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Barbara Pascal

Publications and source records attributed to Barbara Pascal.

13 recordsLinked to original sources

Joint Reproduction Number and Spatial Connectivity Structure Estimation via Graph Sparsity-Promoting Penalized Functional

During an epidemic outbreak, decision makers crucially need accurate and robust tools to monitor the pathogen propagation. The effective reproduction number, defined as the expected number of secondary infections stemming from one contaminated individual, is a state-of-the-art indicator quantifying the epidemic intensity. Numerous estimators have been developed to precisely track the reproduction number temporal evolution. Yet, COVID-19 pandemic surveillance raised unprecedented challenges due to the poor quality of worldwide reported infection counts. When monitoring the epidemic in different territories simultaneously, leveraging the spatial structure of data significantly enhances both the accuracy and robustness of reproduction number estimates. However, this requires a good estimate of the spatial structure. To tackle this major limitation, the present work proposes a joint estimator of the reproduction number and connectivity structure. The procedure is assessed through intensive numerical simulations on carefully designed synthetic data and illustrated on real COVID-19 spatiotemporal infection counts.

eess.SP

Self-supervised conformal prediction for uncertainty quantification in Poisson imaging problems

Image restoration problems are often ill-posed, leading to significant uncertainty in reconstructed images. Accurately quantifying this uncertainty is essential for the reliable interpretation of reconstructed images. However, image restoration methods often lack uncertainty quantification capabilities. Conformal prediction offers a rigorous framework to augment image restoration methods with accurate uncertainty quantification estimates, but it typically requires abundant ground truth data for calibration. This paper presents a self-supervised conformal prediction method for Poisson imaging problems which leverages Poisson Unbiased Risk Estimator to eliminate the need for ground truth data. The resulting self-calibrating conformal prediction approach is applicable to any Poisson linear imaging problem that is ill-conditioned, and is particularly effective when combined with modern self-supervised image restoration techniques trained directly on measurement data. The proposed method is demonstrated through numerical experiments on image denoising and deblurring; its performance are comparable to supervised conformal prediction methods relying on ground truth data.

cs.CV

Risk Estimate under a Time-Varying Autoregressive Model for Data-Driven Reproduction Number Estimation

COVID-19 pandemic has brought to the fore epidemiological models which, though describing a wealth of behaviors, have previously received little attention in signal processing literature. In this work, a generalized time-varying autoregressive model is considered, encompassing, but not reducing to, a state-of-the-art model of viral epidemics propagation. The time-varying parameter of this model is estimated via the minimization of a penalized likelihood estimator. A major challenge is that the estimation accuracy strongly depends on hyperparameters fine-tuning. Without available ground truth, hyperparameters are selected by minimizing specifically designed data-driven oracles, used as proxy for the estimation error. Focusing on the time-varying autoregressive Poisson model, Stein's Unbiased Risk Estimate formalism is generalized to construct asymptotically unbiased risk estimators based on the derivation of an original autoregressive counterpart of Stein's lemma. The accuracy of these oracles and of the resulting estimates are assessed through intensive Monte Carlo simulations on synthetic data. Then, elaborating on recent epidemiological models, a novel weekly scaled Poisson model is proposed, better accounting for intrinsic variability of the contaminations while being robust to reporting errors. Finally, the data-driven procedure is particularized to the estimation of COVID-19 reproduction number from weekly infection counts demonstrating its ability to tackle real-world applications.

stat.ME

The Analytic Stockwell Transform and its Zeros

A recent original line of research in time--frequency analysis has shifted the interest in energy maxima toward zeros. Initially motivated by the intriguing uniform spread of the zeros of the spectrogram of white noise, it has led to fruitful theoretical developments combining probability theory, complex analysis and signal processing. In this vein, the present work proposes a characterization of the zeros of the Stockwell Transform of white noise, which consists in an hybrid time--frequency multiresolution representation. First of all, an analytic version of the Stockwell Transform is designed. Then, analyticity is leveraged to establish a connection with the hyperbolic Gaussian Analytic Function, whose zero set is invariant under the isometries of the Poincar\'e disk. Finally, the theoretical spatial statistics of the zeros of the hyperbolic Gaussian Analytic Function and the empirical statistics of the zeros the Analytic Stockwell Transform of white noise are compared through intensive Monte Carlo simulations, supporting the established connection. A publicly available documented Python toolbox accompanies this work.

