparse l1 Deconvolution
    y
    zk

    View Slide

  13. Discrete
    `1
    regularization:
    Computation grid
    z
    = (
    zk)
    K
    k=1.
    Basis-pursuit / Lasso:
    Sparse l1 Deconvolution
    y
    zk
    ¯ : a 2 RK 7! (ma,z) =
    X
    k
    ak'(zk, ·) 2 Im( )
    min
    a2RN
    1
    2
    ||y ¯a||2 + ||a||1

    View Slide

  14. Discrete
    `1
    regularization:
    Computation grid
    z
    = (
    zk)
    K
    k=1.
    Basis-pursuit / Lasso:
    Sparse l1 Deconvolution
    y
    zk
    ¯ : a 2 RK 7! (ma,z) =
    X
    k
    ak'(zk, ·) 2 Im( )
    min
    a2RN
    1
    2
    ||y ¯a||2 + ||a||1
    Why `1?
    q = 0
    a1
    a2
    “`0 ball”

    View Slide

  15. Discrete
    `1
    regularization:
    Computation grid
    z
    = (
    zk)
    K
    k=1.
    Basis-pursuit / Lasso:
    Sparse l1 Deconvolution
    y
    zk
    ¯ : a 2 RK 7! (ma,z) =
    X
    k
    ak'(zk, ·) 2 Im( )
    min
    a2RN
    1
    2
    ||y ¯a||2 + ||a||1
    q = 1 q = 2
    q = 3/2
    q = 1/2
    Why `1? `q ball a 2 RK ;
    P
    k
    |ak
    |q 6 1
    q = 0
    a1
    a2
    “`0 ball” !

    View Slide

  16. Discrete
    `1
    regularization:
    Computation grid
    z
    = (
    zk)
    K
    k=1.
    Basis-pursuit / Lasso:
    Sparse l1 Deconvolution
    y
    zk
    ¯ : a 2 RK 7! (ma,z) =
    X
    k
    ak'(zk, ·) 2 Im( )
    min
    a2RN
    1
    2
    ||y ¯a||2 + ||a||1
    q = 1 q = 2
    q = 3/2
    q = 1/2
    Why `1? `q ball a 2 RK ;
    P
    k
    |ak
    |q 6 1
    q = 0
    a1
    a2
    sparse
    “`0 ball” !

    View Slide

  17. Discrete
    `1
    regularization:
    Computation grid
    z
    = (
    zk)
    K
    k=1.
    Basis-pursuit / Lasso:
    Sparse l1 Deconvolution
    y
    zk
    ¯ : a 2 RK 7! (ma,z) =
    X
    k
    ak'(zk, ·) 2 Im( )
    min
    a2RN
    1
    2
    ||y ¯a||2 + ||a||1
    q = 1 q = 2
    q = 3/2
    q = 1/2
    Why `1? `q ball a 2 RK ;
    P
    k
    |ak
    |q 6 1
    q = 0
    a1
    a2
    sparse
    convex
    “`0 ball” !

    View Slide

  18. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1

    View Slide

  19. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x

    View Slide

  20. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x

    View Slide

  21. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x

    View Slide

  22. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x

    View Slide

  23. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    (P0(y))
    min
    m
    {|m|(T) ; m = y}
    ! 0+
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x

    View Slide

  24. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    (P0(y))
    min
    m
    {|m|(T) ; m = y}
    ! 0+
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x
    Proposition:
    If dim(Im( ))
    <
    +1, 9(
    a, x
    ) 2 RN ⇥ TN with
    N
    6 dim(Im( ))
    such that
    m
    a,x is a solution to
    P
    (
    y
    ).

    View Slide

  25. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    !
    Algorithms: [Bredies, Pikkarainen, 2010] (proximal-based)
    [Cand`
    es, Fernandez-G. 2012] (root finding)
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    (P0(y))
    min
    m
    {|m|(T) ; m = y}
    ! 0+
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x
    Proposition:
    If dim(Im( ))
    <
    +1, 9(
    a, x
    ) 2 RN ⇥ TN with
    N
    6 dim(Im( ))
    such that
    m
    a,x is a solution to
    P
    (
    y
    ).

    View Slide

  26. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    !
    Algorithms: [Bredies, Pikkarainen, 2010] (proximal-based)
    [Cand`
    es, Fernandez-G. 2012] (root finding)
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    (P0(y))
    min
    m
    {|m|(T) ; m = y}
    ! 0+
    Competitors: Prony’s methods (MUSIC, ESPRIT, FRI).
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x
    Proposition:
    If dim(Im( ))
    <
    +1, 9(
    a, x
    ) 2 RN ⇥ TN with
    N
    6 dim(Im( ))
    such that
    m
    a,x is a solution to
    P
    (
    y
    ).

    View Slide

  27. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    !
    Algorithms: [Bredies, Pikkarainen, 2010] (proximal-based)
    [Cand`
    es, Fernandez-G. 2012] (root finding)
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    (P0(y))
    min
    m
    {|m|(T) ; m = y}
    ! 0+
    Competitors: Prony’s methods (MUSIC, ESPRIT, FRI).
    “+”: always works when
    w
    = 0, less sensitive to sign.
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x
    Proposition:
    If dim(Im( ))
    <
    +1, 9(
    a, x
    ) 2 RN ⇥ TN with
    N
    6 dim(Im( ))
    such that
    m
    a,x is a solution to
    P
    (
    y
    ).

