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Bilevel Inverse Problems in Neuromorphic Imaging

Harbir Antil H. Antil. The Center for Mathematics and Artificial Intelligence and Department of Mathematical Sciences, George Mason University, Fairfax, VA 22030, USA. [email protected]  and  David Sayre D. Sayre. The Center for Mathematics and Artificial Intelligence and Department of Mathematical Sciences, George Mason University, Fairfax, VA 22030, USA. [email protected]
Abstract.

Event or Neuromorphic cameras are novel biologically inspired sensors that record data based on the change in light intensity at each pixel asynchronously. They have a temporal resolution of microseconds. This is useful for scenes with fast moving objects that can cause motion blur in traditional cameras, which record the average light intensity over an exposure time for each pixel synchronously. This paper presents a bilevel inverse problem framework for neuromorphic imaging. Existence of solution to the inverse problem is established. Second order sufficient conditions are derived under special situations for this nonconvex problem. A second order Newton type solver is derived to solve the problem. The efficacy of the approach is shown on several examples.

Key words and phrases:
Bilevel optimization, neuromorphic imaging, existence of solution, second order sufficient conditions
2010 Mathematics Subject Classification:
65K05, 90C26, 90C46, 49J20
This work is partially supported by NSF grants DMS-2110263, DMS-1913004, the Air Force Office of Scientific Research (AFOSR) under Award NOs: FA9550-22-1-0248 and FA9550-19-1-0036.

1. Introduction

Event (Neuromorphic) cameras are novel biologically inspired sensors that record data based on the change in light intensity at each pixel asynchronously [9]. If the change in light intensity at a given pixel is greater than a preset threshold then an event is recorded at that pixel. For this reason if there is no change to the scene, be that movement or brightening/dimming of a light source, no events will be recorded. In contrast if a scene is dynamic from camera movement or from the movement of an object in the scene then each pixel of the event camera will record intensity changes with a temporal resolution on the order of microseconds [9]. This logging of events results in a non-redundant stream of events through the time dimension for each pixel [16]. The stream of data is exceptionally useful for scenes with fast moving objects that can cause motion blur in traditional cameras, which record the average light intensity over an exposure time for each pixel synchronously [13]. Figure 1 gives an illustration of the differences between traditional and event cameras.

Refer to caption
Figure 1. Comparison of the output of a standard frame-based camera and an event camera when facing a black dot on a rotating disk. The standard camera outputs frames at a fixed rate, thus sending redundant information when there is no motion in the scene [10].

The prior work, [13], proposed the Event-based Double Integral (EDI) and multiple Event-based Double integral (mEDI) algorithms to address motion blur for the underlying inverse problem. The EDI model utilizes a single blurry standard camera image, along with associated event data, to generate one or more clear images through the process of energy minimization. The mEDI model, an extension of the EDI model, utilizes multiple images in conjunction with event data to produce unblurred images. The EDI and mEDI models were an extension of the work from [16] where a continuous-time model was initially introduced. While these algorithms represent a leap forward over earlier work, questions remain about the validity of the models in various scenarios (see below), regarding what situations solutions exist and what optimization procedures are appropriate in order to find such solutions. In this paper we provide a mathematical foundation and further extensions to the previous methods by extending the model and providing a bilevel inverse problem framework. Indeed, as shown below, the EDI and mEDI models correspond to inverse problems in image deblurring [3, 4]. In particular,

  1. (a)

    We introduce a bilevel optimization problem that allows for the simultaneous optimization over a desired number of frames. We also illustrate that this optimization problem is indeed an inverse problem. Therefore, we use the terms ‘optimization’ and ‘inverse’, interchangeably.

  2. (b)

    We establish existence of solution to this problem. Under certain conditions, we derive the second order sufficient conditions and provide local uniqueness of solution to these nonconvex problems.

  3. (c)

    A fully implementable framework based on second order methods has been developed. The benefits of the proposed approach are illustrated using multiple numerical examples.

For completeness, we emphasize that the bilevel approaches to search for the hyperparameters in traditional imaging is not new, see for instance [2, 8]. However, the problem considered in this paper is naturally bilevel without having to search for the hyperparameters.

Outline: The remainder of the paper is organized as follows. Section 2 focuses on some notation and preliminary results. In Section 2.1, we discuss the basics of event based cameras. Section 2.3 focuses on existing models from [13] which serves as a foundation for the proposed bilevel optimization based variational model in Section 3 . Existence of solution to the proposed optimization problem is shown in Theorem 3.1. Moreover, local convexity of our reduced functional is shown in Theorem 3.5. Section 4 first focuses on how to prepare the data for the algorithm. It then discuss implementation details. The problem itself is solved using a second order Newton based method. Subsequently, several illustrative numerical examples are provided in Section 5 .

2. Notation and Preliminaries

Let ntn_{t} represent the number of images and nx×nyn_{x}\times n_{y} denotes the number of pixels per image. We use 𝑼nt×nx×ny\bm{U}\in\mathbb{R}^{n_{t}\times n_{x}\times n_{y}} to denote a tensor. We use the vector

𝒖xynt,\bm{u}_{xy}\in\mathbb{R}^{n_{t}},

to represent the (x,y)(x,y) pixel value of 𝑼\bm{U} for all times. Moreover, we use the matrix

𝒖inx×ny.\bm{u}^{i}\in\mathbb{R}^{n_{x}\times n_{y}}.

to represent an image of size nx×ny\mathbb{R}^{n_{x}\times n_{y}} at a fixed time instance i{1,,nt}i\in\{1,\dots,n_{t}\}. We use the scalar

