Slide 1

Slide 1 text

Gabriel Peyré Off-the-Grid Sparse Super-resolution Joint work with Vincent Duval & Quentin Denoyelle É C O L E N O R M A L E S U P É R I E U R E Outline • What is the Lasso • Lasso with an orthogonal design • From projected gradient to proximal grad • Optimality conditions and subgradients (L • Coordinate descent algorithm … with some demos www.numerical-tours.com

Slide 2

Slide 2 text

Sparse Super-resolution Neural spikes (1D) Astrophysics (2D) Seismic imaging (1.5D) A B Fig. 2. Experimental validation of the m of the system designed to create a slope of the maximum intensity projection of i TIRF illumination. (Scale bar: 5 μm.) The ev illumination angle θ of two selected bead sponding fitting theoretical model (con depth (respectively 10 and 89 nm). (D) Dep [Boulanger et al. 2014] Single-molecule fluorescence (3-D) Recover pointwise sources from noisy low-resolution observations.

Slide 3

Slide 3 text

Sparse Super-resolution Neural spikes (1D) Astrophysics (2D) Seismic imaging (1.5D) A B Fig. 2. Experimental validation of the m of the system designed to create a slope of the maximum intensity projection of i TIRF illumination. (Scale bar: 5 μm.) The ev illumination angle θ of two selected bead sponding fitting theoretical model (con depth (respectively 10 and 89 nm). (D) Dep [Boulanger et al. 2014] Single-molecule fluorescence (3-D) Recover pointwise sources from noisy low-resolution observations. Practice: Scalable algorithms? Theory: Rayleigh limit?

Slide 4

Slide 4 text

Overview • Sparse Spikes Super-resolution • Robust Support Recovery • Asymptotic Positive Measure Recovery • Off-the-Grid Optimization Algorithms • Application: Laplace Inversion for TIRF Imaging

Slide 5

Slide 5 text

Discrete measure: ma,x = PN i=1 ai xi , a 2 RN , x 2 TN Super-resolution of Measures ma,x m Radon measure m on T = ⇢ (R/Z)d Rd .

Slide 6

Slide 6 text

Discrete measure: ma,x = PN i=1 ai xi , a 2 RN , x 2 TN Super-resolution of Measures ma,x m Radon measure m on T = ⇢ (R/Z)d Rd . y = (m) + w Linear measurements: '(x) 2 H ' continuous. (m) def. = Z T '(x)dm(x) 2 H

Slide 7

Slide 7 text

Discrete measure: ma,x = PN i=1 ai xi , a 2 RN , x 2 TN Super-resolution of Measures ma,x m Radon measure m on T = ⇢ (R/Z)d Rd . '(x) = ˜ '(· x) Deconvolution: ! Signal-dependent recovery criteria. y = 2/fc y = 0.5/fc '(0) y = (m) + w Linear measurements: '(x) 2 H ' continuous. (m) def. = Z T '(x)dm(x) 2 H

Slide 8

Slide 8 text

Discrete measure: ma,x = PN i=1 ai xi , a 2 RN , x 2 TN Super-resolution of Measures ma,x m Radon measure m on T = ⇢ (R/Z)d Rd . '(x) = ˜ '(· x) Deconvolution: ! Signal-dependent recovery criteria. y = 2/fc y = 0.5/fc '(0) Fourier: '(x) = (ei`x)fc `= fc 2 C2fc+1 y = (m) + w Linear measurements: '(x) 2 H ' continuous. (m) def. = Z T '(x)dm(x) 2 H

Slide 9

Slide 9 text

Discrete measure: ma,x = PN i=1 ai xi , a 2 RN , x 2 TN Super-resolution of Measures ma,x m Radon measure m on T = ⇢ (R/Z)d Rd . '(x) = ˜ '(· x) Deconvolution: ! Signal-dependent recovery criteria. y = 2/fc y = 0.5/fc '(0) Fourier: '(x) = (ei`x)fc `= fc 2 C2fc+1 Laplace: '(x) = e x· 2 H def. = L2(R+) y = (m) + w Linear measurements: '(x) 2 H ' continuous. (m) def. = Z T '(x)dm(x) 2 H