    View Slide

  28. Grid-free Sparse Recovery
    Grid-free regularization: total variation of measures:
    |m|(T) = sup
    R
    ⌘dm : ⌘ 2 C(T), ||⌘||1
    6 1
    !
    Algorithms: [Bredies, Pikkarainen, 2010] (proximal-based)
    [Cand`
    es, Fernandez-G. 2012] (root finding)
    min
    m
    1
    2
    || (m) y||2 + |m|(T) (P (y))
    Sparse recovery:
    (P0(y))
    min
    m
    {|m|(T) ; m = y}
    ! 0+
    Competitors: Prony’s methods (MUSIC, ESPRIT, FRI).
    “+”: always works when
    w
    = 0, less sensitive to sign.
    “-”: only for convolution operator, '(x, t) = '(x t)
    |m
    a,x
    |(T) = ||a||
    `
    1
    m
    a,x
    |m|(T) =
    R
    |f| = ||f||L1
    d
    m
    (
    x
    ) =
    f
    (
    x
    )d
    x
    Proposition:
    If dim(Im( ))
    <
    +1, 9(
    a, x
    ) 2 RN ⇥ TN with
    N
    6 dim(Im( ))
    such that
    m
    a,x is a solution to
    P
    (
    y
    ).

    View Slide

  29. Overview
    • Sparse Spikes Super-resolution
    • Robust Support Recovery
    • Asymptotic Positive Measure Recovery

    View Slide

  30. (P0(y))
    Robustness and Support-stability
    = 0.55/fc
    = 0.45/fc
    = 0.1/fc
    = 0.3/fc
    min
    m
    {|m|(T) ; m = y}
    Low-pass filter supp( ˆ
    '
    ) = [
    fc, fc].
    When is
    m0 solution of
    P0(
    m0) ?

    View Slide

  31. (P0(y))
    Robustness and Support-stability
    = 0.55/fc
    = 0.45/fc
    = 0.1/fc
    = 0.3/fc
    min
    m
    {|m|(T) ; m = y}
    Low-pass filter supp( ˆ
    '
    ) = [
    fc, fc].
    When is
    m0 solution of
    P0(
    m0) ?
    Theorem:
    [Cand`
    es, Fernandez G.]
    > 1.26
    fc
    ) m0 solves
    P0(
    m0).

    View Slide

  32. (P0(y))
    Robustness and Support-stability
    = 0.55/fc
    = 0.45/fc
    = 0.1/fc
    = 0.3/fc
    min
    m
    {|m|(T) ; m = y}
    Low-pass filter supp( ˆ
    '
    ) = [
    fc, fc].
    are solutions of
    P
    (
    m0 +
    w
    )?
    How close to m0
    When is
    m0 solution of
    P0(
    m0) ?
    Theorem:
    [Cand`
    es, Fernandez G.]
    > 1.26
    fc
    ) m0 solves
    P0(
    m0).

    View Slide

  33. ! [Cand`
    es, Fernandez-G. 2012]
    (P0(y))
    Robustness and Support-stability
    = 0.55/fc
    = 0.45/fc
    = 0.1/fc
    = 0.3/fc
    min
    m
    {|m|(T) ; m = y}
    Low-pass filter supp( ˆ
    '
    ) = [
    fc, fc].
    are solutions of
    P
    (
    m0 +
    w
    )?
    !
    [Fernandez-G.][de Castro 2012]
    Weighted
    L2
    error:
    Support localization:
    How close to m0
    When is
    m0 solution of
    P0(
    m0) ?
    Theorem:
    [Cand`
    es, Fernandez G.]
    > 1.26
    fc
    ) m0 solves
    P0(
    m0).

    View Slide

  34. ! [Cand`
    es, Fernandez-G. 2012]
    (P0(y))
    Robustness and Support-stability
    = 0.55/fc
    = 0.45/fc
    = 0.1/fc
    = 0.3/fc
    min
    m
    {|m|(T) ; m = y}
    Low-pass filter supp( ˆ
    '
    ) = [
    fc, fc].
    are solutions of
    P
    (
    m0 +
    w
    )?
    !
    [Fernandez-G.][de Castro 2012]
    General kernels?
    Exact support recovery?
    Open problems:
    Weighted
    L2
    error:
    Support localization:
    How close to m0
    When is
    m0 solution of
    P0(
    m0) ?
    Theorem:
    [Cand`
    es, Fernandez G.]
    > 1.26
    fc
    ) m0 solves
    P0(
    m0).

    View Slide

  35. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9

    View Slide

  36. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i

    View Slide

  37. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9
    m 2 @◆||·||1
    61
    (⌘)
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i

    View Slide

  38. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9
    m 2 @◆||·||1
    61
    (⌘)
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i

    View Slide

  39. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9
    Ideal low-pass filter:
    ! ⌘
    =
    ⇤p
    trigonometric polynomial.
    m 2 @◆||·||1
    61
    (⌘)
    ⌘ = ⇤
    m y
    = ⇤p
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i

    View Slide

  40. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9
    Ideal low-pass filter:
    ! ⌘
    =
    ⇤p
    trigonometric polynomial.
    m 2 @◆||·||1
    61
    (⌘)
    ⌘ = ⇤
    m y
    = ⇤p
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i
    D (y)
    = sup
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  41. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    9
    Ideal low-pass filter:
    ! ⌘
    =
    ⇤p
    trigonometric polynomial.
    m 2 @◆||·||1
    61
    (⌘)
    , ⌘ 2 @|m|(T)
    ⌘ = ⇤
    m y
    = ⇤p
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i
    D (y)
    = sup
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  42. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)


    ;
    8
    t,
    |

    (
    t
    )| 6 1
    8
    i, ⌘
    (
    xi) = sign(
    ai)
    @|m
    a,x
    |(T) =
    9
    Ideal low-pass filter:
    ! ⌘
    =
    ⇤p
    trigonometric polynomial.
    m 2 @◆||·||1
    61
    (⌘)
    , ⌘ 2 @|m|(T)
    ⌘ = ⇤
    m y
    = ⇤p
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i
    D (y)
    = sup
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  43. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)


    ;
    8
    t,
    |

    (
    t
    )| 6 1
    8
    i, ⌘
    (
    xi) = sign(
    ai)
    @|m
    a,x
    |(T) =
    9
    !
    Interpolates spikes location and sign.
    Ideal low-pass filter:
    ! ⌘
    =
    ⇤p
    trigonometric polynomial.
    m 2 @◆||·||1
    61
    (⌘)
    , ⌘ 2 @|m|(T)
    ⌘ = ⇤
    m y
    = ⇤p
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i
    D (y)
    = sup
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  44. From Primal to Dual
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)


