Fast Parameter Sensitivity Analysis of PDE-based Image Processing Methods

Similar documents
Performance Evaluation of Generalized Polynomial Chaos

SENSITIVITY ANALYSIS IN NUMERICAL SIMULATION OF MULTIPHASE FLOW FOR CO 2 STORAGE IN SALINE AQUIFERS USING THE PROBABILISTIC COLLOCATION APPROACH

NONLINEAR DIFFUSION PDES

Uncertainty Quantification in Computational Models

Beyond Wiener Askey Expansions: Handling Arbitrary PDFs

Stochastic Spectral Approaches to Bayesian Inference

Uncertainty analysis of large-scale systems using domain decomposition

Nonlinear Diffusion. Journal Club Presentation. Xiaowei Zhou

A Polynomial Chaos Approach to Robust Multiobjective Optimization

Stochastic Solvers for the Euler Equations

Stochastic Collocation Methods for Polynomial Chaos: Analysis and Applications

Uncertainty Evolution In Stochastic Dynamic Models Using Polynomial Chaos

A reduced-order stochastic finite element analysis for structures with uncertainties

Benjamin L. Pence 1, Hosam K. Fathy 2, and Jeffrey L. Stein 3

An Empirical Chaos Expansion Method for Uncertainty Quantification

Uncertainty Quantification in MEMS

Stochastic structural dynamic analysis with random damping parameters

Solving the Stochastic Steady-State Diffusion Problem Using Multigrid

ECE521 week 3: 23/26 January 2017

EFFICIENT SHAPE OPTIMIZATION USING POLYNOMIAL CHAOS EXPANSION AND LOCAL SENSITIVITIES

Estimating functional uncertainty using polynomial chaos and adjoint equations

A Generative Model Based Approach to Motion Segmentation

NON-LINEAR DIFFUSION FILTERING

Solving the stochastic steady-state diffusion problem using multigrid

A Partial Differential Equation Approach to Image Zoom

Sobol-Hoeffding Decomposition with Application to Global Sensitivity Analysis

Automatic Differentiation Equipped Variable Elimination for Sensitivity Analysis on Probabilistic Inference Queries

Scale Space Analysis by Stabilized Inverse Diffusion Equations

PC EXPANSION FOR GLOBAL SENSITIVITY ANALYSIS OF NON-SMOOTH FUNCTIONALS OF UNCERTAIN STOCHASTIC DIFFERENTIAL EQUATIONS SOLUTIONS

Uncertainty Quantification for multiscale kinetic equations with random inputs. Shi Jin. University of Wisconsin-Madison, USA

Uncertainty Quantification for multiscale kinetic equations with high dimensional random inputs with sparse grids

Introduction to Nonlinear Image Processing

Erkut Erdem. Hacettepe University February 24 th, Linear Diffusion 1. 2 Appendix - The Calculus of Variations 5.

Uncertainty Quantification and hypocoercivity based sensitivity analysis for multiscale kinetic equations with random inputs.

A Non-Intrusive Polynomial Chaos Method For Uncertainty Propagation in CFD Simulations

Polynomial Chaos and Karhunen-Loeve Expansion

Random walks and anisotropic interpolation on graphs. Filip Malmberg

CERTAIN THOUGHTS ON UNCERTAINTY ANALYSIS FOR DYNAMICAL SYSTEMS

arxiv: v1 [math.na] 3 Apr 2019

Final Report: DE-FG02-95ER25239 Spectral Representations of Uncertainty: Algorithms and Applications

Hierarchical Parallel Solution of Stochastic Systems

Quantifying conformation fluctuation induced uncertainty in bio-molecular systems

Polynomial chaos expansions for sensitivity analysis

NOISE ENHANCED ANISOTROPIC DIFFUSION FOR SCALAR IMAGE RESTORATION. 6, avenue du Ponceau Cergy-Pontoise, France.

Adaptive Collocation with Kernel Density Estimation

Implementation of Sparse Wavelet-Galerkin FEM for Stochastic PDEs

Algorithms for Uncertainty Quantification

Error Budgets: A Path from Uncertainty Quantification to Model Validation

c 2004 Society for Industrial and Applied Mathematics

Lecture Notes 1: Vector spaces

Optimal stopping time formulation of adaptive image filtering

Nonlinear Diffusion. 1 Introduction: Motivation for non-standard diffusion

A NO-REFERENCE SHARPNESS METRIC SENSITIVE TO BLUR AND NOISE. Xiang Zhu and Peyman Milanfar

Solving the steady state diffusion equation with uncertainty Final Presentation

Stochastic Dimension Reduction

UNCERTAINTY ASSESSMENT USING STOCHASTIC REDUCED BASIS METHOD FOR FLOW IN POROUS MEDIA

Where is the bark, the tree and the forest, mathematical foundations of multi-scale analysis

