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Medical Imaging 1996 Image Processing, M.H.Loew,ed. Exploring the reliability of Bayesian r

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Proc.SPIE2434,pp.416-4236(1995)

MedicalImaging1996:ImageProcessing,M.H.Loew,ed.

ExploringthereliabilityofBayesianreconstructions

KennethM.HansonandGregoryS.Cunningham∗

LosAlamosNationalLaboratory,MSP940LosAlamos,NewMexico87545USAkmh@lanl.govcunning@lanl.gov

ABSTRACT

TheBayesianapproachallowsonetocombinemeasurementdatawithpriorknowledgeaboutmodelsof

realitytodrawinferencesaboutthevalidityofthosemodels.Theposteriorprobabilityquantifiesthedegreeofcertaintyonehasaboutthosemodels.Weproposeamethodtoexplorethereliability,oruncertainty,ofspecificfeaturesofaBayesiansolution.Ifonedrawsananalogybetweenthenegativelogarithmoftheposteriorandaphysicalpotential,thegradientofthispotentialcanbeinterpretedasaforcethatactsonthemodel.Asmodelparametersareperturbedfromtheirmaximumaposteriori(MAP)values,thestrengthoftherestoringforcethatdrivesthembacktotheMAPsolutionisdirectlyrelatedtotheuncertaintyinthoseparameterestimates.Thecorrelationsbetweentheuncertaintiesofparameterestimatescanbeelucidated.

Keywords:Bayesiananalysis,uncertaintyestimation,reliability,geometricmodels

1.INTRODUCTION

Bayesiananalysisprovidesthefoundationforarichenvironmentinwhichtoexploreinferencesaboutmodelsfrombothdataandpriorknowledgethroughtheposteriorprobability.Inanattempttoreduceananalysisproblemtoamanageablesize,theusualapproachistopresentasingleinstantiationoftheobjectmodelas“theanswer”,typicallythatwhichmaximizestheposterior(theMAPsolution).However,becauseofuncertaintiesinthemeasurementsand/orbecauseofalackofsufficientdatatodefineanunambiguousanswer(intheabsenceofregularizingpriors),1theremaybenouniqueanswertomanyrealanalysisproblems.Rather,innumerablesolutionsareallowable.Ofcourse,somesolutionsaremoreprobablethanothers.AprominentfeatureoftheBayesianapproachisthatitprovidestheprobabilityofeverypossiblesolution,which,inasense,ranksvarioussolutions.Theabilitytoascertaintheuncertaintyorreliabilityoftheanswerremainsapressingissue,particularlywhenthenumberofparametersinthemodelislarge.Thetraditionalapproachofspecifyinguncertainty,throughthecalculationofthecovarianceintheparameters,whichincludesthecorrelationbetweentheuncertaintiesinanytwoparameters,doesnotprovidemuchinsight.Skillingetal.2suggestedthatonedisplayasequenceofdistinctsolutionsdrawnfromtheposteriorprobabilitydistribution.Byviewingthisrandomwalkthroughtheposteriordistributionbymeansofavideoloop,onegetsafeelingfortheuncertaintyinaBayesiansolution.However,thecalculationalmethodusedinthatworkwasbasedonaGaussianapproximationoftheposteriorprobabilitydistributionintheneighborhoodoftheMAPsolution.LaterSkillingmadeprogressindealingwithnon-Gaussiandistributions.3WhiletheprobabilisticdisplayofSkillingetal.providesageneralimpressionoftheoveralldegreeofvariationpossibleinthesolution,wedesireameanstoprobetheuncertaintyinthesolutioninamoredirectedmanner.

SupportedbytheUnitedStatesDepartmentofEnergyundercontractnumberW-7405-ENG-36.