Slide 10

Slide 10 text

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

Slide 11

Slide 11 text

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

Slide 12

Slide 12 text

Grid-free Sparse Recovery Grid-free regularization: total variation of measures: |m|(T) = sup R ⌘dm : ⌘ 2 C(T), ||⌘||1 6 1 |ma,x |(T) = ||a||`1 ma,x |m|(T) = R |f| = ||f||L1 dm(x) = f(x)dx [Fischer Jerome, 1974] If dim(Im( )) < +1, 9(a, x) 2 RN ⇥ TN with N 6 dim(Im( )) such that ma,x is a solution to P (y). Proposition: min m 1 2 || (m) y||2 + |m|(T) (P (y)) Sparse recovery: (P0(y)) min m {|m|(T) ; m = y} ! 0+

Slide 13

Slide 13 text

Grid-free Sparse Recovery Grid-free regularization: total variation of measures: |m|(T) = sup R ⌘dm : ⌘ 2 C(T), ||⌘||1 6 1 |ma,x |(T) = ||a||`1 ma,x |m|(T) = R |f| = ||f||L1 dm(x) = f(x)dx [Fischer Jerome, 1974] If dim(Im( )) < +1, 9(a, x) 2 RN ⇥ TN with N 6 dim(Im( )) such that ma,x is a solution to P (y). Proposition: min m 1 2 || (m) y||2 + |m|(T) (P (y)) Sparse recovery: (P0(y)) min m {|m|(T) ; m = y} ! 0+ Other approaches: Greedy (MP/OMP/etc.) Prony (MUSIC/FRI/etc.) similar to Frank-Wolfe better/less general.

Slide 14

Slide 14 text

(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) ? = mini6=j |xi xj |

Slide 15

Slide 15 text

(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). = mini6=j |xi xj |

Slide 16

Slide 16 text

(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). = mini6=j |xi xj | ! [Cand` es, Fernandez-G. 2012] ! [Fernandez-G.][de Castro 2012] Support approximation:

Slide 17

Slide 17 text

(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). = mini6=j |xi xj | ! [Cand` es, Fernandez-G. 2012] ! [Fernandez-G.][de Castro 2012] Support approximation: General kernels? Support recovery? No separation?

Slide 18

Slide 18 text

Overview • Sparse Spikes Super-resolution • Robust Support Recovery • Asymptotic Positive Measure Recovery • Off-the-Grid Optimization Algorithms • Application: Laplace Inversion for TIRF Imaging

Slide 19

Slide 19 text

= 1/fc = 0.6/fc Limit Certificate min m |m|(T) + 1 2 || m y||2 P (y) Proposition: ⌘ ⌘ ⌘ def. = 1 ⇤(y m ) m solves (P (y)) , ⌘ 2 @|m |(T) , |⌘ | 6 1 and ⌘ (xi) = sign(ai)

Slide 20

Slide 20 text

= 1/fc = 0.6/fc Limit Certificate min m |m|(T) + 1 2 || m y||2 P (y) ⌘0 def. = argmin ⌘= ⇤p ||p|| s.t. ⇢ 8 i, ⌘(xi) = sign(ai), ||⌘||1 6 1. Proposition: ⌘ ⌘ ⌘ def. = 1 ⇤(y m ) m solves (P (y)) , ⌘ 2 @|m |(T) , |⌘ | 6 1 and ⌘ (xi) = sign(ai) Theorem: m ! m0 = ma,x If ( , ||w||/ ) ! 0, then ⌘ ! ⌘0.

Slide 21

Slide 21 text

−1 1 η 0 η V ⌘0 6= ⌘V −1 1 η 0 η V ⌘0 = ⌘V Vanishing Derivative Pre-certificate Input measure: m0 = ma,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.

