We propose a definition of the Dirichlet energy (which is roughly speaking the integral of the square of the gradient) for mappings mu : Omega -> (P(D), W ) defined over a subset Omega of R^p and valued in the space P(D) of probability measures on a compact convex subset D of R^q endowed with the quadratic Wasserstein distance. Our definition relies on a straightforward generalization of the Benamou-Brenier formula (already introduced by Brenier) but is also equivalent to the definition of Koorevaar, Schoen and Jost as limit of approximate Dirichlet energies, and to the definition of Reshetnyak of Sobolev spaces valued in metric spaces. We study harmonic mappings, i.e. minimizers of the Dirichlet energy provided that the values on the boundary d Omega are fixed. The notion of constant-speed geodesics in the Wasserstein space is recovered by taking for Omega a segment of R. As the Wasserstein space (P(D), W ) is positively curved in the sense of Alexandrov we cannot apply the theory of Koorevaar, Schoen and Jost and we use instead arguments based on optimal transport. We manage to get existence of harmonic mappings provided that the boundary values are Lipschitz on d Omega, uniqueness is an open question. If Omega is a segment of R, it is known that a curve valued in the Wasserstein space P(D) can be seen as a superposition of curves valued in D. We show that it is no longer the case in higher dimensions: a generic mapping Omega -> P(D) cannot be represented as the superposition of mappings Omega -> D. We are able to show a Ishihara-type property: the composition F(mu) of a function F : P(D) -> R convex along generalized geodesics and a harmonic mapping mu : Omega -> P(D) is a subharmonic real-valued function. We also study the special case where we restrict ourselves to a given family of elliptically contoured distributions (a finite-dimensional and geodesically convex submanifold of (P(D), W ) which generalizes the case of Gaussian measures) and show that it boils down to harmonic mappings valued in the Riemannian manifold of symmetric matrices endowed with the distance coming from optimal transport.
Finally, in @cite_2 the authors also study mappings valued in the space of probability measures, but are rather interested in the bounded variation norm (the integral of the norm of the gradient) than in the Dirichlet energy. Their provide applications to the denoising of measure-valued images.
@cite_2
2133027741 2155488148 2083690159 1602724287
These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. Soft maps taking points on one surface to probability distributions on another are attractive for representing surface mappings in the presence of symmetry, ambiguity, and combinatorial complexity. Few techniques, however, are available to measure their continuity and other properties. To this end, we introduce a novel Dirichlet energy for soft maps generalizing the classical map Dirichlet energy, which measures distortion by computing how soft maps transport probabilistic mass from one distribution to another. We formulate the computation of the Dirichlet energy in terms of a differential equation and provide a finite elements discretization that enables all of the quantities introduced to be computed. We demonstrate the effectiveness of our framework for understanding soft maps arising from various sources. Furthermore, we suggest how these energies can be applied to generate continuous soft or point-to-point maps. We present a novel boundary integral formulation of the Helmholtz transmission problem for bounded composite scatterers (that is, piecewise constant material parameters in "subdomains") that directly lends itself to operator preconditioning via Calderon projectors. The method relies on local traces on subdomains and weak enforcement of transmission conditions. The variational formulation is set in Cartesian products of standard Dirichlet and special Neumann trace spaces for which restriction and extension by zero are well defined. In particular, the Neumann trace spaces over each subdomain boundary are built as piecewise @math -distributions over each associated interface. Through the use of interior Calderon projectors, the problem is cast in variational Galerkin form with an operator matrix whose diagonal is composed of block boundary integral operators associated with the subdomains. We show existence and uniqueness of solutions based on an extension of Lions' projection lemma for non-closed subspaces. We also investigate asymptotic quasi-optimality of conforming boundary element Galerkin discretization. Numerical experiments in 2-D confirm the efficacy of the method and a performance matching that of another widely used boundary element discretization. They also demonstrate its amenability to different types of preconditioning. In this paper we address the problem of dense depth map estimation from sparse noisy range data to reconstruct large heterogeneous outdoor scenes. We propose a surface inpainting solution through energy minimisation with an adaptive selection of surface regularisers among a set of well known convex and non-convex regularisers. In fact, the selection of norm is pivotal with respect to the intrinsic surface characteristics. Our goal is to show how dense interpolation of sparse range data can be leveraged of more exotic and non-convex regularisers such as the log and logTGV [1] which can better capture the scene geometry. In contrast to state of the art solutions, we do not restrict ourselves to this set of norms, instead we search for the most apt norm for each semantically segmented part of the scene. Our energy model selection use Bayesian optimisation to learn the best choice of free parameters. This results in an adaptive model selection and the generalisation of well studied regularisation norms. We conclude with a detailed experimental analysis of our approach using a basis of four norms over a set of challenging outdoor scenes.