WeproposeatechniquetoprobethereliabilityoftheMAPsolutioninafashionthatallowsonetoaskquestionsofparticularinterest.Theapproachwesuggestmakesuseofananalogybetweenthenegativelogarithmoftheposteriorandaphysicalpotential.TheuncertaintyofaparticularchangeoftheMAPsolutionisrevealedinatactilewayasaforcethattendstopullthesolutionbacktowardtheMAPsolution.Correlationsbetweentheperturbedsetofparametersandtheremainingparametersinthemodelarealsobroughttolight.ThisinnovativeBayesiantoolistangiblydemonstratedwithinthecontextofgeometrically-definedobjectmodelsusedfortomographicreconstructionfromverylimitedprojectiondata.

2.TRADITIONALAPPROACHTOUNCERTAINTY

Bayesiananalysisisbasedontheposteriorprobabilityp(a|d)ofaparametricmodel,wherethemodelparametersarerepresentedbythevectoraandthedatabyd.Theposteriorp(a|d)incorporatesthedatathroughthelikelihoodp(d|a),i.e.theprobabilityoftheobserveddatagiventheparameters,andpriorinformationthroughapriorprobabilityontheparametersp(a).Bayes’slawgivestheposteriorasp(a|d)∝p(d|a)p(a).Itisconvenienttodealwiththenegativelogarithmoftheposterior:

−log[p(a|d)]=ϕ(a)=Λ(a)+Π(a)+C,

(1)

whereΛandΠarethenegativelogarithmsofthelikelihoodandtheprior,respectively,bothofwhichdependontheparameters,andCisanormalizationconstantthatdoesnotdependontheparameters.ThemosttypicaluseofBayesiananalysisistofindtheparametervaluesthatmaximizetheposterior,calledtheMAPsolution.Ofcourse,theMAPestimateisfoundbyminimizingϕwithrespecttothe

∂ϕˆ.TheconditionfortheMAPsolutionis∂aparameters,yieldingtheestimatedparametervaluesa=0fori

allparametersai,providingtherearenoconstraintsontheparametersthemselves.

Thestandardtextbooksondataanalysisusuallydealwithalikelihoodanalysisofparameterizedmodels.UndertheassumptionthatthemeasurementsaresubjecttoGaussian,additivenoise,theminus

󰀁−2

ˆi)2,thesumthesquaredχ2=1iσi(di−dlog-likelihoodishalfofthefamiliarchisquared,Λ(a)=122residuals(thedifferencebetweenanobservedmeasurementsandtheirvaluespredictedbythetheestimated

ˆ)dividedbytheestimatedvarianceofthenoise,σ2.The“best”solutionfortheparametersparametersa

isfoundbyminimizingχ2,correspondingtotheBayesianMAPsolutionintheabsenceofacontributionfromtheprior.

Usingtheresultsofthetraditionalapproachtotheestimationofuncertaintyinalikelihoodanalysis,4

ˆ,thecovariancesoftheparameteruncertaintiesarederivedfromthecurvaturematrixofϕ,calculatedata

∂2ϕ

.Kij=

∂ai∂aj

(2)

Sincethismatrixisevaluatedattheminimumofϕ,itmustbepositivesemi-definite,i.e.(∆a)TK∆a≥0forany∆a.IntheGaussianapproximationtotheposterior,theerrormatrixE,whichgivesthecovariancesbetweentheparameters,

[E]ij=󰀂(ai−aˆi)(aj−aˆj)󰀃,(3)wherethebracketsindicateanensembleaverage,istheinverseofthecurvaturematrix,

E=K−1.

(4)

Thisresultprovidesthesecondmomentoftheparameteruncertaintiesandtheircorrelationsunderthe

assumptionofGaussianprobabilitydistributions.Itsuffersfromnotbeingveryilluminatingintermsof

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itsconsequencesfortheparametricmodel,particularlyintermsofthecorrelationsintheuncertaintiesofvariousparameters.Furthermore,forthe105–106pixelamplitudesthataretypicallyneededtodescribea2Dimage,thefullerrormatrixcontains1010–1012elements,whichcanneitherbepracticallycalculatednorstored.Weproposeanapproachtoprovideamoretangibleindicationofthedegreeofuncertaintyintheinferredmodelaswellastheabilitytodirectlyprobetheuncertaintyofspecificfeaturesofthemodel.