PARALLEL COMPUTATION OF 3D WAVE PROPAGATION BY SPECTRAL STOCHASTIC FINITE ELEMENT METHOD

Hyperbolic Polynomial Chaos Expansion (HPCE) and its Application to Statistical Analysis of Nonlinear Circuits

Stochastic representation of random positive-definite tensor-valued properties: application to 3D anisotropic permeability random fields

The Stochastic Piston Problem

Efficient Sampling for Non-Intrusive Polynomial Chaos Applications with Multiple Uncertain Input Variables

Schwarz Preconditioner for the Stochastic Finite Element Method

Consistent Positive Directional Splitting of Anisotropic Diffusion

Sampling and Low-Rank Tensor Approximations

Discriminative Direction for Kernel Classifiers

Uncertainty Quantification in Computational Science

Bayesian approach to image reconstruction in photoacoustic tomography

Soil Uncertainty and Seismic Ground Motion

Determining Constant Optical Flow

Human Pose Tracking I: Basics. David Fleet University of Toronto

Multilevel stochastic collocations with dimensionality reduction

STA 4273H: Statistical Machine Learning

Convex Hodge Decomposition of Image Flows

Lecture : Probabilistic Machine Learning

A Unified Framework for Uncertainty and Sensitivity Analysis of Computational Models with Many Input Parameters

Keywords: Sonic boom analysis, Atmospheric uncertainties, Uncertainty quantification, Monte Carlo method, Polynomial chaos method.

On the Nature of Random System Matrices in Structural Dynamics

MULTI-ELEMENT GENERALIZED POLYNOMIAL CHAOS FOR ARBITRARY PROBABILITY MEASURES

Fraunhofer Institute for Computer Graphics Research Interactive Graphics Systems Group, TU Darmstadt Fraunhoferstrasse 5, Darmstadt, Germany

A STUDY ON THE STATE ESTIMATION OF NONLINEAR ELECTRIC CIRCUITS BY UNSCENTED KALMAN FILTER

Safety Envelope for Load Tolerance and Its Application to Fatigue Reliability Design

Multilevel accelerated quadrature for elliptic PDEs with random diffusion. Helmut Harbrecht Mathematisches Institut Universität Basel Switzerland

Sparse polynomial chaos expansions in engineering applications

Probing the covariance matrix

ADVANCED MACHINE LEARNING ADVANCED MACHINE LEARNING. Non-linear regression techniques Part - II

Efficient Solvers for Stochastic Finite Element Saddle Point Problems

Fast and Accurate HARDI and its Application to Neurological Diagnosis

ENERGY METHODS IN IMAGE PROCESSING WITH EDGE ENHANCEMENT

Fast Numerical Methods for Stochastic Computations

Scalable robust hypothesis tests using graphical models

A Spectral Approach to Linear Bayesian Updating

. Frobenius-Perron Operator ACC Workshop on Uncertainty Analysis & Estimation. Raktim Bhattacharya

Numerical Approximation of Stochastic Elliptic Partial Differential Equations

Model-based Stochastic Fault Detection and Diagnosis for Lithium-ion Batteries

Notes on Latent Semantic Analysis

NONLOCALITY AND STOCHASTICITY TWO EMERGENT DIRECTIONS FOR APPLIED MATHEMATICS. Max Gunzburger

arxiv: v2 [math.pr] 27 Oct 2015

Numerical Probabilistic Analysis under Aleatory and Epistemic Uncertainty

Gaussian Process Approximations of Stochastic Differential Equations

Transcription:

Fast Parameter Sensitivity Analysis of PDE-based Image Processing Methods Torben Pätz 1,2 and Tobias Preusser 1,2 1 School of Engineering and Science, Jacobs University Bremen 2 Fraunhofer MEVIS, Bremen, Germany Abstract. We present a fast parameter sensitivity analysis by combining recent developments from uncertainty quantification with image processing operators. The approach is not based on a sampling strategy, instead we combine the polynomial chaos expansion and stochastic finite elements with PDE-based image processing operators. With our approach and a moderate number of parameters in the models the full sensitivity analysis is obtained at the cost of a few Monte Carlo runs. To demonstrate the efficiency and simplicity of the approach we show a parameter sensitivity analysis for Perona-Malik diffusion, random walker and Ambrosio-Tortorelli segmentation, and discontinuity-preserving optical flow computation. 1 Introduction Finding a good parametrization of PDE-based image processing operators is a serious problem in image processing [1, 2]. Many authors have worked on methods for the estimation of the optimal parametrization [1, 3, 4] or heuristics for a good parametrization when the optimal one is unknown [3]. Nevertheless, most of the work dealing with parameter estimation does not take care of the sensitivity of the methods with respect to changes in the parameters. Thus, a small deviation from the optimal parametrization or which is even worse a small error in the computation of the parametrization may lead to significantly deviating results. Here, we estimate the sensitivity of the image processing operators with respect to parameter changes by performing a sensitivity analysis [5, 6]. This is not new to the image processing community [7 9] but often left out for performance reasons. Classically, a sensitivity analysis is done by a Monte Carlo simulation with respect to the assumed distribution (often uniform) of the model parameters. This is time-consuming because the underlying image processing PDE must be solved for every Monte Carlo sample. Due to the slow convergence rate of the Monte Carlo method thousands of samples are needed to get accurate results. Another possibility is to perform a sensitivity analysis based on Bayesian inference [10]. In this paper we present a method that avoids the sampling from the parameter distribution. Instead, we solve a dedicated parametric PDE at the costs of a few Monte Carlo samples. In our approach we use the notion of stochastic images introduced in [11, 12]. However, we assume the stochasticity to be due to the parameters instead of being due to image gray value uncertainty.