𝒖xyi\bm{u}^{i}_{xy}\in\mathbb{R}

to denote the value of 𝑼\bm{U} at a pixel location (x,y)(x,y) and time i{1,,nt}i\in\{1,\dots,n_{t}\}. Graphical representations are given in Figure 2 . Finally, given quantities 𝒖xy\bm{u}_{xy} and 𝑴nt×η\bm{M}\in\mathbb{R}^{{n_{t}}\times{\eta}} for some η\eta\in\mathbb{N}, we define the operation ,\langle\cdot,\cdot\rangle as:

𝒖xy,𝑴:=(𝒖xy)𝑴η.\langle\bm{u}_{xy},\bm{M}\rangle\mathrel{\mathop{\mathchar 58\relax}}=(\bm{u}_{xy})^{\top}\bm{M}\in\mathbb{R}^{\eta}.
Refer to caption
Figure 2. The panel describes multiple images one of those images for instance is 𝒖inx×ny\bm{u}^{i}\in\mathbb{R}^{n_{x}\times n_{y}} and it is marked in red color. The circles represent the vector 𝒖xynt\bm{u}_{xy}\in\mathbb{R}^{n_{t}} and are marked in blue color. Green circle indicates an overlap between 𝒖i\bm{u}^{i} and 𝒖xy\bm{u}_{xy}.

The remainder of the section is organized as follows. First in Section 2.1, we discuss the basic working principle behind the neuromorphic cameras. The main ideas behind the algorithms presented in [13] are described in Section 2.3. We briefly discuss some potential limitations of this approach which motivates our algorithm in Section 3.

2.1. Neuromorphic (Event Based) Cameras

Neuromorphic Camera Basics

Neuromorphic cameras are composed of independent pixels that detect light intensity changes in the environment as they occur. Light intensity is sampled 𝒪(μs)\mathcal{O}(\mu s) and events are logged if the intensity of the light is beyond a preset hardware defined threshold, cc. We denote the instantaneous light intensity at pixel location (x,y)(x,y) at time ss by 𝒒xys\bm{q}^{s}_{xy}\in\mathbb{R}. When the light intensity detected by the camera exceeds the threshold for a given pixel located at (x,y)(x,y), at a given time ss, an event is logged. Then the reference intensity, 𝒒xysref\bm{q}^{s_{ref}}_{xy}, for the pixel located at (x,y)(x,y) is updated. Due to the high rate of sampling, and independent nature of the camera’s pixels neuromorphic cameras are less susceptible to exposure issues, as well as image blurring. Figure 1 illustrates the difference in the data recorded between traditional and event based cameras.

Data representation

The output of an event based camera over some time interval, \mathcal{I}, is of the form (s,x,y,p)(s,x,y,p), with the following definitions:

  1. \bullet

    s={s1,s2,,sn:s1<s2<<sn}s\in\mathcal{I}=\{s_{1},s_{2},\dots,s_{n}\,\mathrel{\mathop{\mathchar 58\relax}}\,s_{1}<s_{2}<\dots<s_{n}\}, where \mathcal{I} represents the exposure interval, each sjs_{j} represents a discrete time at which an event occurred and nn represents the total number of events recorded during the interval, \mathcal{I}. When discussing methods that involve multiple images, we will denote the exposure interval for the ii-thth image as i\mathcal{I}_{i}. We will also denote the set of events associated to each image ii as {sji}j=1ni\{s^{i}_{j}\}_{j=1}^{n_{i}}. With this notation we have i=1,,nti=1,\dots,n_{t} and j=1,,nij=1,\dots,n_{i} with nin_{i} representing the total number of events associated to image ii.

  2. \bullet

    x,yx,y represent pixel coordinates.

  3. \bullet

    px,ysj:={+1,log(𝒒xysj𝒒xysref)c1,log(𝒒xysj𝒒xysref)cp_{x,y}^{s_{j}}\mathrel{\mathop{\mathchar 58\relax}}=\begin{cases}+1,&\log\left(\frac{\bm{q}^{s_{j}}_{xy}}{\bm{q}^{s_{ref}}_{xy}}\right)\geq c\\ -1,&\log\left(\frac{\bm{q}^{s_{j}}_{xy}}{\bm{q}^{s_{ref}}_{xy}}\right)\leq-c\end{cases} is the polarity of the event. An increase in light intensity above a threshold, c>0c>0, we regard as a polarity 1 and a decrease of intensity as a polarity shift of 1-1. No event is logged if px,ysj(c,c)p_{x,y}^{s_{j}}\in(-c,c).

We can reformulate these events into a datacube with the following definition:

𝑬𝑪xysj=px,ysj,j=1,,n,{\bm{EC}}_{xy}^{s_{j}}=p_{x,y}^{s_{j}},\quad j=1,\dots,n, (2.1)

which results in a sparse 3-dimensional matrix with entries of 0,1,10,1,-1. We refer to Figure 5 for 2D and 3D examples of the datacube. Representing the data in this way allows us to track intensity changes over time on a per pixel basis.

2.2. Inverse problems in Image Deblurring

Image deblurring is a classic example of an inverse problem, where the goal is to reconstruct the unknown original image from a degraded, blurred observation. In image deblurring, the degradation process can be modeled as a interaction between the original image and a blur kernel which represents the blur caused by various factors such as movement [19, 20].

In the context of image deblurring, the field can be divided into two categories, blind and non-blind, based on the amount of information known about the blur kernel [1, 15, 17, 18, 19]. In the non-blind case, the blur kernel is known which leads to a simpler ableit ill-posed inverse problem [17, 18]. In the blind case, no information about the blur kernel is available, making the deblurring problem more challenging as the blur kernel must be estimated from the degraded image in addition to the original image [15, 19]. The semi-blind case is a particular instance of a blind image deblurring problem in that some but not all information about the blur kernel is available [5, 12, 14]. The problems under consideration in this project are of semi-blind type.