3.BAYESIANMECHANICS

Ifonedrawsananalogybetweenϕandaphysicalpotential,thenthegradientofϕisanalogoustoaforce,

∂ϕjustasinphysics.Theforcefi=−∂aisroughlyinthedirectionofthelocalminimumofϕ,undersuitablei

assumptionsconcerningthesmoothnessofthedependenceofϕontheparameters.TheconditionfortheMAPsolution,∇aϕ=0,canbeinterpretedasstatingthatattheMAPoperatingpointtheforcesonallthevariablesintheproblembalance:thenetforceoneachvariableiszero.Further,whenthevariableaiisperturbedslightlyfromtheMAPsolution,theforcefipullsaibacktowardstheMAPsolution.Thephrase“forceofthedata”takesonrealmeaninginthiscontext.

AquadraticapproximationtoϕintheneighborhoodoftheMAPsolutionimpliesalinearforcelaw,i.e.therestoringforceisproportionaltothedisplacementfromequilibrium,asinasimplespring.InthisquadraticapproximationthecurvatureofϕisproportionaltothecovarianceoftheMAPestimate.Ahighcurvatureisanalogoustoastiffspringandthereforerepresentsa“rigid”,reliablesolution.

AninterestingaspectofthisinterpretationisthepossibilityofdecomposingtheforcesactingontheMAPsolutionintotheirvariouscomponents.Forexample,theforcederivedfromalldata(throughthelikelihood),orevenaselectedsetofdata,maybecomparedtotheforcederivedfromtheprior.Inthiswayitispossibletoexaminetheinfluenceofthepriorsonthesolutionaswellasdeterminewhichdatahavethelargesteffectonaparticularfeatureofthesolution.

Wenotethatthenotionofapplyingforcestomodelparametersintheprecedingdiscussionmustulti-matelybestatedintermsofpressures,thatis,forcesappliedoverregions,actingonphysicallymeaningfulquantities.Thefirstreasonisthatthephysicalworld,whichweusuallymodel,existsasacontinuum:thephysicalquantitiesofinterestaretypicallydensities,whichareafunctionofcontinuousspatialortemporalcoordinates.Thusmeaningfulquestionsaboutrealityshouldreallybestatedintermsaveragesoverregions,notaspointvalues.Secondly,physicallyfeasiblemeasurementscanonlyprobephysicalquan-titiesoverfinite-sizedregions.Pointsamplingisfundamentallyimpossible.Asanexample,aradiographicmeasurementinwhichtheattenuationofanx-raybeamismeasuredisalwayssubjecttotheeffectsofablurringprocessthatarisesfromafinitespotsizeforthesourceofxraysandthefiniteresolutionofthex-raydetector.Thusthemeasuredattenuationisnecessarilyanaverageoveracylinderinspace.Intruth,radiographicmeasurementscannotprovidelineintegralsofanattenuationcoefficientthroughanobject,asisoftenassumedasanapproximationtotherealprocess.Putsuccinctly,allphysicalmeasurementshavelimitedspatialortemporalresolutionthatrenderasmeaninglessquestionsaboutwhathappensinaninfinitesimallysmallregion.Asaresult,uncertaintiesinanestimatedphysicalquantitycanonlybeaddressedintermsoftheaverageofthatquantityoverafiniteregion.AstheconceptsofBayesiananalysismature,wewilllearntodealonlywithphysicalquantitiesthatarefunctionsofcontinuousindependentvariablesandwewillavoidreferencingdirectlytheunderlyingdiscreteparametersofthemodels.Oneneedstobeawarethatanyfiniterepresentation,whichweareforcedtouseincomputermodels,hasalimitedresolution.Thuswhenoneexploresthemodelatascalefinerthantheinherentresolutionofthemodel,themodelcanonlyrespondbyinterpolationoftheunderlyingdiscretemodel.5Onecanonlymeaningfullyexplorethemodelatresolutionscoarserthanthis.