    ;
    8
    t,
    |

    (
    t
    )| 6 1
    8
    i, ⌘
    (
    xi) = sign(
    ai)
    @|m
    a,x
    |(T) =
    9
    !
    Interpolates spikes location and sign.
    ! |⌘
    (
    t
    )
    |2
    = 1: polynomial equation of supp(
    m
    ).
    Ideal low-pass filter:
    ! ⌘
    =
    ⇤p
    trigonometric polynomial.
    m 2 @◆||·||1
    61
    (⌘)
    , ⌘ 2 @|m|(T)
    ⌘ = ⇤
    m y
    = ⇤p
    = min
    m
    h
    sup
    ||⌘||1
    61
    h⌘, mi +
    1
    2
    || m y||2
    i
    = sup
    ||⌘||1
    61
    h
    min
    m
    h⌘, mi +
    1
    2
    || m y||2
    i
    D (y)
    = sup
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  45. Asymptotic Dual and Certificate
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    D (y)
    p def.
    = argmax
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  46. Asymptotic Dual and Certificate
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    D (y)
    P0(y)
    ! 0+
    m0
    2 argmin
    m=y
    |m|(T)
    p def.
    = argmax
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  47. Asymptotic Dual and Certificate
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    D (y)
    P0(y)
    ! 0+
    m0
    2 argmin
    m=y
    |m|(T)
    D0(y)
    D0(
    y
    ) = argmax
    || ⇤p||1
    61
    hp, yi
    p def.
    = argmax
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  48. Asymptotic Dual and Certificate
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    D (y)
    P0(y)
    ! 0+
    m0
    2 argmin
    m=y
    |m|(T)
    p0
    def.
    = argmax
    p2D0(y)
    1
    2
    ||p||2
    ! 0+
    D0(y)
    D0(
    y
    ) = argmax
    || ⇤p||1
    61
    hp, yi
    p def.
    = argmax
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2

    View Slide

  49. Asymptotic Dual and Certificate
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    D (y)
    P0(y)
    ! 0+
    m0
    2 argmin
    m=y
    |m|(T)
    p0
    def.
    = argmax
    p2D0(y)
    1
    2
    ||p||2
    ! 0+
    D0(y)
    D0(
    y
    ) = argmax
    || ⇤p||1
    61
    hp, yi
    p def.
    = argmax
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2
    D0(y) = {p ; ⇤p 2 @|m0
    |(T)}
    Lemma:

    View Slide

  50. Asymptotic Dual and Certificate
    min
    m
    |m|(T) +
    1
    2
    || m y||2
    P (y)
    D (y)
    P0(y)
    ! 0+
    m0
    2 argmin
    m=y
    |m|(T)
    p0
    def.
    = argmax
    p2D0(y)
    1
    2
    ||p||2
    ! 0+
    D0(y)
    D0(
    y
    ) = argmax
    || ⇤p||1
    61
    hp, yi
    = 1/fc
    = 0.6/fc
    ⌘0 ⌘0
    p def.
    = argmax
    || ⇤p||1
    61
    hp, yi
    2
    ||p||2
    D0(y) = {p ; ⇤p 2 @|m0
    |(T)}
    Lemma:
    Definition: for any
    m0 solution of
    P0(
    y
    ),
    ⌘0 = ⇤p0 = argmin
    ⌘= ⇤[email protected]|m0
    |(T)
    ||p||

    View Slide

  51. −1
    1 η
    0
    η
    V
    Vanishing Derivative Pre-certificate
    9⌘0
    () m0 solves
    P0(
    m0)
    Input measure: m0 = m
    a,x
    .
    ⌘0
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    ||

    ||1
    6 1
    .

    View Slide

  52. −1
    1 η
    0
    η
    V
    ⌘0 = ⌘V
    Vanishing Derivative Pre-certificate
    9⌘0
    () m0 solves
    P0(
    m0)
    Input measure: m0 = m
    a,x
    .
    ⌘0
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    ||

    ||1
    6 1
    .
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    8
    i, ⌘
    0(
    xi) = 0
    .

    View Slide

  53. −1
    1 η
    0
    η
    V
    ⌘0 = ⌘V
    Vanishing Derivative Pre-certificate
    9⌘0
    () m0 solves
    P0(
    m0)
    Input measure: m0 = m
    a,x
    .
    ⌘0
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    ||

    ||1
    6 1
    .
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    8
    i, ⌘
    0(
    xi) = 0
    .
    where
    Ax
    (
    b
    ) =
    P
    i b
    1
    i '
    (
    xi,
    ·) +
    b
    2
    i '
    0(
    xi,
    ·)
    Proposition:

    V
    = ⇤A+
    x
    (sign(a); 0)

    View Slide

  54. −1
    1 η
    0
    η
    V
    ⌘0 = ⌘V
    Vanishing Derivative Pre-certificate
    9⌘0
    () m0 solves
    P0(
    m0)
    Input measure: m0 = m
    a,x
    .
    ⌘0
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    ||

    ||1
    6 1
    .
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    8
    i, ⌘
    0(
    xi) = 0
    .
    ()
    Non-degenerate certificate:
    ⌘ 2 ND(m
    a,x
    ) :
    8
    t /
    2 {
    x1, . . . , xN
    }
    ,
    |

    (
    t
    )|
    <
    1 and 8
    i, ⌘
    00(
    xi) 6= 0
    where
    Ax
    (
    b
    ) =
    P
    i b
    1
    i '
    (
    xi,
    ·) +
    b
    2
    i '
    0(
    xi,
    ·)
    Proposition:

    V
    = ⇤A+
    x
    (sign(a); 0)

    View Slide

  55. −1
    1 η
    0
    η
    V
    ⌘0
    6= ⌘V
    −1
    1 η
    0
    η
    V
    ⌘0 = ⌘V
    Vanishing Derivative Pre-certificate
    9⌘0
    () m0 solves
    P0(
    m0)
    Theorem:
    ⌘V
    2 ND(m0) =) ⌘V = ⌘0
    Input measure: m0 = m
    a,x
    .
    ⌘0
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    ||

    ||1
    6 1
    .
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||
    p
    || s.t.