Slide 22

Slide 22 text

−1 1 η 0 η V ⌘0 6= ⌘V −1 1 η 0 η V ⌘0 = ⌘V Vanishing Derivative Pre-certificate Input measure: m0 = ma,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. ⌘V = P i ai h'(xi), '(·)i + bi h'0(xi), '(·)i ! 2N unknown (a, b), 2N equations

Slide 23

Slide 23 text

−1 1 η 0 η V ⌘0 6= ⌘V −1 1 η 0 η V ⌘0 = ⌘V Vanishing Derivative Pre-certificate Input measure: m0 = ma,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. Theorem: ⌘V 2 ND(m0) =) ⌘V = ⌘0 () Non-degenerate certificate: ⌘ 2 ND(ma,x) : 8 t / 2 {x1, . . . , xN }, |⌘(t)| < 1 and 8 i, ⌘00(xi) 6= 0 ⌘V = P i ai h'(xi), '(·)i + bi h'0(xi), '(·)i ! 2N unknown (a, b), 2N equations

Slide 24

Slide 24 text

Support Stability Theorem 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 = ma,x, then m = PN i=1 a? i x? i where ||(x, a) (x? , a?)|| = O(||w||) ||w|| Stable x

Slide 25

Slide 25 text

Support Stability Theorem 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 = ma,x, then m = PN i=1 a? i x? i where ||(x, a) (x? , a?)|| = O(||w||) ||w|| Stable x ||w|| Unstable x

Slide 26

Slide 26 text

When is Non-degenerate ? ⌘V ⌘V ⌘V ⌘V Input measure: '(0) . . . ˆ '(0) = 1[ fc,fc] m0 = ma, x, ! 0 = 1/fc [Cand` es, F. Granda] > 1.3

Slide 27

Slide 27 text

When is Non-degenerate ? ⌘V ⌘V ⌘V ⌘V Input measure: '(0) . . . ˆ '(0) = 1[ fc,fc] ⌘V ⌘V ⌘V '(0) m0 = ma, x, ! 0 = 1/fc [Cand` es, F. Granda] > 1.3

Slide 28

Slide 28 text

When is Non-degenerate ? ⌘V ⌘V ⌘V ⌘V Input measure: '(0) . . . ˆ '(0) = 1[ fc,fc] ⌘V ⌘V ⌘V '(0) m0 = ma, x, ! 0 = 1/fc [Cand` es, F. Granda] > 1.3 Valid for: Theorem: [Tang, Recht, 2013][Denoyelle 2017] 9C, ( > C ) =) (⌘V is non degenerate) '(x) = e (x ·)2/ 2 '(x) = 1 2+(x ·)2

Slide 29

Slide 29 text

Overview • Sparse Spikes Super-resolution • Robust Support Recovery • Asymptotic Positive Measure Recovery • Off-the-Grid Optimization Algorithms • Application: Laplace Inversion for TIRF Imaging

Slide 30

Slide 30 text

Super-resolution for Positive Measures 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 Input measure: m0 = ma,x where a 2 RN + . '(x) = (ei`x)fc `= fc for N 6 fc and ⇢ small enough, ⌘S 2 ND(m0). -1 1 ⌘S -1 1 ⌘S

Slide 31

Slide 31 text

Super-resolution for Positive Measures 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 Input measure: m0 = ma,x where a 2 RN + . '(x) = (ei`x)fc `= fc for N 6 fc and ⇢ small enough, ⌘S 2 ND(m0). ! Extends to sampled Gaussian [Schiebinger et al 2015] -1 1 ⌘S -1 1 ⌘S

Slide 32

Slide 32 text

Super-resolution for Positive Measures 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 Input measure: m0 = ma,x where a 2 RN + . [Morgenshtern, Cand` es, 2015] discrete `1 robustness. [Demanet, Nguyen, 2015] discrete `0 robustness. ! behavior as 8 i, xi ! 0 ? '(x) = (ei`x)fc `= fc for N 6 fc and ⇢ small enough, ⌘S 2 ND(m0). ! Extends to sampled Gaussian [Schiebinger et al 2015] -1 1 ⌘S -1 1 ⌘S

