Herwig Wendt

Maarten V. de Hoop, Gunther Uhlmann, Andras Vasy et al.

We develop an algorithm for the computation of general Fourier integral operators associated with canonical graphs. The algorithm is based on dyadic parabolic decomposition using wave packets and enables the discrete approximate evaluation of the action of such operators on data in the presence of caustics. The procedure consists in the construction of a universal operator representation through the introduction of locally singularity-resolving diffeomorphisms, enabling the application of wave packet driven computation, and in the construction of the associated pseudo-differential joint-partition of unity on the canonical graphs. We apply the method to a parametrix of the wave equation in the vicinity of a cusp singularity.

Roberto Leonarduzzi, Herwig Wendt, Patrice Abry et al.

Multifractal analysis has become a standard signal processing tool,for which a promising new formulation, the p-leader multifractal formalism, has recently been proposed. It relies on novel multiscale quantities, the p-leaders, defined as local l^p norms of sets of wavelet coefficients located at infinitely many fine scales. Computing such infinite sums from actual finite-resolution data requires truncations to the finest available scale, which results in biased p-leaders and thus in inaccurate estimates of multifractal properties. A systematic study of such finite-resolution effects leads to conjecture an explicit and universal closed-form correction that permits an accurate estimation of scaling exponents. This conjecture is formulated from the theoretical study of a particular class of models for multifractal processes, the wavelet-based cascades. The relevance and generality of the proposed conjecture is assessed by numerical simulations conducted over a large variety of multifractal processes. Finally, the relevance of the proposed corrected estimators is demonstrated on the analysis of heart rate variability data.

Pierre Ablin, Dylan Fagot, Herwig Wendt et al.

Nonnegative matrix factorization (NMF) is a popular method for audio spectral unmixing. While NMF is traditionally applied to off-the-shelf time-frequency representations based on the short-time Fourier or Cosine transforms, the ability to learn transforms from raw data attracts increasing attention. However, this adds an important computational overhead. When assumed orthogonal (like the Fourier or Cosine transforms), learning the transform yields a non-convex optimization problem on the orthogonal matrix manifold. In this paper, we derive a quasi-Newton method on the manifold using sparse approximations of the Hessian. Experiments on synthetic and real audio data show that the proposed algorithm out-performs state-of-the-art first-order and coordinate-descent methods by orders of magnitude. A Python package for fast TL-NMF is released online at https://github.com/pierreablin/tlnmf.

Jihanne El Haouari, Jean-Michel Gaucel, Christelle Pittet et al.

Accurate estimates of Instrument Spectral Response Functions (ISRFs) are crucial in order to have a good characterization of high resolution spectrometers. Spectrometers are composed of different optical elements that can induce errors in the measurements and therefore need to be modeled as accurately as possible. Parametric models are currently used to estimate these response functions. However, these models cannot always take into account the diversity of ISRF shapes that are encountered in practical applications. This paper studies a new ISRF estimation method based on a sparse representation of atoms belonging to a dictionary. This method is applied to different high-resolution spectrometers in order to assess its reproducibility for multiple remote sensing missions. The proposed method is shown to be very competitive when compared to the more commonly used parametric models, and yields normalized ISRF estimation errors less than 1%.

Patrice Abry, Gustavo Didier, Oliver Orejola et al.

Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identification of the Hurst distribution (in particular, the scaling exponents) undergirding a high-dimensional fractal system. The algorithm is based on wavelet random matrices, modified spectral clustering and a model selection step for picking the value of the clustering precision hyperparameter. In a moderately high-dimensional regime where the dimension, the sample size and the scale go to infinity, we show that the algorithm consistently estimates the Hurst distribution. Monte Carlo simulations show that the proposed methodology is efficient for realistic sample sizes and outperforms another popular clustering method based on mixed-Gaussian modeling. We apply the algorithm in the analysis of real-world macroeconomic time series to unveil evidence for cointegration.