2 Torben Pätz and Tobias Preusser The concept of stochastic images is based on the generalized polynomial chaos (gpc) expansion [13] for random variables (RVs) a method that provides a polynomial basis for the space of square-integrable RVs, i.e. RVs of finite variance. These RVs are elements of the stochastic L 2 -space. The gpc expansion represents them in a basis of polynomials in RVs with known distribution. Thereby the coefficients of the linear combinations are deterministic. Thus, all stochasticity is encoded in the polynomials and we can deal with the deterministic coefficients to generate new RVs in this gpc basis. PDEs acting on stochastic images become stochastic PDEs (SPDEs), i.e. the coefficients, right hand sides and solutions of these differential equations are stochastic quantities. The solution of an SPDE is an element of the tensor product space L 2 (Ω) H 1 (D), where H 1 (D) is the Sobolev space in the image domain and L 2 (Ω) is the above mentioned stochastic space of RVs with finite variance. Such SPDEs can be discretized with the stochastic finite element method (SFEM) [14], which is a combination of the finite element method for the deterministic and stochastic dimensions and the gpc to discretize the RVs. To demonstrate the performance of our concept, we apply the sensitivity analysis to four famous PDE-based image processing operators: Perona-Malik diffusion [15] smooths noisy images while preserving edges in the image. The edge detector used there depends on a parameter that specifies how strong edges that will be preserved have to be. Random walker segmentation [16] determines objects in images based on user specified seed regions or prior knowledge by performing random walks on a graph associated to the image. The method is based on solving an elliptic PDE on a graph, whereas the coefficient of the PDE depends on the local image gradient. The parameter that has to be defined for random walker segmentation weights the influence of the image gradient on the PDE coefficient. Finally, we apply the sensitivity analysis on discontinuity-preserving optical flow [17], which computes the movement of objects in a scene and Ambrosio- Tortorelli segmentation [12]. These methods have two resp. four parameters. The paper is organized as follows: In Section 2 we describe the classical sensitivity analysis based on Monte Carlo sampling. The new approach with gpc expansions, stochastic images, and SFEM is presented in Section 3. Section 4 deals with the discretization of the stochastic equations for the sensitivity analysis of Perona-Malik diffusion, random walker and Ambrosio-Tortorelli segmentation, and discontinuity-preserving optical flow estimation. In Section 5 we present results of the numerical computations on test images and true medical images to show the use of the sensitivity analysis in a possible application. Conclusions are drawn in Section 6. 2 Classical Sensitivity Analysis The investigation of the sensitivity of image processing operators with respect to parameter changes has found some attention in the image processing community [7 9], however the existing approaches are used rarely due to their high

Fast Sensitivity Analysis of PDE-based Image Processing Methods 3 Fig. 1. Various segmentation results obtained via random walker segmentation of a medical Ultrasound image of a structure in the forearm with slightly varying parameter computational costs. A sensitivity analysis identifies the important parameters, the parameters with the strongest influence on the result, and parameter ranges where the result is sensitive to small variations of these parameters. If the sensitivity analysis is based on Monte Carlo simulation [18], the procedure is the following: Based on the assumed distribution of the model parameters under investigation m samples of the parameters are generated. The image processing task is then performed independently for every sample parameter, leading to realizations x 1,..., x m. Afterwards, stochastic information is generated from the sample results by the well-known approximating formulas for mean and variance: E(x) 1 m m i=1 x i, Var(x) 1 m 1 m i=1 (x i E(x)) 2. (1) To get accurate results, a huge number of samples is needed because of the slow convergence of the samples mean and variance towards the real values. Indeed, for the mean the approximation is of order O ( m 0.5). As an example of a classical sensitivity analysis we show segmentation results obtained from the random walker approach with slightly varying parameter in Fig. 1. 3 Stochastic Image based Sensitivity Analysis Our new approach to sensitivity analysis in image processing is based on the concept of stochastic images [11, 12]. We summarize the gpc expansion, stochastic images, SFEM and the characterization of stochastic parameters in the following. 3.1 Generalized Polynomial Chaos Expansion The polynomial chaos has been developed by Wiener [19] and extended by Xiu and Karniadakis [13]. It provides a basis for RVs with finite variance. Let (Ω, A, Π) be a probability space, where Ω is the sample space, A 2 Ω a σ-algebra of events and Π a probability measure. RVs are elements of the stochastic space L 2 (Ω) = { f : Ω R : Ω f 2 dω < }. These are measurable functions on the probability space which are square integrable over the sample space Ω with respect to the probability measure Π. Let ξ 1,... be RVs with known distribution and Ψ be polynomials that are orthogonal with respect to the probability density function (PDF) of the chosen