Slide 33

Slide 33 text

Super-resolution for Positive Measures 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 Input measure: m0 = ma,x where a 2 RN + . [Morgenshtern, Cand` es, 2015] discrete `1 robustness. [Demanet, Nguyen, 2015] discrete `0 robustness. ! behavior as 8 i, xi ! 0 ? '(x) = (ei`x)fc `= fc for N 6 fc and ⇢ small enough, ⌘S 2 ND(m0). ! Extends to sampled Gaussian [Schiebinger et al 2015] -1 1 ⌘S -1 1 ⌘S

Slide 34

Slide 34 text

Asymptotic of Vanishing Certificate 1 ⌘V Vanishing Derivative pre-certificate: ⌘V def. = argmin ⌘= ⇤p ||p|| m0 = ma, x where ! 0 s.t. 8 i, ⇢ ⌘( xi) = 1, ⌘0( xi) = 0. Valid only in 1-D, i.e. T = R or T = R/Z.

Slide 35

Slide 35 text

Asymptotic of Vanishing Certificate 1 ⌘V 1 1 1 ⌘V ⌘V ⌘W Vanishing Derivative pre-certificate: ⌘V def. = argmin ⌘= ⇤p ||p|| m0 = ma, x where ! 0 s.t. 8 i, ⇢ ⌘( xi) = 1, ⌘0( xi) = 0. Valid only in 1-D, i.e. T = R or T = R/Z.

Slide 36

Slide 36 text

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 = ma, x where ! 0 s.t. 8 i, ⇢ ⌘( xi) = 1, ⌘0( xi) = 0. Valid only in 1-D, i.e. T = R or T = R/Z.

Slide 37

Slide 37 text

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

Slide 38

Slide 38 text

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)

Slide 39

Slide 39 text

Asymptotic Robustness ||w || N = 2 ||w || N = 1 Theorem: the solution of P (y) for y = (m0) + w is for w , w 2N 1 , 2N 1 = O(1) PN i=1 a? i x? i If ⌘W 2 NDN , letting m0 = ma, x, then where ||(x, a) (x ? , a ?)|| = O ✓ ||w|| + 2N 1 ◆ [Denoyelle, D., P. 2015] ! signal/noise ⇠ 1/t2N 1 for super-resolution.

Slide 40

Slide 40 text

Asymptotic Robustness ||w || N = 2 ||w || N = 1 Theorem: the solution of P (y) for y = (m0) + w is for w , w 2N 1 , 2N 1 = O(1) PN i=1 a? i x? i If ⌘W 2 NDN , letting m0 = ma, x, then where ||(x, a) (x ? , a ?)|| = O ✓ ||w|| + 2N 1 ◆ [Denoyelle, D., P. 2015] ! signal/noise ⇠ 1/t2N 1 for super-resolution. ! Extends to clusters: ⇠ t ⇠ t ⇠ t

Slide 41

Slide 41 text

Asymptotic Robustness ||w || N = 2 ||w || N = 1 Theorem: the solution of P (y) for y = (m0) + w is for w , w 2N 1 , 2N 1 = O(1) PN i=1 a? i x? i If ⌘W 2 NDN , letting m0 = ma, x, then where ||(x, a) (x ? , a ?)|| = O ✓ ||w|| + 2N 1 ◆ [Denoyelle, D., P. 2015] ! signal/noise ⇠ 1/t2N 1 for super-resolution. ! Extends to clusters: ⇠ t ⇠ t ⇠ t [Poon, Peyr´ e 2017] signal/noise ⇠ 1/t4 ! Extends in dimension > 2 for N = 2 N = 2 N = 3 N = 4 N = 5 N = 2 N = 3 N = 4 N = N = 2 N = 2 N = 2 N = N = 1 N = 2 N = 2 N = Gaussian MEG-EEG

Slide 42

Slide 42 text

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

Slide 43

Slide 43 text

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 '(0) (for convolutions)

Slide 44

Slide 44 text

Gaussian Deconvolution Gaussian convolution: Proposition: ⌘W (x) = e x2 4 2 N 1 X k=0 (x/2 )2k k! In particular, ⌘W is non-degenerate. 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 ⌘W ⌘W ⌘W ⌘W '(x) = e |x ·|2 2 2 (m) def. = Z '(x)dm(x) '(0)