    8
    i, ⌘
    (
    xi) = sign(
    ai)
    ,
    8
    i, ⌘
    0(
    xi) = 0
    .
    ()
    Non-degenerate certificate:
    ⌘ 2 ND(m
    a,x
    ) :
    8
    t /
    2 {
    x1, . . . , xN
    }
    ,
    |

    (
    t
    )|
    <
    1 and 8
    i, ⌘
    00(
    xi) 6= 0
    where
    Ax
    (
    b
    ) =
    P
    i b
    1
    i '
    (
    xi,
    ·) +
    b
    2
    i '
    0(
    xi,
    ·)
    Proposition:

    V
    = ⇤A+
    x
    (sign(a); 0)

    View Slide

  56. Support Stability Theorem
    ⌘ = ⇤p !0
    ! ⌘0 = ⇤p0
    supp(m ) ⇢ {|⌘ | = 1}

    View Slide

  57. Support Stability Theorem
    ⌘ = ⇤p !0
    ! ⌘0 = ⇤p0
    supp(m ) ⇢ {|⌘ | = 1}
    If ⌘0
    2 ND(m0) then supp(m ) ! supp(m0)
    ⌘0

    x1 x2
    x
    ?
    2
    x
    ?
    1

    View Slide

  58. Support Stability Theorem
    x
    ?
    i
    max
    Noiseless
    w
    = 0. min
    ⇠ ||w||
    x
    ?
    i
    max
    ||w||
    ⌘ = ⇤p !0
    ! ⌘0 = ⇤p0
    supp(m ) ⇢ {|⌘ | = 1}
    If ⌘0
    2 ND(m0) then supp(m ) ! supp(m0)
    ⌘0

    x1 x2
    x
    ?
    2
    x
    ?
    1
    Theorem:
    the solution of
    P
    (
    y
    ) for
    y
    = (
    m0) +
    w
    is
    for (
    ||w||/ ,
    ) =
    O
    (1),
    [Duval, Peyr´
    e 2014]
    If

    V
    2
    ND(
    m0) for
    m0 =
    m
    a,x, then
    m =
    P
    N
    i
    =1
    a?
    i x
    ?
    i
    where ||(x, a) (x?
    , a?)|| = O(||w||)

    View Slide

  59. When is Non-degenerate ?
    ⌘V
    ' '
    ⌘V
    ⌘V
    ⌘V
    ⌘V
    ⌘V
    ⌘V
    Input measure: m0 = m
    a, x
    , ! 0

    View Slide

  60. When is Non-degenerate ?
    ⌘V
    ' '
    ⌘V
    ⌘V
    ⌘V
    ⌘V
    ⌘V
    ⌘V
    Input measure:
    Theorem:
    [Tang, Recht, 2013]
    Valid for:
    '
    (
    x
    ) =
    e x
    2
    /
    2
    '
    (
    x
    ) = (1 + (
    x/
    )2) 1
    . . .
    9C,
    (
    > C
    ) =
    )
    (
    ⌘V is non degenerate)
    m0 = m
    a, x
    , ! 0

    View Slide

  61. Overview
    • Sparse Spikes Super-resolution
    • Robust Support Recovery
    • Asymptotic Positive Measure Recovery

    View Slide

  62. Recovery of Positive Measures
    m = (
    R
    e 2i⇡ktdm(t))fc
    k= fc
    Theorem:
    let and
    [de Castro et al. 2011]
    ! m0 is recovered when there is no noise.
    ⌘S(
    t
    ) = 1

    QN
    i=1
    sin(

    (
    t xi))2
    for
    N 6 fc and

    small enough,
    ⌘S
    2 ¯
    D
    (
    m0).
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    ⌘S ⌘S
    ⌘S
    ⌘S
    Input measure: m0 = m
    a,x
    where a 2 RN
    +
    .

    View Slide

  63. Recovery of Positive Measures
    m = (
    R
    e 2i⇡ktdm(t))fc
    k= fc
    Theorem:
    let and
    [de Castro et al. 2011]
    ! m0 is recovered when there is no noise.
    ⌘S(
    t
    ) = 1

    QN
    i=1
    sin(

    (
    t xi))2
    for
    N 6 fc and

    small enough,
    ⌘S
    2 ¯
    D
    (
    m0).
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    ⌘S ⌘S
    ⌘S
    ⌘S
    [Morgenshtern, Cand`
    es, 2015] discrete
    `1
    robustness.
    [Demanet, Nguyen, 2015] discrete
    `0
    robustness.
    Input measure: m0 = m
    a,x
    where a 2 RN
    +
    .
    !
    behavior as
    8
    i, xi
    !
    0 ?

    View Slide

  64. Recovery of Positive Measures
    m = (
    R
    e 2i⇡ktdm(t))fc
    k= fc
    Theorem:
    let and
    [de Castro et al. 2011]
    ! m0 is recovered when there is no noise.
    !
    noise robustness of support recovery ?
    ⌘S(
    t
    ) = 1

    QN
    i=1
    sin(

    (
    t xi))2
    for
    N 6 fc and

    small enough,
    ⌘S
    2 ¯
    D
    (
    m0).
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    ⌘S ⌘S
    ⌘S
    ⌘S
    [Morgenshtern, Cand`
    es, 2015] discrete
    `1
    robustness.
    [Demanet, Nguyen, 2015] discrete
    `0
    robustness.
    Input measure: m0 = m
    a,x
    where a 2 RN
    +
    .
    !
    behavior as
    8
    i, xi
    !
    0 ?