4 Torben Pätz and Tobias Preusser 0.8 Rician PDF Polynomial order 1 0.6 Polynomial order 2 Polynomial order 3 0.4 Polynomial order 4 Polynomial order 5 0.2 0 0 1 2 3 4 Fig. 2. Approximation of a Rician RV in a polynomial chaos spanned by Legendrepolynomials in uniform RVs with varying polynomial order RVs, e.g. Hermite-polynomials for Gaussian RVs or Legendre-polynomials for uniform RVs. Following Wiener [19] and Xiu and Karniadakis [13] every RV X L 2 (Ω) has a gpc expansion X = α=1 a αψ α (ξ 1,...), a α R. (2) To get a finite-dimensional approximation of a RV in the polynomial chaos one restricts the number of basic RVs ξ = (ξ 1,..., ξ n ) and the polynomial degree p of the expansion. Thus, we end up with X = N α=1 a αψ α (ξ), a α R (3) as a finite-dimensional approximation of L 2 (Ω)-RVs. As usual for a polynomial basis, the number of basis functions is given by N = ( ) n+p p. For the later use we denote the subspace of RVs representable in the gpc by (3) with Sn p L 2 (Ω). Note that the gpc basis is spanned by polynomials in known RVs. Nevertheless, it is possible to model RVs with an arbitrary distribution, as long as the RV is square integrable. Fig. 2 shows an example for the approximation of a Rician RV in the gpc spanned by polynomials in uniform RVs. In what follows, we denote RVs q uniformly distributed in the interval [a, b] by q U[a, b]. 3.2 Stochastic Images The notion of stochastic images [11, 12] results from an approach to modeling the uncertainty in image acquisition processes. Thereby the uncertainty in gray values is modeled by letting the pixel values depend on RVs. If D R d, d = 2, 3 is the bounded domain we can regard an image to be an element of the corresponding Sobolev space H 1 (D). A classical image f H 1 (D) is approximated in a finite element space V h H 1 (D) with a regular grid of spacing h, node- /pixel-/voxel-set I and the related tent-functions P i, i I: f(x) = i I f ip i (x). (4)

Fast Sensitivity Analysis of PDE-based Image Processing Methods 5 If the uncertain image acquisition process is taken into account, the pixels f i depend on RVs ξ, i.e. f i (ξ). Thus, stochastic images are elements of the tensor product space L 2 (Ω) H 1 (D), which are called random fields. We use the gpc to approximate the RVs, and the finite element space V h to approximate the Sobolev space H 1 (D). Thus, the discretized stochastic images are elements of the finite-dimensional subspace S p n V h L 2 (Ω) H 1 (D): f(ξ, x) = i I f i(ξ)p i (x) = i I N α=1 f α i Ψ α (ξ)p i (x). (5) In contrast to the original use of stochastic images from [11, 12] we utilize them to describe the influence of varying or stochastically distributed parameters. To do so, we use pixels that depend on the RVs describing the stochastic parameter rather than gray value uncertainty in the image processing model. Thus, (5) represents the uncertainty due to stochastic coefficients. 3.3 Stochastic Finite Element Method As mentioned above, when we apply PDE-based image processing operators on the stochastic images we end up with SPDEs. In the following we briefly review the discretization of such SPDEs with the SFEM. For reasons of simplicity we base the review on the prototype equation (a(ξ, x) u(ξ, x)) = f(ξ, x) almost sure in Ω D n u(ξ, x) = 0 on Ω D. (6) Analog to the classical case we obtain the weak form by multiplying (6) with a test function v L 2 (Ω) H 1 (D), integrating over the stochastic and deterministic domain, and using integration by parts: a(ξ, x) u(ξ, x) v(ξ, x)dxdω = f(ξ, x)v(ξ, x)dxdω. (7) Ω D Replacing the quantities a, u, f by their gpc representation (5), using v = Ψ γ P i as test function, decomposing the domain D into elements E, averaging the coefficient a α in the elements, denoted by a α E, and reorganizing the integrals we end up with u β j Ψ α Ψ β Ψ γ dω a α E P j P i dx = Ψ α Ψ γ dω fk α P i P k dx, (8) Ω E k,α,e Ω E j,α,β,e for i I and γ = 1,..., N. Analog to the classical case this is a linear system of equations, which can be written in matrix from. When we group matrix entries for corresponding α, β together, we end up with a block system of equations Ω D SU = MF, (9) where S is the stochastic inhomogeneous stiffness matrix, M is the stochastic mass matrix and U, F are the vector of unknowns and the right hand side.