2.3. Existing Model, Algorithm, and Limitations

The approach discussed in this paper is motivated by [13]. The article [13] seeks to find latent un-blurred images using the Event Based Double Integral (EDI) and multi-Event Based Double Integral (mEDI) models. We briefly discuss this next. This will be followed by our new proposed models.

EDI Model

In [13], the discrete events outlined in Section 2.1 are used to generate a continuous function, 𝒆xy\bm{e}_{xy}, for each (x,y)(x,y) pixel location. This is done by generating a series of continuous unit bump functions centered at each sjs_{j}: ϕsj(t)\phi_{s_{j}}(t). Then we can define 𝒆xy:\bm{e}_{xy}\mathrel{\mathop{\mathchar 58\relax}}\mathbb{R}\rightarrow\mathbb{R} as:

𝒆xy(t):=sj𝑬𝑪xysjϕsj(t).\bm{e}_{xy}(t)\mathrel{\mathop{\mathchar 58\relax}}=\sum_{s_{j}\in\;\mathcal{I}}{\bm{EC}}_{xy}^{s_{j}}\cdot\phi_{s_{j}}(t)\in\mathbb{R}. (2.2)

We graphically illustrate building this function for a single pixel below with the following string of events:

[1,0,1,1,1].[1,0,1,-1,1].

In Figure 3 we see the function 𝒆xy\bm{e}_{xy} overlayed onto a stem plot of events.

Refer to caption
Figure 3. In this figure the solid line represents the function 𝒆xy\bm{e}_{xy} overlayed onto the a stem plot (dashed line)that represents a series of recorded events. The red dots are used to highlight the events.

From 2.2, we define the ‘sum of events’ from time of interest tit_{i} to arbitrary time tt as:

𝑬xyi(t,ti)=tit𝒆xy(r)𝑑r,\bm{E}^{i}_{xy}(t,t_{i})=\int_{t_{i}}^{t}\bm{e}_{xy}(r)\;dr, (2.3)

where 𝑬xyi(t,ti)\bm{E}^{i}_{xy}(t,t_{i})\in\mathbb{R} corresponds to one pixel and 𝑬i(t,ti)={𝑬xyi(t,ti)}xynx×ny\bm{E}^{i}(t,t_{i})=\{\bm{E}^{i}_{xy}(t,t_{i})\}_{xy}\in\mathbb{R}^{{n_{x}}\times{n_{y}}} consists of all the pixels. We note that tit_{i}, i=1,,nti=1,\dots,n_{t} are manually chosen and represent the time at which we wish to generate an image. In practice we will set each tit_{i} to correspond to the timestamps of the standard camera images we are using in the model. For convenience we will omit tit_{i} from 𝑬xyi(t,ti)\bm{E}^{i}_{xy}(t,t_{i}) unless needed for clarity. Introducing a scalar variable zz gives us the EDI Model:

𝑩xyi=1|i|ti|i|/2ti+|i|/2𝑳xyiexp(z𝑬xyi(t))𝑑t.\bm{B}^{i}_{xy}=\frac{1}{|\mathcal{I}_{i}|}\int_{t_{i}-|\mathcal{I}_{i}|/2}^{t_{i}+|\mathcal{I}_{i}|/2}\bm{L}^{i}_{xy}\cdot\exp\big{(}z\cdot\bm{E}^{i}_{xy}(t)\big{)}dt\,. (2.4)

Where 𝑩xyi\bm{B}^{i}_{xy}\in\mathbb{R} and 𝑩i={𝑩xyi}xynx×ny\bm{B}^{i}=\{\bm{B}^{i}_{xy}\}_{xy}\in\mathbb{R}^{n_{x}\times n_{y}} is a standard camera image. Furthermore, 𝑳xyi\bm{L}^{i}_{xy}\in\mathbb{R} is the pixel value of the unblurred image at location (x,y)(x,y), and |i||\mathcal{I}_{i}| is the exposure time for the ithi^{th} image. We note that the superscript ii in 𝑩xyi\bm{B}^{i}_{xy} and 𝑳xyi\bm{L}^{i}_{xy} are simply placeholders for notation since the EDI model only considers a single image at a time. Taking the log and re-arranging terms of (2.4) leads to:

𝒗xyi=𝒅xyi𝒈xyi(z),\bm{v}_{xy}^{i}=\bm{d}_{xy}^{i}-\bm{g}_{xy}^{i}(z), (2.5)

where

𝒗xyi=log(𝑳xyi),𝒅xyi=log𝑩xyi,𝒈xyi(z)=log(1|i|ti|i|/2ti+|i|/2exp(z𝑬xyi(t))𝑑t).\displaystyle\begin{aligned} \bm{v}_{xy}^{i}&=\log(\bm{L}_{xy}^{i}),\quad\bm{d}_{xy}^{i}=\log\bm{B}_{xy}^{i},\\ \bm{g}^{i}_{xy}(z)&=\log\bigg{(}\frac{1}{|\mathcal{I}_{i}|}\int_{t_{i}-|\mathcal{I}_{i}|/2}^{t_{i}+|\mathcal{I}_{i}|/2}\exp\big{(}z\cdot\bm{E}_{xy}^{i}(t)\big{)}dt\bigg{)}.\end{aligned} (2.6)