    View Slide

  65. Comparison of Certificates
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    -1
    1
    ⌘S ⌘V

    View Slide

  66. Asymptotic of Vanishing Certificate
    1
    ⌘V
    Vanishing Derivative pre-certificate:
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||p||
    m0 = m
    a, x
    where ! 0
    s.t. 8
    i,


    (
    xi) = 1
    ,

    0(
    xi) = 0
    .

    View Slide

  67. Asymptotic of Vanishing Certificate
    1
    ⌘V
    1
    1
    1
    ⌘V
    ⌘V
    ⌘W
    Vanishing Derivative pre-certificate:
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||p||
    m0 = m
    a, x
    where ! 0
    s.t. 8
    i,


    (
    xi) = 1
    ,

    0(
    xi) = 0
    .

    View Slide

  68. Asymptotic of Vanishing Certificate
    1
    ⌘V
    1
    1
    1
    ⌘V
    ⌘V
    ⌘W
    s.t.

    ⌘(0) = 1,
    ⌘0(0) = . . . = ⌘(2N 1)(0) = 0.
    Asymptotic pre-certificate:
    ⌘W
    def.
    = argmin
    ⌘= ⇤p
    ||p||
    Vanishing Derivative pre-certificate:
    ⌘V
    def.
    = argmin
    ⌘= ⇤p
    ||p||
    ! 0
    m0 = m
    a, x
    where ! 0
    s.t. 8
    i,


    (
    xi) = 1
    ,

    0(
    xi) = 0
    .

    View Slide

  69. Asymptotic Certificate
    1
    1
    1
    1
    ⌘V = ⌘W
    ⌘W
    ⌘W
    ⌘W
    N = 1
    N = 2
    N = 3
    N = 4
    (2N 1)
    -Non degenerate:
    ()
    ⌘W
    (2N)(0) 6= 0

    8 t 6= 0, |⌘W (t)| < 1
    ⌘W
    2 NDN

    View Slide

  70. Asymptotic Certificate
    1
    1
    1
    1
    ⌘V = ⌘W
    ⌘W
    ⌘W
    ⌘W
    N = 1
    N = 2
    N = 3
    N = 4
    (2N 1)
    -Non degenerate:
    ()
    ⌘W
    (2N)(0) 6= 0

    8 t 6= 0, |⌘W (t)| < 1
    ⌘W
    2 NDN
    Lemma:
    ! ⌘W govern stability as
    !
    0.
    If ⌘W
    2 NDN , 9 0 > 0,
    8 < 0, ⌘
    V
    2 ND(m
    x,a
    )

    View Slide

  71. Asymptotic Robustness
    Theorem:
    the solution of
    P
    (
    y
    ) for
    y
    = (
    m0) +
    w
    is
    for
    w , w
    2N 1
    ,
    2N 1 =
    O
    (1)
    P
    N
    i
    =1
    a?
    i x
    ?
    i
    ||w
    ||
    N = 2
    ||w
    ||
    N = 1
    If ⌘
    W
    2 ND
    N
    , letting m0 = m
    a, x
    , then
    where ||(x, a) (x?, a?)|| = O

    ||w|| +
    2N 1

    [Denoyelle, D., P. 2015]

    View Slide

  72. Asymptotic Robustness
    Theorem:
    the solution of
    P
    (
    y
    ) for
    y
    = (
    m0) +
    w
    is
    x
    ?
    i
    0
    ↵ < 2N 1
    Noise:
    w
    =
    w0.
    for
    w , w
    2N 1
    ,
    2N 1 =
    O
    (1)
    P
    N
    i
    =1
    a?
    i x
    ?
    i
    Regularization: = 0

    0
    max
    ↵ = 2N 1
    x
    ?
    i
    x0
    ||w
    ||
    N = 2
    ||w
    ||
    N = 1
    If ⌘
    W
    2 ND
    N
    , letting m0 = m
    a, x
    , then
    where ||(x, a) (x?, a?)|| = O

    ||w|| +
    2N 1

    y = m
    a, x
    + w
    [Denoyelle, D., P. 2015]

    View Slide

  73. When is Non-degenerate ?
    ⌘W
    Proposition: one has
    ⌘(2N)
    W (0)
    <
    0.
    !
    “locally” non-degenerate.

    View Slide

  74. When is Non-degenerate ?
    ⌘W
    Proposition: one has
    ⌘(2N)
    W (0)
    <
    0.
    !
    “locally” non-degenerate.
    '
    ˆ
    '
    ⌘W
    ⌘W
    ⌘W
    N = 2
    N = 3
    N = 4

    View Slide

  75. Gaussian Deconvolution
    Gaussian convolution: '
    (
    x, t
    ) =
    e
    |
    x t
    |2
    2 2
    Proposition: ⌘W (
    x
    ) =
    e
    x
    2
    4 2
    N 1
    X
    k=0
    (
    x/
    2 )2k
    k
    !
    In particular,
    ⌘W is non-degenerate.
    (
    m
    ) def.
    =
    Z
    '
    (
    x,
    ·)d
    m
    (
    x
    )
    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
    -0.2
    0
    0.2
    0.4
    0.6
    0.8
    1
    1 1
    1 1
    !
    Gaussian deconvolution is support-stable.
    N = 1 N = 2
    N = 3 N = 4
    '(0, ·)
    ⌘W
    ⌘W ⌘W
    ⌘W

    View Slide

  76. Laplace Transform Inversion
    (
    m
    ) def.
    =
    Z
    '
    (
    x,
    ·)d
    m
    (
    x
    )
    '
    (
    x, t
    ) =
    e xt
    Laplace transform:
    '
    (
    x,
    ·)
    x
    = 2
    x
    = 20
    t
    [with E. Soubies]

    View Slide

  77. Laplace Transform Inversion
    (
    m
    ) def.
    =
    Z
    '
    (
    x,
    ·)d
    m
    (
    x
    )
    '
    (
    x, t
    ) =
    e xt
    Laplace transform:
    '
    (
    x,
    ·)
    x
    = 2
    x
    = 20
    t
    (m1)
    (m2)
    x
    m1
    t
    m2
    x
    [with E. Soubies]