6 Torben Pätz and Tobias Preusser Note that according to (8) the blocks are weighted sums of the classical stiffness matrices from deterministic computations, thus every block has the sparsity structure of a classical FEM matrix. Details about assembling SFEM matrices can be found in [14]. 4 Discretization We proceed towards the demonstration of our concept to some well-known image processing operators by describing the corresponding stochastic extensions of their discretizations. 4.1 Perona-Malik Diffusion Perona-Malik diffusion [15] smooths an image and preserves edges during the smoothing process. The PDE for the regularized Perona-Malik diffusion proposed by Catté et al. [20] is u t (g ( u σ ) u) = 0, (10) where u σ is the regularized image, e.g. by Gaussian smoothing with parameter σ. The coefficient g is an edge indicator and classically defined as g(s) = (1 + (s/λ) 2 ) 1. Identifying the parameter λ of Perona-Malik diffusion with a RV and invoking a gpc representation yields λ(ξ) = N α=1 λ αψ α (ξ). Thus, the edge indicator g, a spatial varying quantity, depends on a RV. Consequently, the edge indicator is a random field with a representation in Sn p V h. To compute this representation, we need numerical schemes to compute sums, quotient, squares etc. of RVs. For this we rely on the methods presented by Debusschere et al. [21], which involve projections on the polynomial chaos. Using the random field g as coefficient in the Perona-Malik equation we get a random field u as result. Finally, replacing the deterministic quantities by their stochastic counterparts we get as the stochastic Perona-Malik equation for the sensitivity analysis: ( u t (ξ, x) (g( u σ (ξ, x) ) u(ξ, x)) = 0, g(ξ, s) = 1 + (s/λ(ξ)) 2) 1. (11) Using an explicit Euler-scheme with time-step τ for the discretization of the time derivative we arrive at the block system (M + τs m )U m+1 = MU m m = 1, 2, 3,..., (12) where U m denotes the image at the m-th time step. Furthermore, S m denotes the inhomogeneous stochastic stiffness matrix, which involves the edge indicator g on the smoothed stochastic image at time step m. The smoothing of the stochastic image is obtained by one time step of the stochastic heat equation before the calculation of the edge indicator. The stochastic heat equation is discretized analog to the Perona-Malik equation. As usual, we have to compute the solution of the stochastic heat equation at time T = 0.5σ 2 to compute a Gaussian smoothing with kernel width σ.

Fast Sensitivity Analysis of PDE-based Image Processing Methods 7 4.2 Random Walker Segmentation The PDE for random walker segmentation [16] is given by (w u) = 0, (13) which is solved on a graph. The weight w is defined as w = exp( β u 0 2 ), where u 0 is the image to segment and β the parameter for random walker segmentation. Defining seeds for the object and the background adds boundary conditions g to (13). Identifying the parameter β by its gpc expansion β(ξ) = α β αψ α and replacing the coefficient and image by their stochastic counterparts we end up with an elliptic SPDE for the sensitivity analysis of the random walker segmentation approach given by (w(ξ, x) u(ξ, x)) = 0. The coefficient is then α wα i Ψ α P i. We obtain the linear sys- w(ξ, x) = exp( β(ξ) u 0 (x) 2 ) = i I tem SU = SG containing the inhomogeneous stochastic stiffness matrix S, the discretized boundary conditions G and the stochastic segmentation result U. Remark 1. A stochastic extension of random segmentation has been presented by Pätz and Preusser [22]. Their idea is the propagation of image noise from the input to the result. Although, the idea used here is different because we use a stochastic parameter, we basically end up with the same equation. Thus, the discretization of the sensitivity analysis benefits from the methods presented there. 4.3 Discontinuity-Preserving Optical Flow Discontinuity-preserving optical flow (OF) is a combination of the Horn-Schunck optical flow model [17] and the Perona-Malik model [15] for edge (or discontinuity) preserving smoothing. In 2D the equations are given by 1 f (w f + t f) κ (g ( f σ ) u) = 0 2 f (w f + t f) κ (g ( f σ ) v) = 0. (14) The images f and f σ for OF estimation are deterministic, thus the stochastic components in (14) are the smoothing coefficient κ, the parameter λ for the edge indicator, and the optical flow field w = (u, v). Replacing them by their gpc representation and using P j Ψ β as test function, we end up with the linear system RW = T. The block matrix R is given by R = (R α,β ) α=1,...,n,β=1,...,n and since this is a vector valued problem every block has again a block structure ( R α,β (R11 + S) = α,β R α,β ) 12 R α,β 21 (R 22 + S) α,β. (15) The matrix S is the Perona-Malik stiffness matrix as introduced in (8) and Rm,n α,β is a block of the stochastic Horn-Schunck fidelity matrix given by R α,β m,n = i,k,l f kf l Ψ α Ψ β dω P i P j m P k ( m P l u α i + k P l vi α ) dx. (16) Ω D ( T β) The rhs has the same block structure T = (T β ) β=1,...,n, T β = 1 T β with entries 2 Tm β = f kf l Ψ β dω P j m P k t P l dx. (17) k,l Ω D