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4.PERTURBATIONFROMEQUILIBRIUM

Weproposetoexploittheabovephysicalanalogytofacilitatetheexplorationoftheuncertaintyina

ˆ,ϕiswellMAPsolution.ForthepresentwewillassumethatintheneighborhoodoftheMAPpointa

approximatedbyaquadraticexpansion:

ϕ=1(∆a)TK∆a+ϕ0,

2(5)

ˆisthedisplacementfromtheMAPpointandϕ0=ϕ(ˆwhere∆a=a−aa).Supposethatwestartfrom

ˆanddisplacetheparametervaluesbyasmallamount∆a.Thenthegradientofϕ,−∇aϕ,representsa

aforcethatpullstheparametersbacktowardtheMAPpoint.Theunitsoftheforcearethoseofthereciprocaloftheparameter.Thecurvature,andhencethereciprocalofthevariance,inthedirectionof

ˆ+∆a,o|∆a|,forvanishinglysmalldisplacements.∆aisgivenbytheratioof|∇aϕ|,evaluatedata

Insteadofdirectlydisplacingparameters,wemayperturbthembyapplyinganexternalforcetothe

parameters.Supposethatonepullsontheparameterswithaforcef.Notethatthisforcecanactonjustoneparameteroronmany.Fromthephysicalanalogy,itiseasytowritedownthenewpotential;

ϕ=1(∆a)TK∆a−∆aTf+ϕ0.

2Thenewminimumofϕoccurswhen

∇aϕ=0=K∆a−f.

(6)(7)

SolvingforthedisplacementinaandusingEq.(4),

∆a=K−1f=Ef.

(8)

IfthecurvaturematrixK,andhencethecovariancematrixE,isnotdiagonal,theresultingdisplacementisnotinthedirectionoftheappliedforce.Thisphenomenondemonstratesthecorrelationsbetweentheuncertaintiesinalltheparameters.Thecomponentof∆ainthedirectionoftheappliedforcedividedbythemagnitudeoftheforce,i.e.∆aTf/|f|2,istheeffectivevarianceintheparametersinthatdirection.

Althoughweassumedabovethatϕisquadratic,thisapproachcanbeusefulevenwhenitisnon-quadratic.Whileitmaynotbefeasibletoexpresstheresultsanalytically,weobtainafeelingfortheuncertaintyin∆aandthecorrelationsbetween∆aandtheotherparameters.Anyconstraintsontheparameterscanbeexplicitlyseen.Fornonquadraticϕtheplotofthevalueofϕversustheappliedforceprovidesthemeanstovisualizetheuncertaintyin∆a.

5.USEWITHDEFORMABLEGEOMETRICMODELS

Theaboveapproachtakesonapoignantinterpretationwhenthereconstructedobjectisdefinedintermsofitsgeometricshape.Theprioronthegeometryisdefinedintermsofthedefaultshapetogetherwithaprescriptionofhowtoassesstheprobabilityofotherpossibleshapes.ThelatterissimplydonebyusingaGibbsformfortheprobabilitygivenasexp(−βW),whereWisthedeformationenergy,i.e.theenergyrequiredtodeformthegeometryfromthedefaultshapeintoanewshape.6–10Theparameterβregulatesthestrengthoftheprioronthegeometry.

Figure1showsapolygondefinedintermsofits20verticesornodes.Thusthereare40parametersinthismodelcorrespondingtothetwocoordinatesneededtospecifyeachvertexofthepolygon.Weassumethattwosetsofparallelprojections,oneverticalandonehorizontal,areavailableandthattheyaresubjecttoaverysmallamountofmeasurementnoise.Forsimplicityweignoretheprioronthedeformationdescribedabove.Startingfromtheknownoriginalpolygon,aforceisappliedtotheleftmost