Slide 45

Slide 45 text

Overview • Sparse Spikes Super-resolution • Robust Support Recovery • Asymptotic Positive Measure Recovery • Off-the-Grid Optimization Algorithms • Application: Laplace Inversion for TIRF Imaging

Slide 46

Slide 46 text

Algorithms min m |m|(T) + 1 2 || m y||2 P (y) D (y) = sup || ⇤p||1 61 hp, yi 2 ||p||2 Primal Dual ! 1-dimensional ! 1-many constraints

Slide 47

Slide 47 text

Algorithms min m |m|(T) + 1 2 || m y||2 P (y) D (y) = sup || ⇤p||1 61 hp, yi 2 ||p||2 Primal Dual ! 1-dimensional ! 1-many constraints Algorithms: “-”: artifacts, slow. ! Lasso/Basis-Pursuit: discretize m. [Chen, Donoho, Saunders, 99] [Tibshirani, 96]

Slide 48

Slide 48 text

Algorithms min m |m|(T) + 1 2 || m y||2 P (y) D (y) = sup || ⇤p||1 61 hp, yi 2 ||p||2 Primal Dual ! 1-dimensional ! 1-many constraints Algorithms: “-”: only works for Fourier. “-”: artifacts, slow. ! SDP-represent D . [Cand` es, Fernandez-G. 2012] ! Lasso/Basis-Pursuit: discretize m. [Chen, Donoho, Saunders, 99] [Tibshirani, 96]

Slide 49

Slide 49 text

Algorithms min m |m|(T) + 1 2 || m y||2 P (y) D (y) = sup || ⇤p||1 61 hp, yi 2 ||p||2 Primal Dual ! 1-dimensional ! 1-many constraints Algorithms: “-”: only works for Fourier. “-”: artifacts, slow. ! SDP-represent D . [Cand` es, Fernandez-G. 2012] [Bredies,Pikkarainen 2010] ! Frank-Wolfe on P . ! Lasso/Basis-Pursuit: discretize m. [Chen, Donoho, Saunders, 99] [Tibshirani, 96]

Slide 50

Slide 50 text

Algorithms min m |m|(T) + 1 2 || m y||2 P (y) D (y) = sup || ⇤p||1 61 hp, yi 2 ||p||2 Primal Dual ! 1-dimensional ! 1-many constraints Algorithms: “-”: only works for Fourier. “-”: artifacts, slow. ! SDP-represent D . [Cand` es, Fernandez-G. 2012] [Bredies,Pikkarainen 2010] ! Frank-Wolfe on P . ! Lasso/Basis-Pursuit: discretize m. [Chen, Donoho, Saunders, 99] [Tibshirani, 96] Competitors: Prony’s methods (MUSIC, ESPRIT, FRI). “+”: always works when w = 0, less sensitive to sign. “-”: only for specific ' (e.g. Fourier), non trivial in 2-D.

Slide 51

Slide 51 text

y zk Iterative Soft Thresholding Algorithm Computation grid z = (zk)K k=1 . Basis-pursuit / Lasso: ¯a def. = P k ak'(zk) ! Force m = ma,z in (P (y)). min a2RK 1 2 ||y ¯a||2 + ||a||1

Slide 52

Slide 52 text

y zk Iterative Soft Thresholding Algorithm Computation grid z = (zk)K k=1 . Basis-pursuit / Lasso: Forward-Backward [Lions, Mercier 1979] (a.k.a. ISTA) ¯a def. = P k ak'(zk) ! Force m = ma,z in (P (y)). min a2RK 1 2 ||y ¯a||2 + ||a||1 S (a) a a(`+1) def. = S⌧ (a(`) ⌧ ¯⇤(¯a(`) y)) ⌧ < 2 ||¯||2

Slide 53

Slide 53 text

y zk Iterative Soft Thresholding Algorithm Computation grid z = (zk)K k=1 . Basis-pursuit / Lasso: m0 ⇤y Forward-Backward [Lions, Mercier 1979] (a.k.a. ISTA) ¯a def. = P k ak'(zk) ! Force m = ma,z in (P (y)). ! Approximate Diracs by density ! post-processing. min a2RK 1 2 ||y ¯a||2 + ||a||1 S (a) a a(`+1) def. = S⌧ (a(`) ⌧ ¯⇤(¯a(`) y)) ⌧ < 2 ||¯||2 ! Slow for large K, ¯ ill-posed.