8 Torben Pa tz and Tobias Preusser (a) (b) (c) (d) (e) Fig. 3. Initial image (a), expected value (b), and variance (c) for Perona-Malik smoothing of a test image corrupted by uniform noise; Expected value (d), and variance (e) of the stochastic edge indicator 4.4 Ambrosio-Tortorelli Segmentation Sensitivity analysis for Ambrosio-Tortorelli segmentation [12] requires the solution of a system of two coupled SPDEs and involves four stochastic parameters the user has to choose: β(ξ) 2 (φ(ξ, x) + kε (ξ)) u(ξ, x) + u(ξ, x) = u0 (x) α(ξ) (18) 1 2α(ξ) 1 2 φ(ξ, x) + + u(ξ, x) φ(ξ, x) =. ρ(ξ)2 ρ(ξ) ρ(ξ) The parameters α and β control the influence of the phase field value on the image smoothing process and ρ controls the width of the phase field. The influence of the image gradient on the phase field is controlled by α and ρ, and kε is an additional regularization parameter that ensures ellipticity of the first equation. The discretization of (18) uses finite elements for the deterministic and the gpc for the stochastic dimensions as before. Details are given in [12]. 5 Results In this section, we present the numerical results obtained from the proposed sensitivity analysis. For the four methods we present individual aspects of the sensitivity analysis using medical images and well known test sequences. 5.1 Perona-Malik Diffusion To demonstrate the sensitivity analysis of Perona-Malik diffusion we use a test image with 187 187 pixels, which is corrupted by uniform noise (see Fig. 3). We 1 performed 250 steps of the Perona-Malik diffusion with time step τ = 187 187 6. The parameter λ U[0.16, 0.24] is uniformly distributed varying 20% around its mean. This is modeled in the gpc expansion by using Legendre-polynomials and coefficients λ1 = 0.2 and λ2 = 0.04. A uniform distribution of the parameters is the best choice when only lower and upper bounds for the parameter are known. To capture the nonlinear effects influencing the stochastic result we used

Fast Sensitivity Analysis of PDE-based Image Processing Methods 9 a polynomial chaos in one RV, but up to polynomial degree five. The results of this experiment are depicted in Fig. 3. We see that the Perona-Malik diffusion was able to smooth the noise in the input image. However, in the vicinity of the edges there is a high uncertainty whether the region belongs to the inner part of the objects or to the background. This uncertainty of the objects location is also visible in the edge indicator of the smoothed image. In some parts of the image, there is a widish region around the true edge position where the mean value of the edge indicator is below one. Furthermore, the high variance of the edge indicator identifies regions with a high uncertainty with respect to the edge position. In Fig. 4 the Perona-Malik diffusion on a medical image is used to decompose the image into regions. As indicated by the edge indicators variance and the variance of the final image, there is uncertainty in the decomposition of the image into the regions with respect to the parameter λ. Choosing different realizations of the parameter λ we get different decomposition of the image (see Fig. 5). 5.2 Random Walker Segmentation The sensitivity analysis of random walker segmentation is applied first on a test image with resolution 129 129 pixels and using a uniformly distributed parameter β U[8, 12]. Thus, the expected value is 10 and gpc coefficients are β1 = 10 and β2 = 2. Again, we used a polynomial chaos in one RV and a polynomial degree of five. The test image shows a liver mask in front of a varying background. We purposely smoothed the image with a Gaussian to end up with a blurry region, without sharp gradient between object and background. The result of the random walker segmentation on this image with stochastic segmentation parameter is shown in Fig. 6. It is easily accessible that the volume of the segmented object depends on the segmentation parameter. Applying the sensitivity analysis for random walker segmentation on a medical ultrasound image with resolution 300 300 pixels we get again a stochastic segmentation result from which we visualize the mean and the variance of the probability map in Fig. 7. From the variance image we see that the uncertainty in the segmentation with respect to the choice of the parameter β are in regions with a low gradient between object and background (upper right corner of the image) and in regions where the selection of the seed points missed important (a) (b) (c) (d) (e) Fig. 4. Initial image (a), expected value (b), and variance (c) for Perona-Malik smoothing of an MR image and expected value (d) and variance (e) of the edge indicator

