Wasserstein-based Projections with Applications to Inverse Problems

• URL: http://arxiv.org/abs/2008.02200v3
• Date: Wed, 14 Apr 2021 16:25:43 GMT
• Title: Wasserstein-based Projections with Applications to Inverse Problems
• Authors: Howard Heaton, Samy Wu Fung, Alex Tong Lin, Stanley Osher, Wotao Yin
• Abstract summary: In problems consist of recovering a signal gap from a collection of noisy measurements. Recent Plug-and-Play works propose replacing an operator for analytic regularization in optimization methods by a data-driven denoiser. We present a new algorithm that takes samples from the manifold of true data as input and outputs an approximation of the projection operator onto this manifold.
• Score: 25.517805029337254
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Inverse problems consist of recovering a signal from a collection of noisy measurements. These are typically cast as optimization problems, with classic approaches using a data fidelity term and an analytic regularizer that stabilizes recovery. Recent Plug-and-Play (PnP) works propose replacing the operator for analytic regularization in optimization methods by a data-driven denoiser. These schemes obtain state of the art results, but at the cost of limited theoretical guarantees. To bridge this gap, we present a new algorithm that takes samples from the manifold of true data as input and outputs an approximation of the projection operator onto this manifold. Under standard assumptions, we prove this algorithm generates a learned operator, called Wasserstein-based projection (WP), that approximates the true projection with high probability. Thus, WPs can be inserted into optimization methods in the same manner as PnP, but now with theoretical guarantees. Provided numerical examples show WPs obtain state of the art results for unsupervised PnP signal recovery.

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