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Figure1.Anexampleofhowapolygon(solidline)canbedistortedbyeitherpushingnodeAinward(dashedline)oroutward(dottedline),assumingthatthemeasurementsconsistoftwoorthogonalpro-jections.Notetheeffectontheoverallshapeoftheobject,whichindicatesthecorrelationsbetweenthepolygonvertices.

node(nodeA),pullingitoutward.TheplotoftheappliedforceandtheresultinghorizontaldisplacementofthenodeisshowninFig.2.ForpositiveforcesnodeAmovesoutwardsteadilyuptoabreakpoint(atadisplacementof0.18),whichwecallpointB.Thedotted-linefigureinFig.1showstheconfigurationofthepolygonatthatpoint.WenotethattheactofdisplacingnodeAoutwardcontradictstheverticalprojections,whichindicatethatthereisprobablynomaterialtotheleftoftheoriginalpositionofthenode.BeyondpointBtheslopeofthecurvedecreasessubstantially,principallybecausenewconfigurationsofthepolygonarepossible,whichcanreducetheexcessiveprojectionvaluestotheleftoftheoriginalpositionofnodeA.

Applyingtheforceinward(negativeforcevalues)resultsinquiteadifferentbehavior.Withasmallinwardpush,thedisplacementreachesabreakpoint,pointCinFig.2.TheconfigurationofthepolygonatthispointisshownFig.1asthedashedfigure.NodeAhasjustreachedthelineconnectingitsneighbors,oneofwhichhasmovedoutwardtotakeitsplaceinsupplyingtheproperverticalprojection.PushingharderonlymakesnodeAslidedownthatline,whichrequiresonlyalittleforcetoachievealargedisplacement.ThepositionofnodeAisnotwelldeterminedinthisregion.Wenoticethattheshapeoftheobjectdoesnotchangeduringthisprocess.Theresultsforthissituationarecorrect,butmaynotbewhatonehasinmindwhenspecifyingtheforce.Itseemsdesirabletoavoidapplyingtheforcedirectlytotheparameters,inthiscase,tothepositionofthenodesofthepolygon.Theforceshouldinsteadbeappliedtotheobjectanditseffecttranslatedtotheparameters.AlsoweobservethattheonlyreasonpointCisnotclosertotheoriginisthatthecoarsenessofourpolygonobjectmodellimitstheflexibilityoftheobjecttorespond.Withmanymoredegreesoffreedom,wewouldexpectneighboringsectionsoftheobjectboundarytomoveouttotaketheplaceofnodeAinresponsetoaslightinwardforce.

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Figure2.PlotoftheforceappliedtonodeAofthepolygoninFig.1versustheresultingdisplace-mentofthatnode.Thenonlinearnatureoftheforce-displacementlawforthisproblemisdramaticallydemonstrated.TheconfigurationsshowninFig.1areatthetwobreakpointsinthecurve:thedashedlinecorrespondstoaforceof-0.006(inward)atpointCandthedottedlinetoaforceof0.080(outward)atB.ThecorrelationbetweentheuncertaintyinthepositionofnodeAandthepositionsoftheothernodesinthepolygonisdemonstratedinFig.1.Weobservethatthenodesontherightsideofthepolygonmovetomaintainthemeasuredhorizontalprojection.Ofcourse,theconstraintsoftheverticalprojectionalsofigureintotheproblem,makingtheoverallmovementofthesidesofthepolygonrathercomplex.Thisapproachnicelyhandlesthecomplexinteractionbetweenalltheconstraintsarisingfrommeasurementsandpriorknowledge.

Foranobjectmodeledintermsofitsgeometry,poorreliabilityoftheMAPestimatemeansthattheobjectissoftorsquishy,pliable.Goodreliabilityoftheestimatemeansthattheobjectisfirm.Therefore,“truth”ishardorrigid.