10 Torben Pa tz and Tobias Preusser Fig. 5. Two realization of the stochastic Perona-Malik result. Dependent on the choice of the parameter λ we obtain different decompositions of the image parts of the object. This is visible at the upper boundary of the object in the upper right corner of the image. There is a high intensity region inside the object that was not marked as seed region. Due to the missing information in the algorithm whether this belongs to the object or to the background the uncertainty has been increased. To get a more intuitive interpretation of the stochastic segmentation result, we depicted realizations of the stochastic segmentation result in Fig. 8. The contours easily identify regions where the object boundary is highly influenced by the choice of the parameter β. Note, there is no one-to-one correspondence between a high variance in the probability map and a high uncertainty in the contour positions. This is due to the varying gradient of the probability map. Details are given in [22]. 5.3 Discontinuity-Preserving Optical Flow The sensitivity analysis for discontinuity-preserving optical flow is performed on two data sets with ten frames each. The first data set shows a circle moving to the top in a 100 100 pixels image. We use a uniformly distributed smoothing parameter κ U[16, 24] (E(κ) = 20, coefficients κ1 = 20, κ2 = 4) and a uniformly distributed parameter λ U[0.08, 0.12] for Perona-Malik smoothing (coefficients λ1 = 0.1 and λ2 = 0.02). The results of this computation are depicted in Fig. 9. Clearly there is a high optical flow on the object boundaries. Fig. 6. The blurry liver image (left), the seed regions (middle), and the contours obtained from the stochastic segmentation result (right)

Fast Sensitivity Analysis of PDE-based Image Processing Methods 11 Fig. 7. Seed regions for the object and the background (left). Expected value (middle) and variance (right) of the probability map as the result of random walker segmentation with stochastic parameter of an ultrasound image Due to the smoothing and the homogeneous background we get a big halo of the flow field around the object. The RV κ describes the intensity of the global smoothing and the RV λ influences the smoothing process on the object boundary only. In the covariance Cov(w) = max(var u, Var v) of the optical flow this effect is visible, too. Furthermore, we applied the sensitivity analysis for optical flow estimation on a test sequence with resolution 200 200 pixels from [23] using the smoothing parameters from above. The first and last picture of the test sequence, the expected value and covariance of the optical flow field are depicted in Fig. 10. The expected value of the flow field shows that the discontinuity-preserving optical flow model gives a rough expression of the optical flow in the image. Using the covariance we are able to identify regions were the smoothing term has a significant influence on the optical flow estimation. The regions with a high covariance of the optical flow field are the smooth regions in the image, because there is no edge information that gives additional source-terms for the optical flow. 5.4 Ambrosio-Tortorelli Segmentation The sensitivity analysis for Ambrosio-Tortorelli segmentation is performed on the same data set as used in Section 5.2. We used four uniformly distributed parameters given by α U[0.9, 1.1], β U[2250, 2750], ρ [0.45/128, 0.55/128] Fig. 8. Samples of the stochastic contour encoded in the stochastic random walker result shown on the mean (left) and the variance (right) of the probability map

12 Torben Pa tz and Tobias Preusser Fig. 9. The first and last frame of the input sequence (left and middle left), expected value (middle right) and maximal covariance (right) of the optical flow field. Table 1. Execution times (in sec) of the classical methods and the sens. analysis. The rightmost column shows the Monte Carlo runs that can be calculated in the same time. one deterministic run Sensitivity Analysis equiv. number of MC samples PM-diffusion 28.36 1119.65 39 RW-segmentation 1.25 5.00 4 DP-optical flow 25.54 979.33 38 and kε U[0.225/128, 0.275/128]. The results are shown in Fig. 11. The uncertainty in the phase field is concentrated at the edges inside the images, whereas the uncertainty in the smoothed image concentrates in high curvature regions of the phase field. 5.5 Performance Evaluation To demonstrate the speed of the proposed sensitivity analysis we compare the execution times of the classical methods with the execution times of our proposed method using a polynomial degree of five. The results compiled in Table 1 highlight the moderate computational overhead of our method. To compute a reliable Monte Carlo result at least 10 000 sample results had to be computed. Fig. 10. The first and last frame of the input sequence (left and middle left), Expected value (middle right) and maximal covariance (right) of the optical flow field.

Fast Sensitivity Analysis of PDE-based Image Processing Methods 13 Fig. 11. Ambrosio-Tortorelli model applied on the expected value of the liver data set using stochastic parameters. The first two images show the expected value (left) and the variance (middle left) of the smoothed image, remaining images the expected value (middle right) and the variance (right) of the phase field. 6 Conclusion We presented a new approach for sensitivity analysis in image processing. It is based on the notion of stochastic images recently developed for the propagation of gray value uncertainty. The notion of stochastic images here used for the sensitivity analysis has been presented originally for the propagation of uncertainty in the image acquisition process through the image processing pipeline. The sensitivity analysis performed in this paper shows that the concept of stochastic images can be used to model other problems arising from uncertain information in image processing. Applications in which decisions are based on information extracted from the images have a strong need for sensitivity analysis. Often the extraction of the information requires choosing dozens of (hand-tuned) parameters and it seems a great benefit to use a fast sensitivity analysis to identify those parameters that have a strong influence on the result. In medical image processing this is particularly important, e.g. in oncology the segmentation results of cancerous structures are used directly to decide about the treatment of patients. Thus, the availability of information about the uncertainty of the segmentation result with respect to the user-chosen parameters is helpful to avoid incorrect decisions. The sensitivity analysis of Perona-Malik diffusion, random walker and Ambrosio- Tortorelli segmentation, and discontinuity-preserving optical flow estimation can be seen as a case study. On these examples we demonstrated the speed of the proposed sensitivity analysis by comparing the execution time of the sensitivity analysis with the execution time of the classical image processing methods. The speed comparison shows that the achieved speed is in a range that seems acceptable for true applications. Finally, we emphasize that all image processing methods based on PDEs can be extended to allow the presented sensitivity analysis. This shows the high potential of the stochastic modeling approach in PDE-based image processing. Acknowledgement The authors acknowledge financial support under grant PR 1038/5-1 from the Deutsche Forschungsgemeinschaft.