Slide 54

Slide 54 text

Frank-Wolfe Based Methods Initialize: (a(0), x(0)) def. = (;, ;) min m 1 2 || m y||2 + |m|(T) , min a,x 1 2 || ma,x y||2 + |a|1 ` 0

Slide 55

Slide 55 text

Frank-Wolfe Based Methods Initialize: (a(0), x(0)) def. = (;, ;) min m 1 2 || m y||2 + |m|(T) , min a,x 1 2 || ma,x y||2 + |a|1 ⌘(0) x? Grid generation: where ⌘(`) def. = 1 ⇤(y ma(`),x(`) ) x? def. = argmaxx |⌘(`)(x)| ` 0

Slide 56

Slide 56 text

Frank-Wolfe Based Methods Initialize: (a(0), x(0)) def. = (;, ;) min m 1 2 || m y||2 + |m|(T) , min a,x 1 2 || ma,x y||2 + |a|1 Grid deformation: convex non-convex (a(`+1), x(`+1)) def. = argmin a,x 1 2 || ma,x y|| + ||a||1 BFGS initialized at ([a(`), 0], [x(`), x?]) ⌘(0) x? Grid generation: where ⌘(`) def. = 1 ⇤(y ma(`),x(`) ) x? def. = argmaxx |⌘(`)(x)| ` 0

Slide 57

Slide 57 text

Frank-Wolfe Based Methods Initialize: (a(0), x(0)) def. = (;, ;) min m 1 2 || m y||2 + |m|(T) , min a,x 1 2 || ma,x y||2 + |a|1 Grid deformation: convex non-convex (a(`+1), x(`+1)) def. = argmin a,x 1 2 || ma,x y|| + ||a||1 BFGS initialized at ([a(`), 0], [x(`), x?]) ⌘(3) ⌘(0) x? Grid generation: where ⌘(`) def. = 1 ⇤(y ma(`),x(`) ) x? def. = argmaxx |⌘(`)(x)| ⌘(1) x? ⌘(2) x? ` 0

Slide 58

Slide 58 text

Frank-Wolfe Based Methods Initialize: (a(0), x(0)) def. = (;, ;) ! Without moving x?: Frank-Wolfe, convergent. ! Non-convex update: still convergent, surprisingly e cient. min m 1 2 || m y||2 + |m|(T) , min a,x 1 2 || ma,x y||2 + |a|1 Grid deformation: convex non-convex (a(`+1), x(`+1)) def. = argmin a,x 1 2 || ma,x y|| + ||a||1 BFGS initialized at ([a(`), 0], [x(`), x?]) ⌘(3) ⌘(0) x? Grid generation: where ⌘(`) def. = 1 ⇤(y ma(`),x(`) ) x? def. = argmaxx |⌘(`)(x)| ⌘(1) x? ⌘(2) x? ` 0

Slide 59

Slide 59 text

Overview • Sparse Spikes Super-resolution • Robust Support Recovery • Asymptotic Positive Measure Recovery • Off-the-Grid Optimization Algorithms • Application: Laplace Inversion for TIRF Imaging

Slide 60

Slide 60 text

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

Slide 61

Slide 61 text

Laplace Transform Inversion Laplace transform: x = 2 x = 20 t (m1) (m2) x m1 t m2 x [with E. Soubies] (m) def. = Z '(x)dm(x) '(x) = e x· '(x) Total internal reflection fluorescence microscopy (TIRFM) [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 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 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 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 C D perimental validation of the multiangle TIRF model. (A) Schema em designed to create a slope of fluorescent beads. (B) Overlay mum intensity projection of image stack acquired with WF and ✓(t) y(t) ! multiple angles ✓(t). light depth x cell y(t) = m(t) ✓(t)