The formulation in (2.5) gives us the correlation between the EDI model and other semi-blind inverse problems in image deblurring. Here 𝑩𝒊\bm{B^{i}} is our blurry image, 𝑳𝒊\bm{L^{i}} is our latent unblurred image, and 𝒈𝒊\bm{g^{i}} is our kernel function. As shown in [1, 3, 4, 6, 7] this formulation is common for many inverse problems. We note the EDI/mEDI models would fall into the category of semi-blind inverse problems mentioned in Section 2.2 since the kernel, 𝒈𝒊\bm{g^{i}}, is known up to the parameter zz.

mEDI Model

If we consider two latent images 𝒗i\bm{v}^{i} and 𝒗i+1\bm{v}^{i+1} we know that event data will give us the per pixel changes that have occurred between the two images. We can mathematically describe this change as titi+1𝒆xy(s)𝑑s\int_{t_{i}}^{t_{i+1}}\bm{e}_{xy}(s)ds where 𝒆xy\bm{e}_{xy} is as given in (2.2) and tit_{i} are user chosen times of interest. Incorporating the threshold variable zz allows us to formulate the following equations

𝒗xyi+1𝒗xyi=ztiti+1𝒆xy(s)ds=:𝒃xyi(z).\bm{v}^{i+1}_{xy}-\bm{v}^{i}_{xy}=z\int_{t_{i}}^{t_{i+1}}\bm{e}_{xy}(s)ds=\mathrel{\mathop{\mathchar 58\relax}}\bm{b}_{xy}^{i}(z). (2.7)

Combining (2.5) and (2.7) gives us the following system of equations:

(11111111111111)𝒗xy=(𝒃xy𝒅xy𝒈xy)\left(\begin{array}[]{rrrrrrrr}-1&1&&&&&&\\ &-1&1&&&&&\\ &&&\ddots&\ddots&&&\\ &&&&&-1&1&\\ &&&&&&-1&1\\ \hline\cr 1&&&&&&&\\ &1&&&&&&\\ &&1&&&&&\\ &&&\ddots&&&&\\ &&&&1&&&\\ &&&&&1&&\\ &&&&&&1&\end{array}\right){\bm{v}}_{xy}=\left(\begin{array}[]{rrr}\bm{b}_{xy}\\ \bm{d}_{xy}-\bm{g}_{xy}\end{array}\right) (2.8)

Notice that, (2.8) gives us the mEDI model described by [13]. The size the upper half of the submatrix in (2.8) is (nt1)×nt\mathbb{R}^{(n_{t}-1)\times n_{t}} and the lower half matrix is nt×nt\mathbb{R}^{{n_{t}}\times{n_{t}}}.

mEDI Model - Optimizing for z

The variable zz is found by solving the following minimization problem for each pixel (x,y)(x,y) of an image of interest ii:

minz12𝒗xyi(z)+𝒈xyi(z)𝒅xyi22.\min_{z}\frac{1}{2}\|{\bm{v}}^{i}_{xy}({z})+{\bm{g}}^{i}_{xy}(z)-{\bm{d}}^{i}_{xy}\|^{2}_{2}. (2.9)

Here 𝒗xy\bm{v}_{xy}, 𝒅xyi{\bm{d}}^{i}_{xy}, and 𝒈xyi(z){\bm{g}}^{i}_{xy}(z) are as given in (2.6). We refer to [13] for their solution approach. Notice that (2.7) is not used as constraint to the minimization problem (2.9), but (2.9) is used to generate the image reconstructions.

Limitations of the mEDI and EDI Models

While the mEDI model uses multiple frames in order to accurately represent de-blurred images some limitations for the model remain.

  1. (a)

    Performance of the model can degrade for images that contain large variations of light intensity within a single scene. Some examples of this are having very dark objects in a bright room with a highly dynamic scene. In these instances we can see “shadowing” effects where shadows appear across multiple frames. We refer to Section 5.3 for specific examples.

  2. (b)

    The optimization problem introduced (2.9) to identify zz only seeks to optimize the pixels of one image at a time and neglects the constraints (2.7). Then uses (2.7) to reconstruct multiple images with the same zz value.

  3. (c)

    Recall from 2.7 that 𝒃xyi:=ztiti+1𝒆xy(s)ds\bm{b}^{i}_{xy}\mathrel{\mathop{\mathchar 58\relax}}=z\int_{t_{i}}^{t_{i+1}}\bm{e}_{xy}(s)\;ds. This definition does not include any information from the standard images 𝑩i\bm{B}^{i}. Due to this the mEDI model is not well suited for generating image reconstructions across time-spans that include multiple standard images.

3. Proposed Model and Algorithm

3.1. Model

For each pixel (x,y)(x,y), we consider the following bilevel inverse problem

min𝒛xyJ(𝒖xy,𝒛xy):=12𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy22+λ12𝒛xy22\min_{\bm{z}_{xy}}J(\bm{u}_{xy},\bm{z}_{xy})\mathrel{\mathop{\mathchar 58\relax}}=\frac{1}{2}\|\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\|_{2}^{2}+\frac{\lambda_{1}}{2}\|\bm{z}_{xy}\|_{2}^{2} (3.1a)
subject to constraints
min𝒖xy12𝑨𝒖xy𝒃xy(𝒛xy)22+λ22𝒖xy22.\min_{\bm{u}_{xy}}\frac{1}{2}\|{\bm{A}}\bm{u}_{xy}-\bm{b}_{xy}(\bm{z}_{xy})\|_{2}^{2}+\frac{\lambda_{2}}{2}\|\bm{u}_{xy}\|_{2}^{2}. (3.1b)