Mariella Dimiccoli, Herwig Wendt, Pau Batlle

This paper introduces a novel approach to learn visually grounded meaning representations of words as low-dimensional node embeddings on an underlying graph hierarchy. The lower level of the hierarchy models modality-specific word representations through dedicated but communicating graphs, while the higher level puts these representations together on a single graph to learn a representation jointly from both modalities. The topology of each graph models similarity relations among words, and is estimated jointly with the graph embedding. The assumption underlying this model is that words sharing similar meaning correspond to communities in an underlying similarity graph in a low-dimensional space. We named this model Hierarchical Multi-Modal Similarity Graph Embedding (HM-SGE). Experimental results validate the ability of HM-SGE to simulate human similarity judgements and concept categorization, outperforming the state of the art.

Mariella Dimiccoli, Lluís Garrido, Guillem Rodriguez-Corominas et al.

Recently, transfer subspace learning based approaches have shown to be a valid alternative to unsupervised subspace clustering and temporal data clustering for human motion segmentation (HMS). These approaches leverage prior knowledge from a source domain to improve clustering performance on a target domain, and currently they represent the state of the art in HMS. Bucking this trend, in this paper, we propose a novel unsupervised model that learns a representation of the data and digs clustering information from the data itself. Our model is reminiscent of temporal subspace clustering, but presents two critical differences. First, we learn an auxiliary data matrix that can deviate from the initial data, hence confer more degrees of freedom to the coding matrix. Second, we introduce a regularization term for this auxiliary data matrix that preserves the local geometrical structure present in the high-dimensional space. The proposed model is efficiently optimized by using an original Alternating Direction Method of Multipliers (ADMM) formulation allowing to learn jointly the auxiliary data representation, a nonnegative dictionary and a coding matrix. Experimental results on four benchmark datasets for HMS demonstrate that our approach achieves significantly better clustering performance then state-of-the-art methods, including both unsupervised and more recent semi-supervised transfer learning approaches.

Mariella Dimiccoli, Herwig Wendt

Recently, self-supervised learning has proved to be effective to learn representations of events suitable for temporal segmentation in image sequences, where events are understood as sets of temporally adjacent images that are semantically perceived as a whole. However, although this approach does not require expensive manual annotations, it is data hungry and suffers from domain adaptation problems. As an alternative, in this work, we propose a novel approach for learning event representations named Dynamic Graph Embedding (DGE). The assumption underlying our model is that a sequence of images can be represented by a graph that encodes both semantic and temporal similarity. The key novelty of DGE is to learn jointly the graph and its graph embedding. At its core, DGE works by iterating over two steps: 1) updating the graph representing the semantic and temporal similarity of the data based on the current data representation, and 2) updating the data representation to take into account the current data graph structure. The main advantage of DGE over state-of-the-art self-supervised approaches is that it does not require any training set, but instead learns iteratively from the data itself a low-dimensional embedding that reflects their temporal and semantic similarity. Experimental results on two benchmark datasets of real image sequences captured at regular time intervals demonstrate that the proposed DGE leads to event representations effective for temporal segmentation. In particular, it achieves robust temporal segmentation on the EDUBSeg and EDUBSeg-Desc benchmark datasets, outperforming the state of the art. Additional experiments on two Human Motion Segmentation benchmark datasets demonstrate the generalization capabilities of the proposed DGE.

Mariella Dimiccoli, Herwig Wendt

Temporal segmentation of untrimmed videos and photo-streams is currently an active area of research in computer vision and image processing. This paper proposes a new approach to improve the temporal segmentation of photo-streams. The method consists in enhancing image representations by encoding long-range temporal dependencies. Our key contribution is to take advantage of the temporal stationarity assumption of photostreams for modeling each frame by its nonlocal self-similarity function. The proposed approach is put to test on the EDUB-Seg dataset, a standard benchmark for egocentric photostream temporal segmentation. Starting from seven different (CNN based) image features, the method yields consistent improvements in event segmentation quality, leading to an average increase of F-measure of 3.71% with respect to the state of the art.