Slide 62

Slide 62 text

Laplace Transform Inversion Laplace transform: x = 2 x = 20 t (m1) (m2) x m1 t m2 x [with E. Soubies] N = 1 N = 3 ⌘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 (m) def. = Z '(x)dm(x) '(x) = e x· '(x) Total internal reflection fluorescence microscopy (TIRFM) [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 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 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 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 C D perimental validation of the multiangle TIRF model. (A) Schema em designed to create a slope of fluorescent beads. (B) Overlay mum intensity projection of image stack acquired with WF and ✓(t) y(t) ! multiple angles ✓(t). light depth x cell y(t) = m(t) ✓(t)

Slide 63

Slide 63 text

Spikes Detection Benchmark R = TP TP + FN P = TP TP + FP ||w|| FW+BFGS ISTA ISTA+Postprocessing R P R P

Slide 64

Slide 64 text

Palm-TIRF Hybridisation x x y z x x y z Shot #1 ... Shot #2 BLASSO ... Kernel: '(x, y, z) = k(||(x, y) ·||)e z· fuse Gaussian Laplace Gaussian Laplace (joint work with Emmanuel Soubi` es)

Slide 65

Slide 65 text

Conclusion varying the azimuth φ during the ex modeled by the following expression: gðθÞ = Z2π 0 Z∞ 0 Z∞ −∞ Iðz; α; φÞρ θ Ω= A B C D Fig. 2. Experimental validation of the mult of the system designed to create a slope of of the maximum intensity projection of imag TIRF illumination. (Scale bar: 5 μm.) The evolu illumination angle θ of two selected beads a sponding fitting theoretical model (continu depth (respectively 10 and 89 nm). (D) Depth o fitting the theoretical TIRF model (in red) an estimated by fitting a Gaussian model in the [Boulanger et al. 2014] Super-resolution should be o↵-the-grid! Theory: `2 errors meaningless. 6= compressed sensing. Super-resolution , signal/noise vs t

Slide 66

Slide 66 text

Conclusion varying the azimuth φ during the ex modeled by the following expression: gðθÞ = Z2π 0 Z∞ 0 Z∞ −∞ Iðz; α; φÞρ θ Ω= A B C D Fig. 2. Experimental validation of the mult of the system designed to create a slope of of the maximum intensity projection of imag TIRF illumination. (Scale bar: 5 μm.) The evolu illumination angle θ of two selected beads a sponding fitting theoretical model (continu depth (respectively 10 and 89 nm). (D) Depth o fitting the theoretical TIRF model (in red) an estimated by fitting a Gaussian model in the [Boulanger et al. 2014] Super-resolution should be o↵-the-grid! Theory: `2 errors meaningless. 6= compressed sensing. Practice: Adaptive grid refinement. Non-convex step crucial. Surprisingly e cient. Super-resolution , signal/noise vs t

Slide 67

Slide 67 text

Conclusion Open problem: other regularizations (e.g. piecewise constant) ? see [Chambolle, Duval, Peyr´ e, Poon 2016] for TV denoising. varying the azimuth φ during the ex modeled by the following expression: gðθÞ = Z2π 0 Z∞ 0 Z∞ −∞ Iðz; α; φÞρ θ Ω= A B C D Fig. 2. Experimental validation of the mult of the system designed to create a slope of of the maximum intensity projection of imag TIRF illumination. (Scale bar: 5 μm.) The evolu illumination angle θ of two selected beads a sponding fitting theoretical model (continu depth (respectively 10 and 89 nm). (D) Depth o fitting the theoretical TIRF model (in red) an estimated by fitting a Gaussian model in the [Boulanger et al. 2014] Super-resolution should be o↵-the-grid! Theory: `2 errors meaningless. 6= compressed sensing. Practice: Adaptive grid refinement. Non-convex step crucial. Surprisingly e cient. Super-resolution , signal/noise vs t