eess.SP

Point Processes and spatial statistics in time-frequency analysis

A finite-energy signal is represented by a square-integrable, complex-valued function $t\mapsto s(t)$ of a real variable $t$, interpreted as time. Similarly, a noisy signal is represented by a random process. Time-frequency analysis, a subfield of signal processing, amounts to describing the temporal evolution of the frequency content of a signal. Loosely speaking, if $s$ is the audio recording of a musical piece, time-frequency analysis somehow consists in writing the musical score of the piece. Mathematically, the operation is performed through a transform $\mathcal{V}$, mapping $s \in L^2(\mathbb{R})$ onto a complex-valued function $\mathcal{V}s \in L^2(\mathbb{R}^2)$ of time $t$ and angular frequency $\omega$. The squared modulus $(t, \omega) \mapsto \vert\mathcal{V}s(t,\omega)\vert^2$ of the time-frequency representation is known as the spectrogram of $s$; in the musical score analogy, a peaked spectrogram at $(t_0,\omega_0)$ corresponds to a musical note at angular frequency $\omega_0$ localized at time $t_0$. More generally, the intuition is that upper level sets of the spectrogram contain relevant information about in the original signal. Hence, many signal processing algorithms revolve around identifying maxima of the spectrogram. In contrast, zeros of the spectrogram indicate perfect silence, that is, a time at which a particular frequency is absent. Assimilating $\mathbb{R}^2$ to $\mathbb{C}$ through $z = \omega + \mathrm{i}t$, this chapter focuses on time-frequency transforms $\mathcal{V}$ that map signals to analytic functions. The zeros of the spectrogram of a noisy signal are then the zeros of a random analytic function, hence forming a Point Process in $\mathbb{C}$. This chapter is devoted to the study of these Point Processes, to their links with zeros of Gaussian Analytic Functions, and to designing signal detection and denoising algorithms using spatial statistics.

eess.SP

Covid19 Reproduction Number: Credibility Intervals by Blockwise Proximal Monte Carlo Samplers

Monitoring the Covid19 pandemic constitutes a critical societal stake that received considerable research efforts. The intensity of the pandemic on a given territory is efficiently measured by the reproduction number, quantifying the rate of growth of daily new infections. Recently, estimates for the time evolution of the reproduction number were produced using an inverse problem formulation with a nonsmooth functional minimization. While it was designed to be robust to the limited quality of the Covid19 data (outliers, missing counts), the procedure lacks the ability to output credibility interval based estimates. This remains a severe limitation for practical use in actual pandemic monitoring by epidemiologists that the present work aims to overcome by use of Monte Carlo sampling. After interpretation of the nonsmooth functional into a Bayesian framework, several sampling schemes are tailored to adjust the nonsmooth nature of the resulting posterior distribution. The originality of the devised algorithms stems from combining a Langevin Monte Carlo sampling scheme with Proximal operators. Performance of the new algorithms in producing relevant credibility intervals for the reproduction number estimates and denoised counts are compared. Assessment is conducted on real daily new infection counts made available by the Johns Hopkins University. The interest of the devised monitoring tools are illustrated on Covid19 data from several different countries.

cs.LG

Temporal evolution of the Covid19 pandemic reproduction number: Estimations from proximal optimization to Monte Carlo sampling

