From 16c25112892f0175f8b69cec45df7c663e890759 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Gi=C3=B9=20Marcer?= Date: Wed, 20 May 2020 16:28:19 +0200 Subject: [PATCH] ex-6: Written about the RL algorithm and generated some plots --- notes/docs/bibliography.bib | 18 +- notes/images/nome.pdf | Bin 0 -> 12040 bytes notes/images/original.pdf | Bin 0 -> 14756 bytes notes/images/prova.pdf | Bin 0 -> 12040 bytes notes/images/smoothed.pdf | Bin 0 -> 15612 bytes notes/sections/6.md | 317 +++++++++++++++++------------------- notes/todo | 3 - 7 files changed, 169 insertions(+), 169 deletions(-) create mode 100644 notes/images/nome.pdf create mode 100644 notes/images/original.pdf create mode 100644 notes/images/prova.pdf create mode 100644 notes/images/smoothed.pdf delete mode 100644 notes/todo diff --git a/notes/docs/bibliography.bib b/notes/docs/bibliography.bib index 80f9df4..50df816 100644 --- a/notes/docs/bibliography.bib +++ b/notes/docs/bibliography.bib @@ -118,7 +118,6 @@ publisher={Elsevier} } - @article{ridder17, title={Variance reduction}, author={Ridder, AAN and Botev, ZI}, @@ -138,3 +137,20 @@ year={1978}, publisher={Elsevier} } + +@book{hecht02, + title={Optics}, + year={2002}, + publisher={Pearson}, + author={Eugene Hecht} +} + +@article{lucy74, + title={An iterative technique for the rectification of observed + distributions}, + author={Lucy, Leon B}, + journal={The astronomical journal}, + volume={79}, + pages={745}, + year={1974} +} diff --git a/notes/images/nome.pdf b/notes/images/nome.pdf new file mode 100644 index 0000000000000000000000000000000000000000..de74d5373e5ead59339fd4a92a53aa00c09b68d2 GIT binary patch literal 12040 zcmeHtc|4Tg-*+K2lr1D;A|%V~GbT&f$-X38%V03J8Dq#&w2Y8_Nn}f;`X)sbO37Z7 zNV26!+AJwWX?e~yQd0N#>G|FF>-GF|&%Dm-T<2WpoX>JT*ZG{!`y5#dU43Pg3Kk|? z)DJ&b1w+A+aH_K>OkEw0upqgU{o!a(V+BXp1k=cHgbs;8@}|1OH8o*mUstH1>Vgh> zK@0%J2HX+Q(bWgzlY4Q|6~V+1QqiFX!-h58UBC-=&u7< zA^U<7ac%$uIyHa>hs4yeh9h*zffN_Al>s0PN;Y(ouRo1MC;Pet&r3en9uPv9l3ghz 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negative backwards from the end of the array (see @fig:reorder). \draw [thick, cyclamen, fill=cyclamen!25!white] (4.0,0) rectangle (4.5,1.4); \draw [thick, ->] (0,0) -- (5,0); \draw [thick, ->] (2.5,0) -- (2.5,2); + \end{scope} \end{tikzpicture} -\caption{On the left, an example of the DFT as it is given by the gsl function - and the same dataset, on the right, with the rearranged "intuitive" - order of the sequence.}\label{fig:reorder} +\caption{The histogram on the right shows how the real numbers histogram on the + left is handled by the dedicated GSL functions`.}\label{fig:reorder} } \end{figure} -When $\hat{F}[s \otimes k]$ and $\hat{F}[k]$ are computed, their normal format -must be restored in order to use them as standard complex numbers and compute -the ratio between them. Then, the result must return in the half-complex format -for the inverse DFT application. -GSL provides the function `gsl_fft_halfcomplex_unpack()` which passes the -vectors from half-complex format to standard complex format. The inverse -procedure, required to compute the inverse transformation of $\hat{F}[s]$, which -is not provided by GSL, was implemented in the code. -The fact that the gaussian kernel is centerd in the middle of the vector and -not in the $\text{zero}^{th}$ bin causes the final result to be shifted of half -the leght of the vector the same as it was produced by a DFT. This makes it -necessary to rearrange the two halfs of the final result. +If the bin width is $\Delta \theta$, then the DFT domain ranges from $-1 / (2 +\Delta \theta)$ to $+1 / (2 \Delta \theta$). As regards the real values, the +aforementioned GSL functions store the positive values from the beginning of +the array up to the middle and the negative backwards from the end of the array +(see @fig:reorder). +Whilst do not matters if the convolved histogram has positive or negative +values, the kernel must be centered in zero in order to compute a correct +convolution. This requires the kernel to be made of an ever number of bins +in order to be possible to cut it into two same-lenght halves. -At the end, the external bins which exceed with respect to the original signal -are cut away in order to restore the original number of bins $n$. Results are -shown in [@fig:results1; @fig:results2; @fig:results3]. +When $\hat{F}[s * k]$ and $\hat{F}[k]$ are computed, they are given in the +half-complex GSL format and their normal format must be restored in order to +use them as standard complex numbers and compute the ratio between them. Then, +the result