    View Slide

  78. Laplace Transform Inversion
    (
    m
    ) def.
    =
    Z
    '
    (
    x,
    ·)d
    m
    (
    x
    )
    '
    (
    x, t
    ) =
    e xt
    Laplace transform:
    '
    (
    x,
    ·)
    x
    = 2
    x
    = 20
    Total internal reflection fluorescence microscopy (TIRFM)
    t
    (m1)
    (m2)
    x
    m1
    t
    m2
    x
    [with E. Soubies]
    [Boulanger et al. 2014]
    varying the azimuth φ during the exposure time and can be
    modeled by the following expression:
    gðθÞ =
    Z2π
    0
    Z∞
    0
    Z∞
    −∞
    Iðz; α; φÞρ

    θ − α
    Ω=cos θ

    f
    À
    z
    Á
    dαdzdφ;
    where fðzÞ is the density of fluorophores in the medium con-
    volved by the emission point spread function and ρð · Þ represents
    the laser beam profile of divergence Ω. The function Iðz; α; φÞ
    slope of the glass slide recovered (Fig. 2D), the latter falling within
    the confidence interval deducted from the accuracy of the mea-
    surement of the different characteristic dimensions of the sample.
    Finally, from the dispersion of the estimated depth around the
    average slope (Fig. 2D), we can conclude that the localization
    precision obtained with this approach is higher than the corre-
    sponding precision given by estimating the location of the beads in
    the WF image stack as already mentioned (17).
    Estimating the 3D density of fluorophores convolved by the
    emission point spread function then would simply boil down to
    inverting the linear system. Some care has to be taken when
    inverting such system, as the inverse problem is at best badly con-
    ditioned. Nevertheless, constraints can be imposed to the solution
    such as positivity, and, in the case of time-lapse acquisitions, a
    multiframe regularization can be used in addition to the spatial and
    temporal regularization smoothness to solve the reconstruction
    problem. Moreover, to be effective, such a positivity constraint
    requires a correct knowledge of the background level. As a conse-
    quence, for each multiangle image stack, a background image is
    obtained by driving the beam out of the objective. Given that
    several convex constraints have to be satisfied at the same time, we
    propose to rely on a flavor of the PPXA algorithm (26) to estimate
    the tridimensional density of fluorophores (Fig. S4). More detailed
    information on how noise, object depth, and the required number
    of angles can be taken into account is discussed in SI Imaging Model
    and Reconstruction and Fig. S5. Finally, to take into account the
    variations of the medium index, we select an effective index within
    a predefined range by minimizing the reconstruction error at each
    pixel under a spatial smoothness constraint (Fig. S6). It is worth
    noting that the computation time for the reconstruction on 10
    planes from a stack 512 × 512 images corresponding to 21 in-
    cidence angles ranges from 1 to 5 min depending on the number
    of iterations.
    Imaging in Vitro and in Vivo Actin Assembly. The proposed multi-
    angle TIRF image reconstruction approach was then tested on
    complex samples such as actin network architectures for which
    spatial resolution and dynamics remain an issue. We first chal-
    lenged the spatial organization of actin nucleation geometry
    using an in vitro assay based on micropatterning method (27).
    A
    B
    C
    D
    Fig. 2. Experimental validation of the multiangle TIRF model. (A) Schema
    of the system designed to create a slope of fluorescent beads. (B) Overlay
    of the maximum intensity projection of image stack acquired with WF and
    TIRF illumination. (Scale bar: 5 μm.) The evolution of the intensity versus the
    illumination angle θ of two selected beads are plotted in C with the corre-
    sponding fitting theoretical model (continuous line) for their estimated
    depth (respectively 10 and 89 nm). (D) Depth of all of the beads estimated by
    fitting the theoretical TIRF model (in red) and the depth of the same beads
    estimated by fitting a Gaussian model in the WF image stack (in green).
    BIOPHYSICS AND
    COMPUTATIONAL BIOLOGY
    slope of the glass slide recovered (Fig. 2D),
    the confidence interval deducted from the
    surement of the different characteristic dim
    Finally, from the dispersion of the estima
    average slope (Fig. 2D), we can conclude
    precision obtained with this approach is h
    sponding precision given by estimating the l
    the WF image stack as already mentioned
    Estimating the 3D density of fluoroph
    emission point spread function then woul
    inverting the linear system. Some care h
    inverting such system, as the inverse proble
    ditioned. Nevertheless, constraints can be i
    such as positivity, and, in the case of tim
    multiframe regularization can be used in add
    temporal regularization smoothness to so
    problem. Moreover, to be effective, such
    requires a correct knowledge of the backgro
    quence, for each multiangle image stack,
    obtained by driving the beam out of the
    several convex constraints have to be satisfie
    propose to rely on a flavor of the PPXA alg
    A
    B
    C
    D
    Fig. 2. Experimental validation of the multiangle TIRF model. (A) Schema
    of the system designed to create a slope of fluorescent beads. (B) Overlay
    of the maximum intensity projection of image stack acquired with WF and
    ✓(t)
    y(t)
    light
    depth
    x
    cell
    y(t) = m(t)
    ✓(t)
    ! multiple angles ✓(t).

