Bayesian inference and mathematical imaging - Part 3: probability and convex optimisation

Abstract: This course presents an overview of modern Bayesian strategies for solving imaging inverse problems. We will start by introducing the Bayesian statistical decision theory framework underpinning Bayesian analysis, and then explore efficient numerical methods for performing Bayesian computation in large-scale settings. We will pay special attention to high-dimensional imaging models that are log-concave w.r.t. the unknown image, related to so-called “convex imaging problems”. This will provide an opportunity to establish connections with the convex optimisation and machine learning approaches to imaging, and to discuss some of their relative strengths and drawbacks. Examples of topics covered in the course include: efficient stochastic simulation and optimisation numerical methods that tightly combine proximal convex optimisation with Markov chain Monte Carlo techniques; strategies for estimating unknown model parameters and performing model selection, methods for calculating Bayesian confidence intervals for images and performing uncertainty quantification analyses; and new theory regarding the role of convexity in maximum-a-posteriori and minimum-mean-square-error estimation. The theory, methods, and algorithms are illustrated with a range of mathematical imaging experiments.

Recording during the IHP winter school "The Mathematics of Imaging" the January 10, 2019 at the Centre International de Rencontres Mathématiques (Marseille, France).

Filmmaker: Guillaume Hennenfent

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: https://library.cirm-math.fr/
And discover all its functionalities:
- Chapter markers and keywords to watch the parts of your choice in the video
- Videos enriched with abstracts, bibliographies, Mathematics Subject Classification
- Multi-criteria search by author, title, tags, mathematical area