Monitoring the evolution of the Covid19 pandemic constitutes a critical step in sanitary policy design. Yet, the assessment of the pandemic intensity within the pandemic period remains a challenging task because of the limited quality of data made available by public health authorities (missing data, outliers and pseudoseasonalities, notably), that calls for cumbersome and ad-hoc preprocessing (denoising) prior to estimation. Recently, the estimation of the reproduction number, a measure of the pandemic intensity, was formulated as an inverse problem, combining data-model fidelity and space-time regularity constraints, solved by nonsmooth convex proximal minimizations. Though promising, that formulation lacks robustness against the limited quality of the Covid19 data and confidence assessment. The present work aims to address both limitations: First, it discusses solutions to produce a robust assessment of the pandemic intensity by accounting for the low quality of the data directly within the inverse problem formulation. Second, exploiting a Bayesian interpretation of the inverse problem formulation, it devises a Monte Carlo sampling strategy, tailored to a nonsmooth log-concave a posteriori distribution, to produce relevant credibility intervalbased estimates for the Covid19 reproduction number. Clinical relevance Applied to daily counts of new infections made publicly available by the Health Authorities for around 200 countries, the proposed procedures permit robust assessments of the time evolution of the Covid19 pandemic intensity, updated automatically and on a daily basis.

q-bio.PE

A covariant, discrete time-frequency representation tailored for zero-based signal detection

Recent work in time-frequency analysis proposed to switch the focus from the maxima of the spectrogram toward its zeros, which, for signals corrupted by Gaussian noise, form a random point pattern with a very stable structure leveraged by modern spatial statistics tools to perform component disentanglement and signal detection. The major bottlenecks of this approach are the discretization of the Short-Time Fourier Transform and the boundedness of the time-frequency observation window deteriorating the estimation of summary statistics of the zeros, on which signal processing procedures rely. To circumvent these limitations, we introduce the Kravchuk transform, a generalized time-frequency representation suited to discrete signals, providing a covariant and numerically tractable counterpart to a recently proposed discrete transform, with a compact phase space, particularly amenable to spatial statistics. Interesting properties of the Kravchuk transform are demonstrated, among which covariance under the action of SO(3) and invertibility. We further show that the point process of the zeros of the Kravchuk transform of white Gaussian noise coincides with those of the spherical Gaussian Analytic Function, implying its invariance under isometries of the sphere. Elaborating on this theorem, we develop a procedure for signal detection based on the spatial statistics of the zeros of the Kravchuk spectrogram, whose statistical power is assessed by intensive numerical simulations, and compares favorably to state-of-the-art zeros-based detection procedures. Furthermore it appears to be particularly robust to both low signal-to-noise ratio and small number of samples.

eess.SP

Hyperparameter selection for Discrete Mumford-Shah

This work focuses on a parameter-free joint piecewise smooth image denoising and contour detection. Formulated as the minimization of a discrete Mumford-Shah functional and estimated via a theoretically grounded alternating minimization scheme, the bottleneck of such a variational approach lies in the need to fine-tune their hyperparameters, while not having access to ground truth data. To that aim, a Stein-like strategy providing optimal hyperparameters is designed, based on the minimization of an unbiased estimate of the quadratic risk. Efficient and automated minimization of the estimate of the risk crucially relies on an unbiased estimate of the gradient of the risk with respect to hyperparameters. Its practical implementation is performed using a forward differentiation of the alternating scheme minimizing the Mumford-Shah functional, requiring exact differentiation of the proximity operators involved. Intensive numerical experiments are performed on synthetic images with different geometry and noise levels, assessing the accuracy and the robustness of the proposed procedure. The resulting parameter-free piecewise-smooth estimation and contour detection procedure, not requiring prior image processing expertise nor annotated data, can then be applied to real-world images.

eess.IV

Nonsmooth convex optimization to estimate the Covid-19 reproduction number space-time evolution with robustness against low quality data