14 Torben Pätz and Tobias Preusser References 1. Pirsiavash, H., Kasaei, S., Marvasti, F.: An efficient parameter selection criterion for image denoising. In: Proceedings of the Fifth IEEE ISSPIT. (2005) 872 877 2. Zhu, X., Milanfar, P.: Automatic parameter selection for denoising algorithms using a no-reference measure of image content. IEEE T Image Proc 19 (2010) 3116 3132 3. Lin, Y., Wohlberg, B., Guo, H.: UPRE method for total variation parameter selection. Signal Processing 90 (2010) 2546 2551 4. Zimmer, H., Bruhn, A., Weickert, J.: Optic flow in harmony. International Journal of Computer Vision 93 (2011) 368 388 5. Saltelli, A., Tarantola, S., Campolongo, F., Ratto, M.: Sensitivity analysis in practice: a guide to assessing scientific models. Wiley (2004) 6. Cacuci, D., Ionescu-Bujor, M., Navon, I.: Sensitivity and Uncertainty Analysis: Applications to large-scale systems. Chapman & Hall/CRC Press (2005) 7. Steger, T.R., White, R.A., Jackson, E.F.: Input parameter sensitivity analysis and comparison of quantification models for continuous arterial spin labeling. Magnetic Resonance in Medicine 53 (2005) 895 903 8. Blackmore, B.: Validation and sensitivity analysis of an image processing technique to derive thermal conductivity variation within a printed circuit board. In: 25th Semiconductor Thermal Measurement and Management Symposium. (2009) 76 86 9. Zhang, Y., Goldgof, D.B., Sarkar, S., Tsap, L.V.: A sensitivity analysis method and its application in physics-based nonrigid motion modeling. Image and Vision Computing 25 (2007) 262 273 10. Oakley, J.E., O Hagan, A.: Probabilistic sensitivity analysis of complex models: A bayesian approach. J. Roy. Statist. Soc. Ser. B 66 (2002) 751 769 11. Preusser, T., Scharr, H., Krajsek, K., Kirby, R.: Building blocks for computer vision with stochastic partial differential equations. Int J Comput Vis 80 (2008) 375 405 12. Pätz, T., Preusser, T.: Ambrosio-Tortorelli segmentation of stochastic images. In: Computer Vision - ECCV 2010. Volume 6315 of LNCS., Springer (2010) 254 267 13. Xiu, D., Karniadakis, G.E.: The Wiener Askey polynomial chaos for stochastic differential equations. SIAM Journal on Scientific Computing 24 (2002) 619 644 14. Ghanem, R.G., Spanos, P.D.: Stochastic finite elements: a spectral approach. Springer-Verlag, New York (1991) 15. Perona, P., Malik, J.: Scale-space and edge detection using anisotropic diffusion. IEEE Trans Pattern Anal Mach Intell 12 (1990) 629 639 16. Grady, L.: Random walks for image segmentation. IEEE Transactions on Pattern Analysis and Machine Intelligence 28 (2006) 1768 1783 17. Horn, B.K.P., Schunck, B.G.: Determining optical flow. Artificial Intelligence 17 (1981) 185 203 18. Metropolis, N., Ulam, S.: The Monte Carlo method. Journal of the American Statistical Association 44 (1949) 335 341 19. Wiener, N.: The homogeneous chaos. Am J Math 60 (1938) 897 936 20. Catté, F., Lions, P.L., Morel, J.M., Coll, T.: Image selective smoothing and edge detection by nonlinear diffusion. SIAM J. Numer. Anal. 29 (1992) 182 193 21. Debusschere, B.J., Najm, H.N., Pébay, P.P., Knio, O.M., Ghanem, R.G., Le Maître, O.P.: Numerical challenges in the use of polynomial chaos representations for stochastic processes. SIAM Journal on Scientific Computing 26 (2005) 698 719 22. Pätz, T., Preusser, T.: Segmentation of stochastic images with a stochastic random walker method. IEEE Transactions on Image Processing 21 (2012) 2424 2433 23. McCane, B., Novins, K., Crannitch, D., Galvin, B.: On benchmarking optical flow. Computer Vision and Image Understanding 84 (2001) 126 143