must return in the half-complex format for the inverse DFT +computation. GSL provides the function `gsl_fft_halfcomplex_unpack()` which +convert the vectors from half-complex format to standard complex format but the +inverse procedure is not provided by GSL and was hence implemented in the +code. + +At the end, the external bins which exceed the original signal size are cut +away in order to restore the original number of bins $n$. Results will be +discussed in @sec:conv_Results. ## Unfolding with Richardson-Lucy The Richardson–Lucy (RL) deconvolution is an iterative procedure tipically used -for recovering an image that has been blurred by a known point spread function. - -It is based on the fact that an ideal point source does not appear as a point -but is spread out into the so-called point spread function, thus the observed -image can be represented in terms of a transition matrix -$P$ operating on an underlying image: +for recovering an image that has been blurred by a known 'point spread +function'. +Consider the problem of estimating the frequeny distribution $f(\xi)$ of a +variable $\xi$ when the available measure is a sample {$x_i$} of points +dronwn not by $f(x)$ but by an other function $\phi(x)$ such that: $$ - d_i = \sum_{j} u_j \, P_{i, j} + \phi(x) = \int d\xi \, f(\xi) P(x | \xi) $$ -where $u_j$ is the intensity of the underlying image at pixel $j$ and $d_i$ is -the detected intensity at pixel $i$. Hence, the matrix describes the portion of -signal from the source pixel $j$ that is detected in pixel $i$. -In one dimension, the transfer function can be expressed in terms of the -distance between the source pixel $j$ and the observed $i$: +where $P(x | \xi) \, d\xi$ is the probability (presumed known) that $x$ falls +in the interval $(x, x + dx)$ when $\xi = \xi$. An example of this problem is +precisely that of correcting an observed distribution $\phi(x)$ for the effect +of observational errors, which are represented by the function $P (x | \xi)$, +called point spread function. + +Let $Q(\xi | x) d\xi$ be the probability that $\xi$ comes from the interval +$(\xi, \xi + d\xi)$ when the measured quantity is $x = x$. The probability that +both $x \in (x, x + dx)$ and $(\xi, \xi + d\xi)$ is therefore given by $\phi(x) +dx \cdot Q(\xi | x) d\xi$ which is identical to $f(\xi) d\xi \cdot P(x | \xi) +dx$, hence: $$ - P_{i, j} = \widetilde{P}(i-j) = P_{i - j} + \phi(x) dx \cdot Q(\xi | x) d\xi = f(\xi) d\xi \cdot P(x | \xi) dx + \thus Q(\xi | x) = \frac{f(\xi) \cdot P(x | \xi)}{\phi(x)} $$ -In order to estimate $u_j$ given {$d_i$} and $\widetilde{P}$, the following -iterative procedure can be applied for the estimate $\hat{u}^t_j$ of $u_j$, -where $t$ stands for the iteration number. The $t^{\text{th}}$ step is updated -as follows: - $$ - \hat{u}^{t+1}_j = \hat{u}^t_j \sum_i \frac{d_i}{c_i} \, P_{i - j} - \with c_i = \sum_j \hat{u}^t_j \, P_{i - j} + \thus Q(\xi | x) = \frac{f(\xi) \cdot P(x | \xi)} + {\int d\xi \, f(\xi) P(x | \xi)} +$$ {#eq:first} + +which is the Bayes theorem for conditional probability. From the normalization +of $P(x | \xi)$, it follows also that: +$$ + f(\xi) = \int dx \, \phi(x) Q(\xi | x) +$$ {#eq:second} + +Since $Q (\xi | x)$ depends on $f(\xi)$, @eq:second suggests a reiterative +procedure for generating estimates of $f(\xi)$. With a guess for $f(\xi)$ and +a known $P(x | \xi)$, @eq:first can be used to calculate and estimate for +$Q (\xi | x)$. Then, taking the hint provided by @eq:second, an improved +estimate for $f (\xi)$ is generated, using the observed sample {$x_i$} to give +an approximation for $\phi$. +Thus, if $f^t$ is the $t^{\text{th}}$ estimate, the $t^{\text{th + 1}}$ is: +$$ + f^{t + 1}(\xi) = \int dx \, \phi(x) Q^t(\xi | x) + \with + Q^t(\xi | x) = \frac{f^t(\xi) \cdot P(x | \xi)} + {\int d\xi \, f^t(\xi) P(x | \xi)} $$ -where $c_i$ is thereby an estimation of the blurred signal obtained with the -previous estimation of the clean signal. -It has been shown empirically that if this iteration converges, it converges to -the maximum likelihood solution for $u_j$. Writing it in terms of convolution, -it becomes: - +from which: $$ - \hat{u}^{t+1} = \hat {u}^{t} \cdot \left( \frac{d}{{\hat{u}^{t}} \otimes P} - \otimes P^{\star} \right) + f^{t + 1}(\xi) = f^t(\xi) + \int dx \, \frac{\phi(x)}{\int d\xi \, f^t(\xi) P(x | \xi)} + P(x | \xi) +$$ {#eq:solution} + +If the spread function $P(x | \xi)$ follows a normal distribution with variance +$\sigma$, namely: +$$ + P(x | \xi) = \frac{1}{\sqrt{2 \pi} \sigma} + \exp \left( - \frac{(x - \xi)^2}{2 \sigma^2} \right) $$ -where the division and multiplication are element wise, and -$P^{\star}$ is the flipped point spread function. +then, @eq:solution can be rewritten in terms of convolutions: +$$ + f^{t + 1} = f^{t}\left( \frac{\phi}{{f^{t}} * P} * P^{\star} \right) +$$ +where $P^{\star}$ is the flipped point spread function [@lucy74]. +In this special case, the Gaussian kernel stands for the point spread function +and, dealing with discrete values, the division and multiplication are element +wise and the convolution is to be carried out as described in @sec:convolution. When implemented, this method results in an easy step-wise routine: - create a flipped copy of the kernel; - - choose a zero-order estimate for {$c_i$}; - - compute the convolutions with the method described in @sec:convolution, the - product and the division at each step; + - choose a zero-order estimate for {$f(\xi)$}; + - compute the convolutions, the product and the division at each step; - proceed until a given number of reiterations is achieved. -In this case, the zero-order was set $c_i = 0.5 \, \forall i$ and it was -empirically shown that the better result is given with a number of three steps, -otherwise it starts returnig fanciful histograms. Results are shown in -[@fig:results1; @fig:results2; @fig:results3]. +In this case, the zero-order was set $f(\xi) = 0.5 \, \forall \, \xi$. -## Results comparison +## Results comparison {#sec:conv_Results} In [@fig:results1; @fig:results2; @fig:results3] the results obtained for three different $\sigma$s are shown. The tested values are $\Delta \theta$, $0.5 \, @@ -399,46 +426,14 @@ In the real world, it is unpratical, since signals are inevitably blurred by noise. The same can't be said about the RL deconvolution, which, on the other hand, looks heavily influenced by the variance magnitude: the greater $\sigma$, the -worse the deconvoluted result. In fact, given the same number of steps, the +worse the deconvolved result. In fact, given the same number of steps, the deconvolved signal is always the same 'distance' far form the convolved one: if it very smooth, the deconvolved signal is very smooth too and if the convolved is less smooth, it is less smooth too. The original signal is shown below for convenience. -![Example of an intensity histogram.](images/fraun-original.pdf) -
-![Convolved signal.](images/fraun-conv-0.05.pdf){width=12cm} - -![Deconvolved signal with FFT.](images/fraun-fft-0.05.pdf){width=12cm} - -![Deconvolved signal with RL.](images/fraun-rl-0.05.pdf){width=12cm} - -Results for $\sigma = 0.05 \Delta \theta$, where $\Delta \theta$ is the bin -width. -
- -
-![Convolved signal.](images/fraun-conv-0.5.pdf){width=12cm} - -![Deconvolved signal with FFT.](images/fraun-fft-0.5.pdf){width=12cm} - -![Deconvolved signal with RL.](images/fraun-rl-0.5.pdf){width=12cm} - -Results for $\sigma = 0.5 \Delta \theta$, where $\Delta \theta$ is the bin -width. -
- -
-![Convolved signal.](images/fraun-conv-1.pdf){width=12cm} - -![Deconvolved signal with FFT.](images/fraun-fft-1.pdf){width=12cm} - -![Deconvolved signal with RL.](images/fraun-rl-1.pdf){width=12cm} - -Results for $\sigma = \Delta \theta$, where $\Delta \theta$ is the bin width. -
It was also implemented the possibility to add a Poisson noise to the convolved histogram to check weather the deconvolution is affected or not by @@ -451,14 +446,6 @@ everywhere on the curve and it is particularly evident on the edges, where the expected data are very small. On the other hand, the Richardson-Lucy routine is less affected by this further complication. -
-![Deconvolved signal with FFT.](images/fraun-noise-fft.pdf){width=12cm} - -![Deconvolved signal withh RL.](images/fraun-noise-rl.pdf){width=12cm} - -Results for $\sigma = \Delta \theta$, with Poisson noise. -
- In order to quantify the similarity of a deconvolution outcome with the original signal, a null hypotesis test was made up. Likewise in @sec:Landau, the original sample was treated as a population from @@ -519,7 +506,7 @@ $$ {\sum_{i = 1}^m \sum_{j=1}^n f_{ij}} $$ -In this case, where the EMD must be applied to two same-lenght histograms, the +In this case, where the EMD has to be applied to two same-lenght histograms, the procedure simplifies a lot. By representing both histograms with two vectors $u$ and $v$, the equation above boils down to [@ramdas17]: diff --git a/notes/todo b/notes/todo deleted file mode 100644 index 95a722e..0000000 --- a/notes/todo +++ /dev/null @@ -1,3 +0,0 @@ -- cambiare simbolo convoluzione -- aggiungere citazioni e referenze -- leggere l'articolo di Lucy