    View Slide

  79. Laplace Transform Inversion
    (
    m
    ) def.
    =
    Z
    '
    (
    x,
    ·)d
    m
    (
    x
    )
    '
    (
    x, t
    ) =
    e xt
    Laplace transform:
    '
    (
    x,
    ·)
    x
    = 2
    x
    = 20
    Total internal reflection fluorescence microscopy (TIRFM)
    t
    (m1)
    (m2)
    x
    m1
    t
    m2
    x
    [with E. Soubies]
    [Boulanger et al. 2014]
    varying the azimuth φ during the exposure time and can be
    modeled by the following expression:
    gðθÞ =
    Z2π
    0
    Z∞
    0
    Z∞
    −∞
    Iðz; α; φÞρ

    θ − α
    Ω=cos θ

    f
    À
    z
    Á
    dαdzdφ;
    where fðzÞ is the density of fluorophores in the medium con-
    volved by the emission point spread function and ρð · Þ represents
    the laser beam profile of divergence Ω. The function Iðz; α; φÞ
    slope of the glass slide recovered (Fig. 2D), the latter falling within
    the confidence interval deducted from the accuracy of the mea-
    surement of the different characteristic dimensions of the sample.
    Finally, from the dispersion of the estimated depth around the
    average slope (Fig. 2D), we can conclude that the localization
    precision obtained with this approach is higher than the corre-
    sponding precision given by estimating the location of the beads in
    the WF image stack as already mentioned (17).
    Estimating the 3D density of fluorophores convolved by the
    emission point spread function then would simply boil down to
    inverting the linear system. Some care has to be taken when
    inverting such system, as the inverse problem is at best badly con-
    ditioned. Nevertheless, constraints can be imposed to the solution
    such as positivity, and, in the case of time-lapse acquisitions, a
    multiframe regularization can be used in addition to the spatial and
    temporal regularization smoothness to solve the reconstruction
    problem. Moreover, to be effective, such a positivity constraint
    requires a correct knowledge of the background level. As a conse-
    quence, for each multiangle image stack, a background image is
    obtained by driving the beam out of the objective. Given that
    several convex constraints have to be satisfied at the same time, we
    propose to rely on a flavor of the PPXA algorithm (26) to estimate
    the tridimensional density of fluorophores (Fig. S4). More detailed
    information on how noise, object depth, and the required number
    of angles can be taken into account is discussed in SI Imaging Model
    and Reconstruction and Fig. S5. Finally, to take into account the
    variations of the medium index, we select an effective index within
    a predefined range by minimizing the reconstruction error at each
    pixel under a spatial smoothness constraint (Fig. S6). It is worth
    noting that the computation time for the reconstruction on 10
    planes from a stack 512 × 512 images corresponding to 21 in-
    cidence angles ranges from 1 to 5 min depending on the number
    of iterations.
    Imaging in Vitro and in Vivo Actin Assembly. The proposed multi-
    angle TIRF image reconstruction approach was then tested on
    complex samples such as actin network architectures for which
    spatial resolution and dynamics remain an issue. We first chal-
    lenged the spatial organization of actin nucleation geometry
    using an in vitro assay based on micropatterning method (27).
    A
    B
    C
    D
    Fig. 2. Experimental validation of the multiangle TIRF model. (A) Schema
    of the system designed to create a slope of fluorescent beads. (B) Overlay
    of the maximum intensity projection of image stack acquired with WF and
    TIRF illumination. (Scale bar: 5 μm.) The evolution of the intensity versus the
    illumination angle θ of two selected beads are plotted in C with the corre-
    sponding fitting theoretical model (continuous line) for their estimated
    depth (respectively 10 and 89 nm). (D) Depth of all of the beads estimated by
    fitting the theoretical TIRF model (in red) and the depth of the same beads
    estimated by fitting a Gaussian model in the WF image stack (in green).
    BIOPHYSICS AND
    COMPUTATIONAL BIOLOGY
    slope of the glass slide recovered (Fig. 2D),
    the confidence interval deducted from the
    surement of the different characteristic dim
    Finally, from the dispersion of the estima
    average slope (Fig. 2D), we can conclude
    precision obtained with this approach is h
    sponding precision given by estimating the l
    the WF image stack as already mentioned
    Estimating the 3D density of fluoroph
    emission point spread function then woul
    inverting the linear system. Some care h
    inverting such system, as the inverse proble
    ditioned. Nevertheless, constraints can be i
    such as positivity, and, in the case of tim
    multiframe regularization can be used in add
    temporal regularization smoothness to so
    problem. Moreover, to be effective, such
    requires a correct knowledge of the backgro
    quence, for each multiangle image stack,
    obtained by driving the beam out of the
    several convex constraints have to be satisfie
    propose to rely on a flavor of the PPXA alg
    A
    B
    C
    D
    Fig. 2. Experimental validation of the multiangle TIRF model. (A) Schema
    of the system designed to create a slope of fluorescent beads. (B) Overlay
    of the maximum intensity projection of image stack acquired with WF and
    ✓(t)
    y(t)
    light
    depth
    x
    cell
    y(t) = m(t)
    ✓(t)
    ! multiple angles ✓(t).
    N = 1
    N = 2
    N = 3
    ⌘W
    ⌘W
    ⌘W
    ¯
    x
    = 2 ¯
    x
    = 20
    Non-translation-invariant operator
    ¯
    x
    x1 x2
    !
    ⌘W depends on ¯
    x!

    View Slide

  80. Laplace Transform Inversion
    (
    m
    ) def.
    =
    Z
    '
    (
    x,
    ·)d
    m
    (
    x
    )
    '
    (
    x, t
    ) =
    e xt
    Laplace transform:
    '
    (
    x,
    ·)
    x
    = 2
    x
    = 20
    Total internal reflection fluorescence microscopy (TIRFM)
    t
    (m1)
    (m2)
    x
    m1
    t
    m2
    x
    [with E. Soubies]
    [Boulanger et al. 2014]
    varying the azimuth φ during the exposure time and can be
    modeled by the following expression:
    gðθÞ =
    Z2π
    0
    Z∞
    0
    Z∞
    −∞
    Iðz; α; φÞρ

