IMNov 22, 2018
Sparse Bayesian Imaging of Solar FlaresFederica Sciacchitano, Silvio Lugaro, Alberto Sorrentino
We consider imaging of solar flares from NASA RHESSI data as a parametric imaging problem, where flares are represented as a finite collection of geometric shapes. We set up a Bayesian model in which the number of objects forming the image is a priori unknown, as well as their shapes. We use a Sequential Monte Carlo algorithm to explore the corresponding posterior distribution. We apply the method to synthetic and experimental data, largely known in the RHESSI community. The method reconstructs improved images of solar flares, with the additional advantage of providing uncertainty quantification of the estimated parameters.
SRDec 20, 2018
Compressed sensing and Sequential Monte Carlo for solar hard X-ray imagingAnna Maria Massone, Federica Sciacchitano, Michele Piana et al.
We describe two inversion methods for the reconstruction of hard X-ray solar images. The methods are tested against experimental visibilities recorded by the Reuven Ramaty High Energy Solar Spectroscopic Imager (RHESSI) and synthetic visibilities based on the design of the Spectrometer/Telescope for Imaging X-rays (STIX).
NAAug 26, 2016
Bregman Cost for Non-Gaussian NoiseMartin Burger, Yiqiu Dong, Federica Sciacchitano
One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the conditional mean (CM) and maximum a posteriori (MAP) estimates, which correspond to the mean and the mode of the posterior, respectively. From a theoretical point of view it has been argued that the MAP estimate is only in an asymptotic sense a Bayes estimator for the uniform cost function, while the CM estimate is a Bayes estimator for the means squared cost function. Recently, it has been proven that the MAP estimate is a proper Bayes estimator for the Bregman cost if the image is corrupted by Gaussian noise. In this work we extend this result to other noise models with log-concave likelihood density, by introducing two related Bregman cost functions for which the CM and the MAP estimates are proper Bayes estimators. Moreover, we also prove that the CM estimate outperforms the MAP estimate, when the error is measured in a certain Bregman distance, a result previously unknown also in the case of additive Gaussian noise.