Notice, that this is an optimization problem for one pixel across all images. By 0<λ1,λ20<\lambda_{1},\lambda_{2}, we denote the regularization parameters. Moreover,

𝑨=(11111111)(nt1)×nt\bm{A}=\left(\begin{array}[]{rrrrrrrr}-1&1&&&&&&\\ &-1&1&&&&&\\ &&&\ddots&\ddots&&&\\ &&&&&-1&1&\\ &&&&&&-1&1\\ \end{array}\right)\in\mathbb{R}^{(n_{t}-1)\times n_{t}}

is a submatrix of the matrix given in (2.8). Recall in Equation (2.9) that zz is taken as a scalar and the optimization is done over a single image at a time. We consider 𝒛xy\bm{z}_{xy} as size nt×1n_{t}\times 1 so that we can optimize over the same pixel (x,y)(x,y) for all images simultaneously. Also, in contrast to [13] since we have defined 𝒛xy\bm{z}_{xy} as a vector over all images, we also modify the variable 𝒃\bm{b} with the following definition:

𝒃xyi(𝒛xy):=(𝒅xyi+1𝒈xyi+1(𝒛xy))(𝒅xyi𝒈xyi(𝒛xy))nt1.\bm{b}^{i}_{xy}(\bm{z}_{xy})\mathrel{\mathop{\mathchar 58\relax}}=(\bm{d}_{xy}^{i+1}-\bm{g}_{xy}^{i+1}(\bm{z}_{xy}))-(\bm{d}_{xy}^{i}-\bm{g}_{xy}^{i}(\bm{z}_{xy}))\in\mathbb{R}^{n_{t}-1}. (3.2)

Where 𝒛xyi\bm{z}^{i}_{xy}\in\mathbb{R} and is the ii-thth component of the vector 𝒛xynt\bm{z}_{xy}\in\mathbb{R}^{n_{t}}. This is done so the events associated to the ii-thth image are being optimized by the ii-thth 𝒛xy\bm{z}_{xy} component.

Notice that, 𝑨\bm{A} above is not a square matrix. For every λ2>0\lambda_{2}>0, the lower level problem is uniquely solvable and the solution is given by

𝒖xy(𝒛xy)=(𝑨𝑨+λ2𝑰)1𝑨𝒃xy(𝒛xy)=𝑲1𝑨𝒃xy(𝒛xy)\bm{u}_{xy}(\bm{z}_{xy})=(\bm{A}^{\top}\bm{A}+\lambda_{2}\bm{I})^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy})=\bm{K}^{-1}\bm{A^{\top}}\bm{b}_{xy}(\bm{z}_{xy}) (3.3)

with

𝑲:=(𝑨𝑨+λ2𝑰)nt×nt.\bm{K}\mathrel{\mathop{\mathchar 58\relax}}=(\bm{A}^{\top}\bm{A}+\lambda_{2}\bm{I})\in\mathbb{R}^{n_{t}\times n_{t}}.

Substituting, this in the upper level problem, we obtain the following reduced problem

min𝒛xyZad𝒥(𝒛xy):=J(𝑲1𝑨𝒃xy(𝒛xy),𝒛xy)\min_{\bm{z}_{xy}\in Z_{ad}}\mathcal{J}(\bm{z}_{xy})\mathrel{\mathop{\mathchar 58\relax}}=J(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}),\bm{z}_{xy}) (3.4)

which is now just a problem in 𝒛xy\bm{z}_{xy}. Notice, that the reduced problem (3.4) is equivalent to the full space formulation

min𝒛xyJ(𝒖xy,𝒛xy)\min_{\bm{z}_{xy}}J(\bm{u}_{xy},\bm{z}_{xy}) (3.5a)
subject to constraints
𝑲𝒖xy=𝑨𝒃xy(𝒛xy).\bm{K}\bm{u}_{xy}=\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}). (3.5b)

The next result establishes existence of solution to the reduced problem (3.4) and equivalently to (3.5).

Theorem 3.1.

There exists a solution to the reduced problem (3.4).

Proof.

The proof follows from the standard Direct method of calculus of variations. We will omit the subscript xyxy for notation simplicity. We begin by noticing that 𝒥()\mathcal{J}(\cdot) is bounded below by 0. Therefore, there exists a minimizing sequence {𝒛n}n\{\bm{z}_{n}\}_{n\in\mathbb{N}} such that

limn𝒥(𝒛n)=inf𝒛𝒥(𝒛).\lim_{n\rightarrow\infty}\mathcal{J}(\bm{z}_{n})=\inf_{\bm{z}}\mathcal{J}(\bm{z}).

It then follows that

λ12limn𝒛n2limn𝒥(𝒛n)=inf𝒛𝒥(𝒛)𝒥(𝟎)=C<,\frac{\lambda_{1}}{2}\lim_{n\rightarrow\infty}\|\bm{z}_{n}\|^{2}\leq\lim_{n\rightarrow\infty}\mathcal{J}(\bm{z}_{n})=\inf_{\bm{z}}\mathcal{J}(\bm{z})\leq\mathcal{J}(\bm{0})=C<\infty,