    θ − α
    Ω=cos θ

    f
    À
    z
    Á
    dαdzdφ;
    where fðzÞ is the density of fluorophores in the medium con-
    volved by the emission point spread function and ρð · Þ represents
    the laser beam profile of divergence Ω. The function Iðz; α; φÞ
    slope of the glass slide recovered (Fig. 2D), the latter falling within
    the confidence interval deducted from the accuracy of the mea-
    surement of the different characteristic dimensions of the sample.
    Finally, from the dispersion of the estimated depth around the
    average slope (Fig. 2D), we can conclude that the localization
    precision obtained with this approach is higher than the corre-
    sponding precision given by estimating the location of the beads in
    the WF image stack as already mentioned (17).
    Estimating the 3D density of fluorophores convolved by the
    emission point spread function then would simply boil down to
    inverting the linear system. Some care has to be taken when
    inverting such system, as the inverse problem is at best badly con-
    ditioned. Nevertheless, constraints can be imposed to the solution
    such as positivity, and, in the case of time-lapse acquisitions, a
    multiframe regularization can be used in addition to the spatial and
    temporal regularization smoothness to solve the reconstruction
    problem. Moreover, to be effective, such a positivity constraint
    requires a correct knowledge of the background level. As a conse-
    quence, for each multiangle image stack, a background image is
    obtained by driving the beam out of the objective. Given that
    several convex constraints have to be satisfied at the same time, we
    propose to rely on a flavor of the PPXA algorithm (26) to estimate
    the tridimensional density of fluorophores (Fig. S4). More detailed
    information on how noise, object depth, and the required number
    of angles can be taken into account is discussed in SI Imaging Model
    and Reconstruction and Fig. S5. Finally, to take into account the
    variations of the medium index, we select an effective index within
    a predefined range by minimizing the reconstruction error at each
    pixel under a spatial smoothness constraint (Fig. S6). It is worth
    noting that the computation time for the reconstruction on 10
    planes from a stack 512 × 512 images corresponding to 21 in-
    cidence angles ranges from 1 to 5 min depending on the number
    of iterations.
    Imaging in Vitro and in Vivo Actin Assembly. The proposed multi-
    angle TIRF image reconstruction approach was then tested on
    complex samples such as actin network architectures for which
    spatial resolution and dynamics remain an issue. We first chal-
    lenged the spatial organization of actin nucleation geometry
    using an in vitro assay based on micropatterning method (27).
    A
    B
    C
    D
    Fig. 2. Experimental validation of the multiangle TIRF model. (A) Schema
    of the system designed to create a slope of fluorescent beads. (B) Overlay
    of the maximum intensity projection of image stack acquired with WF and
    TIRF illumination. (Scale bar: 5 μm.) The evolution of the intensity versus the
    illumination angle θ of two selected beads are plotted in C with the corre-
    sponding fitting theoretical model (continuous line) for their estimated
    depth (respectively 10 and 89 nm). (D) Depth of all of the beads estimated by
    fitting the theoretical TIRF model (in red) and the depth of the same beads
    estimated by fitting a Gaussian model in the WF image stack (in green).
    BIOPHYSICS AND
    COMPUTATIONAL BIOLOGY
    slope of the glass slide recovered (Fig. 2D),
    the confidence interval deducted from the
    surement of the different characteristic dim
    Finally, from the dispersion of the estima
    average slope (Fig. 2D), we can conclude
    precision obtained with this approach is h
    sponding precision given by estimating the l
    the WF image stack as already mentioned
    Estimating the 3D density of fluoroph
    emission point spread function then woul
    inverting the linear system. Some care h
    inverting such system, as the inverse proble
    ditioned. Nevertheless, constraints can be i
    such as positivity, and, in the case of tim
    multiframe regularization can be used in add
    temporal regularization smoothness to so
    problem. Moreover, to be effective, such
    requires a correct knowledge of the backgro
    quence, for each multiangle image stack,
    obtained by driving the beam out of the
    several convex constraints have to be satisfie
    propose to rely on a flavor of the PPXA alg
    A
    B
    C
    D
    Fig. 2. Experimental validation of the multiangle TIRF model. (A) Schema
    of the system designed to create a slope of fluorescent beads. (B) Overlay
    of the maximum intensity projection of image stack acquired with WF and
    ✓(t)
    y(t)
    light
    depth
    x
    cell
    y(t) = m(t)
    ✓(t)
    ! multiple angles ✓(t).
    N = 1
    N = 2
    N = 3
    ⌘W
    ⌘W
    ⌘W
    ¯
    x
    = 2 ¯
    x
    = 20
    Non-translation-invariant operator
    ¯
    x
    x1 x2
    !
    ⌘W depends on ¯
    x!
    Proposition:
    In particular,
    ⌘W is non-degenerate.
    ⌘W (
    x
    ) = 1

    x
    ¯
    x
    x
    + ¯
    x
    ◆2N

    View Slide

  81. Deconvolution of measures:
    ! L2
    errors are not well-suited.
    Weak-* convergence.
    Optimal transport distance.
    Exact support estimation.
    ...
    Conclusion

    View Slide

  82. Deconvolution of measures:
    ! L2
    errors are not well-suited.
    Weak-* convergence.
    Optimal transport distance.
    Exact support estimation.
    ...
    Conclusion
    Low-noise behavior:
    ! dictated by ⌘0.
    ! checkable via ⌘V .
    !
    asymptotic via
    ⌘W .

    View Slide

  83. Lasso on discrete grids:
    Deconvolution of measures:
    ! L2
    errors are not well-suited.
    Weak-* convergence.
    Optimal transport distance.
    Exact support estimation.
    ...
    similar ⌘0-analysis applies.
    !
    Relate discrete and continuous recoveries.
    Conclusion
    Low-noise behavior:
    ! dictated by ⌘0.
    ! checkable via ⌘V .
    !
    asymptotic via
    ⌘W .

    View Slide

  84. Lasso on discrete grids:
    Deconvolution of measures:
    ! L2
    errors are not well-suited.
    Weak-* convergence.
    Optimal transport distance.
    Exact support estimation.
    ...
    similar ⌘0-analysis applies.
    !
    Relate discrete and continuous recoveries.
    Open problem:
    other regularizations (e.g. piecewise constant) ?
    Conclusion
    Low-noise behavior:
    ! dictated by ⌘0.
    ! checkable via ⌘V .
    !
    asymptotic via
    ⌘W .
    see [Chambolle, Duval, Peyr´
    e, Poon 2016] for TV denoising.

    View Slide