Daily pandemic surveillance, often achieved through the estimation of the reproduction number, constitutes a critical challenge for national health authorities to design countermeasures. In an earlier work, we proposed to formulate the estimation of the reproduction number as an optimization problem, combining data-model fidelity and space-time regularity constraints, solved by nonsmooth convex proximal minimizations. Though promising, that first formulation significantly lacks robustness against the Covid-19 data low quality (irrelevant or missing counts, pseudo-seasonalities,.. .) stemming from the emergency and crisis context, which significantly impairs accurate pandemic evolution assessments. The present work aims to overcome these limitations by carefully crafting a functional permitting to estimate jointly, in a single step, the reproduction number and outliers defined to model low quality data. This functional also enforces epidemiology-driven regularity properties for the reproduction number estimates, while preserving convexity, thus permitting the design of efficient minimization algorithms, based on proximity operators that are derived analytically. The explicit convergence of the proposed algorithm is proven theoretically. Its relevance is quantified on real Covid-19 data, consisting of daily new infection counts for 200+ countries and for the 96 metropolitan France counties, publicly available at Johns Hopkins University and Sant{\'e}-Publique-France. The procedure permits automated daily updates of these estimates, reported via animated and interactive maps. Open-source estimation procedures will be made publicly available.

eess.SP

Parameter-free and fast nonlinear piecewise filtering. Application to experimental physics

Numerous fields of nonlinear physics, very different in nature, produce signals and images, that share the common feature of being essentially constituted of piecewise homogeneous phases. Analyzing signals and images from corresponding experiments to construct relevant physical interpretations thus often requires detecting such phases and estimating accurately their characteristics (borders, feature differences, ...). However, situations of physical relevance often comes with low to very low signal to noise ratio precluding the standard use of classical linear filtering for analysis and denoising and thus calling for the design of advanced nonlinear signal/image filtering techniques. Additionally, when dealing with experimental physics signals/images, a second limitation is the large amount of data that need to be analyzed to yield accurate and relevant conclusions requiring the design of fast algorithms. The present work proposes a unified signal/image nonlinear filtering procedure, with fast algorithms and a data-driven automated hyperparameter tuning, based on proximal algorithms and Stein unbiased estimator principles. The interest and potential of these tools are illustrated at work on low-confinement solid friction signals and porous media multiphase flows.

physics.data-an

Automated data-driven selection of the hyperparameters for Total-Variation based texture segmentation

Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution, Stein-based approaches provide unbiased estimator of the quadratic risk. The Generalized Stein Unbiased Risk Estimator is revisited to handle correlated Gaussian noise without requiring to invert the covariance matrix. Then, in order to avoid expansive grid search, it is necessary to design algorithmic scheme minimizing the quadratic risk with respect to regularization parameters. This work extends the Stein's Unbiased GrAdient estimator of the Risk of Deledalle et al. to the case of correlated Gaussian noise, deriving a general automatic tuning of regularization parameters. First, the theoretical asymptotic unbiasedness of the gradient estimator is demonstrated in the case of general correlated Gaussian noise. Then, the proposed parameter selection strategy is particularized to fractal texture segmentation, where problem formulation naturally entails inter-scale and spatially correlated noise. Numerical assessment is provided, as well as discussion of the practical issues.

stat.ML

Strongly Convex Optimization for Joint Fractal Feature Estimation and Texture Segmentation

The present work investigates the segmentation of textures by formulating it as a strongly convex optimization problem, aiming to favor piecewise constancy of fractal features (local variance and local regularity) widely used to model real-world textures in numerous applications very different in nature. Two objective functions combining these two features are compared, referred to as joint and coupled, promoting either independent or co-localized changes in local variance and regularity. To solve the resulting convex nonsmooth optimization problems, because the processing of large size images and databases are targeted, two categories of proximal algorithms (dual forward-backward and primal-dual), are devised and compared. An in-depth study of the objective functions, notably of their strong convexity, memory and computational costs, permits to propose significantly accelerated algorithms. A class of synthetic models of piecewise fractal texture is constructed and studied. They enable, by means of large-scale Monte-Carlo simulations, to quantify the benefits in texture segmentation of combining local regularity and local variance (as opposed to regularity only) while using strong-convexity accelerated primal-dual algorithms. Achieved results also permit to discuss the gains/costs in imposing co-localizations of changes in local regularity and local variance in the problem formulation. Finally, the potential of the proposed approaches is illustrated on real-world textures taken from a publicly available and documented database.

math.OC