where the constant CC is independent of nn\in\mathbb{N}. Thus, {𝒛n}n\{\bm{z}_{n}\}_{n\in\mathbb{N}} is a bounded sequence. Therefore, it has a convergent subsequence, still denoted by {𝒛n}n\{\bm{z}_{n}\}_{n\in\mathbb{N}}, such that 𝒛n𝒛¯\bm{z}_{n}\rightarrow\bar{\bm{z}}. It them remains to show that 𝒛¯\bar{\bm{z}} is the minimizer. Since, 𝒖n:=𝒖(𝒛n)\bm{u}_{n}\mathrel{\mathop{\mathchar 58\relax}}={\bm{u}}(\bm{z}_{n}) solves (3.3), therefore, we have that 𝒖n𝒖(𝒛¯)\bm{u}_{n}\rightarrow{\bm{u}}(\bar{\bm{z}}) and 𝒈(𝒛n)𝒈(𝒛¯)\bm{g}(\bm{z}_{n})\rightarrow\bm{g}(\bm{\bar{z}}) as nn\rightarrow\infty. Subsequently, from the definition of infimum and these convergence estimates, we readily obtain that

limn𝒥(𝒛)lim infn12𝒖(𝒛n)+𝒈(𝒛n)𝒅22+lim infnλ12𝒛n22=𝒥(𝒛¯).\lim_{n\rightarrow\infty}\mathcal{J}(\bm{z})\geq\liminf_{n\rightarrow\infty}\frac{1}{2}\|\bm{u}(\bm{z}_{n})+\bm{g}(\bm{z}_{n})-\bm{d}\|_{2}^{2}+\liminf_{n\rightarrow\infty}\frac{\lambda_{1}}{2}\|\bm{z}_{n}\|_{2}^{2}=\mathcal{J}(\bar{\bm{z}}).

Thus 𝒛¯\bar{\bm{z}} is the minimizer and the proof is complete. ∎

In order to develop a gradient based solver for (3.4), we next write down the expression of gradient of 𝒥\mathcal{J}.

Lemma 3.2.

The reduced objective 𝒥\mathcal{J} is continuously differentiable and the derivative is given by

𝒥(𝒛)=𝑲1𝑨𝒃(𝒛xy)+𝒈(𝒛xy)𝒅xy,𝑲1𝑨𝒃xy(𝒛xy)+𝒈xy(𝒛𝒙𝒚)+λ𝒛xy,\displaystyle\nabla\mathcal{J}(\bm{z})=\left\langle\bm{K}^{-1}\bm{A}^{\top}\bm{b}(\bm{z}_{xy})+\bm{g}(\bm{z}_{xy})-\bm{d}_{xy}\,,\,\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}^{\prime}(\bm{z}_{xy})+\bm{g}_{xy}^{\prime}(\bm{z_{xy}})\right\rangle+\lambda\bm{z}_{xy},

where 𝐊1𝐀nt×(nt1)\bm{K}^{-1}\bm{A}^{\top}\in\mathbb{R}^{n_{t}\times(n_{t}-1)},

𝒃xy(𝒛xy)=((𝒈xy1)(𝒈xy2)00000(𝒈xy2)(𝒈xy3)00000(𝒈xy3)(𝒈xy4)0000000(𝒈xynt1)(𝒈xynt))(nt1)×nt,\displaystyle\bm{b}_{xy}^{\prime}(\bm{z}_{xy})=\begin{pmatrix}(\bm{g}_{xy}^{1})^{\prime}&-(\bm{g}_{xy}^{2})^{\prime}&0&\cdots&0&0&0\\ 0&(\bm{g}_{xy}^{2})^{\prime}&-(\bm{g}_{xy}^{3})^{\prime}&0&\cdots&0&0\\ 0&0&(\bm{g}_{xy}^{3})^{\prime}&-(\bm{g}_{xy}^{4})^{\prime}&0&\cdots&0\\ \vdots&\vdots&\vdots&\vdots&\vdots&\vdots&\vdots\\ 0&0&0&0&0&(\bm{g}_{xy}^{n_{t}-1})^{\prime}&-(\bm{g}_{xy}^{n_{t}})^{\prime}\end{pmatrix}\in\mathbb{R}^{(n_{t}-1)\times n_{t}},

and 𝐠xy(𝐳𝐱𝐲)\bm{g}_{xy}^{\prime}(\bm{z_{xy}}) is a diagonal matrix given by

𝒈xy(𝒛𝒙𝒚)=\displaystyle\bm{g}_{xy}^{\prime}(\bm{z_{xy}})= (3.6)
(1𝑬xy1(t)exp(𝒛xy1𝑬xy1(t))𝑑t1exp(𝒛xy1𝑬xy1(t))𝑑t000002𝑬xy2(t)exp(𝒛xy2𝑬xy2(t))𝑑t2exp(𝒛xy2𝑬xy2(t))𝑑t00000000000nt𝑬xynt(t)exp(𝒛xynt𝑬xynt(t))𝑑tntexp(𝒛xynt𝑬xynt(t))𝑑t).\displaystyle\begin{pmatrix}\frac{\int_{\mathcal{I}_{1}}\bm{E}^{1}_{xy}(t)\exp(\bm{z}^{1}_{xy}\cdot\bm{E}^{1}_{xy}(t))dt}{\int_{\mathcal{I}_{1}}\exp(\bm{z}^{1}_{xy}\cdot\bm{E}^{1}_{xy}(t))dt}&0&0&0&0\\ 0&\frac{\int_{\mathcal{I}_{2}}\bm{E}_{xy}^{2}(t)\exp(\bm{z}^{2}_{xy}\cdot\bm{E}_{xy}^{2}(t))dt}{\int_{\mathcal{I}_{2}}\exp(\bm{z}^{2}_{xy}\cdot\bm{E}_{xy}^{2}(t))dt}&0&0&0\\ 0&0&0&\ddots&0\\ 0&0&0&0&\frac{\int_{\mathcal{I}_{n_{t}}}\bm{E}_{xy}^{n_{t}}(t)\exp(\bm{z}^{n_{t}}_{xy}\cdot\bm{E}_{xy}^{n_{t}}(t))dt}{\int_{\mathcal{I}_{n_{t}}}\exp(\bm{z}^{n_{t}}_{xy}\cdot\bm{E}_{xy}^{n_{t}}(t))dt}\end{pmatrix}. (3.7)
Proof.