Dylan Fagot, Cédric Févotte, Herwig Wendt

Traditional NMF-based signal decomposition relies on the factorization of spectral data, which is typically computed by means of short-time frequency transform. In this paper we propose to relax the choice of a pre-fixed transform and learn a short-time orthogonal transform together with the factorization. To this end, we formulate a regularized optimization problem reminiscent of conventional NMF, yet with the transform as additional unknown parameters, and design a novel block-descent algorithm enabling to find stationary points of this objective function. The proposed joint transform learning and factorization approach is tested for two audio signal processing experiments, illustrating its conceptual and practical benefits.

Jordan Frecon, Nelly Pustelnik, Nicolas Dobigeon et al.

Piecewise constant denoising can be solved either by deterministic optimization approaches, based on the Potts model, or by stochastic Bayesian procedures. The former lead to low computational time but require the selection of a regularization parameter, whose value significantly impacts the achieved solution, and whose automated selection remains an involved and challenging problem. Conversely, fully Bayesian formalisms encapsulate the regularization parameter selection into hierarchical models, at the price of high computational costs. This contribution proposes an operational strategy that combines hierarchical Bayesian and Potts model formulations, with the double aim of automatically tuning the regularization parameter and of maintaining computational effciency. The proposed procedure relies on formally connecting a Bayesian framework to a l2-Potts functional. Behaviors and performance for the proposed piecewise constant denoising and regularization parameter tuning techniques are studied qualitatively and assessed quantitatively, and shown to compare favorably against those of a fully Bayesian hierarchical procedure, both in accuracy and in computational load.

Fredrik Andersson, Maarten V. de Hoop, Herwig Wendt

We develop a representation of reverse-time migration in terms of Fourier integral operators the canonical relations of which are graphs. Through the dyadic parabolic decomposition of phase space, we obtain the solution of the wave equation with a boundary source and homogeneous initial conditions using wave packets. On this basis, we develop a numerical procedure for the reverse time continuation from the boundary of scattering data and for RTM migration. The algorithms are derived from those we recently developed for the discrete approximate evaluation of the action of Fourier integral operators and inherit from their conceptual and numerical properties.

Nelly Pustelnik, Herwig Wendt, Patrice Abry et al.

Texture segmentation constitutes a standard image processing task, crucial to many applications. The present contribution focuses on the particular subset of scale-free textures and its originality resides in the combination of three key ingredients: First, texture characterization relies on the concept of local regularity ; Second, estimation of local regularity is based on new multiscale quantities referred to as wavelet leaders ; Third, segmentation from local regularity faces a fundamental bias variance trade-off: In nature, local regularity estimation shows high variability that impairs the detection of changes, while a posteriori smoothing of regularity estimates precludes from locating correctly changes. Instead, the present contribution proposes several variational problem formulations based on total variation and proximal resolutions that effectively circumvent this trade-off. Estimation and segmentation performance for the proposed procedures are quantified and compared on synthetic as well as on real-world textures.

Sébastien Combrexelle, Herwig Wendt, Nicolas Dobigeon et al.

Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a challenge. This is due in the main to the fact that current estimation procedures consist of performing linear regressions across frequency scales of the two-dimensional (2D) dyadic wavelet transform, for which only a few such scales are computable for images. The strongly non-Gaussian nature of multifractal processes, combined with their complicated dependence structure, makes it difficult to develop suitable models for parameter estimation. Here, we propose a Bayesian procedure that addresses the difficulties in the estimation of the multifractality parameter. The originality of the procedure is threefold: The construction of a generic semi-parametric statistical model for the logarithm of wavelet leaders; the formulation of Bayesian estimators that are associated with this model and the set of parameter values admitted by multifractal theory; the exploitation of a suitable Whittle approximation within the Bayesian model which enables the otherwise infeasible evaluation of the posterior distribution associated with the model. Performance is assessed numerically for several 2D multifractal processes, for several image sizes and a large range of process parameters. The procedure yields significant benefits over current benchmark estimators in terms of estimation performance and ability to discriminate between the two most commonly used classes of multifractal process models. The gains in performance are particularly pronounced for small image sizes, notably enabling for the first time the analysis of image patches as small as 64x64 pixels.