Asanaside,thisexamplecomesfromaworkstationapplicationthatwearedevelopingtofacilitatetheuseoftheBayesianapproachtosolvechallengingtomographicreconstructionproblems.11–13Thisapplication,calledtheBayesInferenceEngine,providesanintuitiveenvironmentforsettinguptheobjectmodelandthemeasurementmodelbymeansofdata-flowdiagramthatmaybeprogrammedgraphicallybytheuser.Theobjectsbeingreconstructedcanbemodeledusinggeometricmodelssuchasthatpresentedhere.Theoptimizationprocedureemployedisbasedonasteepestdescentmethod.Weusewhatappearstobealittleknowntechniquecalledadjointdifferentiationtoefficientlycalculatetherequiredderivativesoftheoptimizationfunctionwithrespecttotheparameters.14

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6.DISCUSSION

Inthefutureitmaybepossibletousethetoolsofvirtualreality,coupledtoturbocomputation,toexplorethereliabilityofaBayesiansolutionofcomplexproblemsthroughdirectmanipulationofthecomputermodel.Forcefeedbackwillpermitonetoactually“feel”thestiffnessofamodel.Higherdimensionalcorrelationsmightbe“felt”throughone’svarioussenses.

ToreiteratethecommentsmadeinSect.3,wesuggestthatqueriesregardingphysicalquantitiesshouldbemadeintermsofaveragesoverregionsratherthanintermsoftheirvaluesatpoints.Furthermore,theuncertaintiesofindividualparametersthat,asacollection,aremeanttodescribeaphysicalquantityasafunctionofcontinuouscoordinates,mayhavelittlemeaning.Inregardtoanimagerepresentedasagridofpixels,thequestion“whatisthermserrorinapixelvalue?,”isimpossibletoanswerwithoutaclearunderstandingofwhatapixelvaluerepresents,e.g.theaveragevalueovertheareaofthepixel.Moremeaningfulquestionscanbemadeforareaslargerthanthatofasinglepixel.Furthermore,thecorrelationsbetweentheaveragevaluewithinaregionandtherestoftheimagemustbeconsidered.Consequently,ourlanguagemustchange.Insteadofapplyingforcestoprobethereliabilityofindividualparametersthatareusedtodescribeanobject,weshouldspeakofapplyingpressuresoverregionsoftheobject.Anditmustbeunderstoodthatwhenweaskaboutregionswhosesizeisontheorderof,orsmaller,thantheresolutionofthediscretemodeloftheobject,wewillonlylearnabouttheinterpolationpropertiesofthemodel.

TheapproachtoreliabilitytestingdescribedaboveisverygeneralandcanbeusedinvirtuallyanyotherkindofBayesiananalysis.Examplesofothercontextsareasfollows:

Spectralestimation:Intypicalspectralanalysisascalarvariablequantityisestimatedfordifferentdiscretefrequencyvalues.Normallyasinglespectrumisestimated.Skillingetal.3probedthevariabilitypossibleintheanswerthroughtheirprobabilisticdisplaytechnique.Thatdisplaygivesoneatruefeelingfortherangeofanswerspossibleforagivensetofinputdata.Withourtechnique,onecanaskdirectquestionsaboutthepoweroveraspecificrangeoffrequencies.Themodeofinteractionwiththespectrummightbethoughtofaspushingdownorpullinguponaregionofthespectrum.Inavirtualrealitysetting,wecanimaginethattheanalystwouldbeabletousehisfingerstopressupwardordownwardonvariousportionsofthespectrum.Theresistancetothisattemptedaction,fedbacktotheuser’sfingersasaforce,wouldindicatethedegreeofuncertaintyinthesolution.

Imagereconstruction:Thebasicproblemistoestimatetheamplitudesinimagepixelsfromdata,eachofwhichisacombinationofmanypixels,asintomographicreconstructionfromprojections(stripintegrals)throughtheimage,ordeconvolutionofblurredimages.Interactionwiththeimagecanbeprovidedbyallowingonetopushorpullontheamplitudesinanareaofinterest.Theconceptsbehindthistechniquecanbeusedtomakebinarydecisions,forexample,todecidewhetheranobjectispresentornot,ortodecidebetweentwodifferentsignals.15

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