The proof follows by simple calculations. ∎

The next result establishes that (𝒈xyi(𝒛xy))′′(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime} is bounded and strictly positive for each ii, with i\mathcal{I}_{i} denoting the ii-thth exposure time interval.

Theorem 3.3.

Let i\mathcal{I}_{i} denote the ii-thth exposure time interval with i=1,,nti=1,\dots,n_{t}. If there exists tit\in\mathcal{I}_{i}, for all ii, with 𝐄xyi(t){\bm{E}}^{i}_{xy}(t) being nonzero then (𝐠xyi(𝐳xy))′′(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}\in\mathbb{R} is bounded and strictly positive for all ii.

Proof.

First we will calculate (𝒈xyi(𝒛xy))′′(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}. Recall:

𝒈xyi(𝒛xy)=log(1|i|iexp(𝒛xyi𝑬xyi(t))𝑑t)(𝒈xyi(𝒛xy))=i𝑬xyi(t)exp(𝒛xyi𝑬xyi(t))𝑑tiexp(𝒛xyi𝑬xyi(t))𝑑t,\displaystyle\bm{g}^{i}_{xy}(\bm{z}_{xy})=\log\bigg{(}\frac{1}{|\mathcal{I}_{i}|}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}\implies(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime}=\frac{\int_{\mathcal{I}_{i}}\bm{E}^{i}_{xy}(t)\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt}{\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt},

yielding

(𝒈xyi(𝒛xy))′′=I(i𝑬xyi(t)exp(𝒛xyi𝑬xyi(t))𝑑t)2[iexp(𝒛xyi𝑬xyi(t))𝑑t]2,\displaystyle\begin{aligned} (\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}=\frac{\boxed{\textrm{I}}-\bigg{(}\int_{\mathcal{I}_{i}}\bm{E}^{i}_{xy}(t)\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}^{2}}{\big{[}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\big{]}^{2}},\end{aligned} (3.8)

where I=(iexp(𝒛xyi𝑬xyi(t))𝑑t)(i[𝑬xyi(t)]2exp(𝒛xyi𝑬xyi(t))𝑑t)\boxed{\textrm{I}}=\bigg{(}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}\bigg{(}\int_{\mathcal{I}_{i}}\big{[}\bm{E}^{i}_{xy}(t)\big{]}^{2}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}. Let (iexp(𝒛xyi𝑬xyi(t))dt)=:α\bigg{(}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}=\mathrel{\mathop{\mathchar 58\relax}}\alpha. Then we have the following:

I\displaystyle\boxed{\textrm{I}} =(i[𝑬xyi(t)]2exp(𝒛xyi𝑬xyi(t))α𝑑t)\displaystyle=\bigg{(}\int_{\mathcal{I}_{i}}\big{[}\bm{E}^{i}_{xy}(t)\big{]}^{2}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\cdot\alpha\;dt\bigg{)}
=(i[𝑬xyi(t)]2exp(𝒛xyi𝑬xyi(t))(iexp(𝒛xyi𝑬xyi(s))𝑑s)𝑑t)\displaystyle=\bigg{(}\int_{\mathcal{I}_{i}}\big{[}\bm{E}^{i}_{xy}(t)\big{]}^{2}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\cdot\bigg{(}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))ds\bigg{)}\;dt\bigg{)}
=(ii[𝑬xyi(t)]2exp(𝒛xyi𝑬xyi(t))exp(𝒛xyi𝑬xyi(s))𝑑s𝑑t).\displaystyle=\bigg{(}\int_{\mathcal{I}_{i}}\int_{\mathcal{I}_{i}}\big{[}\bm{E}^{i}_{xy}(t)\big{]}^{2}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\cdot\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))ds\;dt\bigg{)}.

Using Fubini’s Theorem and following the procedure above for the two integral products in the numerator of (3.8) we get the following equalities:

(3.8)\displaystyle\eqref{eq:int} =I(i×i𝑬xyi(t)exp(𝒛xyi𝑬xyi(t))𝑬xyi(s)exp(𝒛xyi𝑬xyi(s))𝑑s𝑑t)[iexp(𝒛xyi𝑬xyi(t))𝑑t]2\displaystyle=\frac{\boxed{\textrm{I}}-\bigg{(}\iint\limits_{\mathcal{I}_{i}\times\mathcal{I}_{i}}\bm{E}^{i}_{xy}(t)\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\cdot\;\bm{E}^{i}_{xy}(s)\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))\;ds\;dt\bigg{)}}{\big{[}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\big{]}^{2}}
=(i×i[exp(𝒛xyi𝑬xyi(t))exp(𝒛xyi𝑬xyi(s))]([𝑬xyi(t)]2𝑬xyi(s)𝑬xyi(t))𝑑s𝑑t)[iexp(𝒛xyi𝑬xyi(t))𝑑t]2\displaystyle=\frac{\bigg{(}\iint\limits_{\mathcal{I}_{i}\times\mathcal{I}_{i}}\big{[}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))\big{]}\bigg{(}\big{[}\bm{E}^{i}_{xy}(t)\big{]}^{2}-\bm{E}^{i}_{xy}(s)\bm{E}^{i}_{xy}(t)\bigg{)}\;ds\;dt\bigg{)}}{\big{[}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\big{]}^{2}}
=(i×i[exp(𝒛xyi𝑬xyi(t))exp(𝒛xyi𝑬xyi(s))](12[𝑬xyi(t)𝑬xyi(s)]2)𝑑s𝑑t)[1exp(𝒛xyi𝑬xyi(t))𝑑t]2.\displaystyle=\frac{\bigg{(}\iint\limits_{\mathcal{I}_{i}\times\mathcal{I}_{i}}\big{[}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))\big{]}\bigg{(}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{)}\;ds\;dt\bigg{)}}{\big{[}\int_{\mathcal{I}_{1}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\big{]}^{2}}. (3.9)

We notice that Equation (3.9) is positive for 𝑬xyi(t)𝑬xyi(s)\bm{E}^{i}_{xy}(t)\neq\bm{E}^{i}_{xy}(s) (since all terms are positive) and the expression is 0 for t=st=s. By assumption there exists some tit\in\mathcal{I}_{i} such that 𝑬xyi(t)0\bm{E}^{i}_{xy}(t)\neq 0 which implies that an event has occurred at the pixel xy{xy} during the interval i.\mathcal{I}_{i}. Without loss of generality suppose a single event occurred at time t¯\bar{t}. Recall from (2.3) that 𝑬xyi(t,ti)=tit𝒆xy(r)𝑑r\bm{E}^{i}_{xy}(t,t_{i})=\int_{t_{i}}^{t}\bm{e}_{xy}(r)\;dr. Then 0=𝑬xyi(ti,ti)𝑬xyi(t¯,ti)0=\bm{E}^{i}_{xy}(t_{i},t_{i})\neq\bm{E}^{i}_{xy}(\bar{t},t_{i}) which implies 𝑬xyi(ti)𝑬xyi(t¯)\bm{E}^{i}_{xy}(t_{i})\neq\bm{E}^{i}_{xy}(\bar{t}). Which further impiles that (3.9)>0\eqref{eq:pos}>0. Thus we conclude (𝒈xyi(𝒛xy))′′>0(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}>0. Next, using (3.9), we obtain the following upper bound:

(𝒈xyi(𝒛xy))′′\displaystyle(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime} (i×i[exp(𝒛xyi𝑬xyi(t))exp(𝒛xyi𝑬xyi(s))]maxt,si{12[𝑬xyi(t)𝑬xyi(s)]2}𝑑s𝑑t)[iexp(𝒛xyi𝑬xy(t))𝑑t]2\displaystyle\leq\frac{\bigg{(}\iint\limits_{\mathcal{I}_{i}\times\mathcal{I}_{i}}\big{[}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))\big{]}\max\limits_{t,s\in\mathcal{I}_{i}}\bigg{\{}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{\}}\;ds\;dt\bigg{)}}{\big{[}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}_{xy}(t))dt\big{]}^{2}}
=maxt,si{12[𝑬xyi(t)𝑬xyi(s)]2}(i×i[exp(𝒛xyi𝑬xyi(t))exp(𝒛xyi𝑬xyi(s))]𝑑s𝑑t)[iexp(𝒛xyi𝑬xyi(t))𝑑t]2\displaystyle=\max\limits_{t,s\in\mathcal{I}_{i}}\bigg{\{}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{\}}\frac{\bigg{(}\iint\limits_{\mathcal{I}_{i}\times\mathcal{I}_{i}}\big{[}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(s))\big{]}\;ds\;dt\bigg{)}}{\big{[}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\big{]}^{2}}
=maxt,si{12[𝑬xyi(t)𝑬xyi(s)]2}.\displaystyle=\max\limits_{t,s\in\mathcal{I}_{i}}\bigg{\{}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{\}}.

Hence

0<(𝒈xyi(𝒛xy))′′maxt,si{12[𝑬xyi(t)𝑬xyi(s)]2}.0<(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}\leq\max\limits_{t,s\in\mathcal{I}_{i}}\bigg{\{}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{\}}.

We now conclude that (𝒈xyi(𝒛xy))′′(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime} is bounded and strictly positive. ∎

In order to show the local convexity of 𝒥\mathcal{J}, we study the structure of the Hessian of the first term in the definition of 𝒥\mathcal{J}.

Lemma 3.4.

The matrix Hess(𝐊1𝐀𝐛xy(𝐳xy))+Hess(𝐠xy(𝐳xy)),𝐮xy(𝐳xy)+𝐠xy(𝐳xy)𝐝xy\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle} is a diagonal matrix.

Proof.

Without loss of generality, suppose that nt=3n_{t}=3. Recall by our definition:

𝒈xy(𝒛xy)\displaystyle\bm{g}_{xy}(\bm{z}_{xy}) =(log(1|1|1exp(𝒛xy1𝑬xy1(t))𝑑t)log(1|2|2exp(𝒛xy2𝑬xy2(t))𝑑t)log(1|3|3exp(𝒛xy3𝑬xy3(t))𝑑t)).\displaystyle=\begin{pmatrix}\log(\frac{1}{|\mathcal{I}_{1}|}\int_{\mathcal{I}_{1}}\exp(\bm{z}^{1}_{xy}\cdot\bm{E}^{1}_{xy}(t))dt)\\ \log(\frac{1}{|\mathcal{I}_{2}|}\int_{\mathcal{I}_{2}}\exp(\bm{z}^{2}_{xy}\cdot\bm{E}^{2}_{xy}(t))dt)\\ \log(\frac{1}{|\mathcal{I}_{3}|}\int_{\mathcal{I}_{3}}\exp(\bm{z}^{3}_{xy}\cdot\bm{E}^{3}_{xy}(t))dt)\\ \end{pmatrix}.

Then, recall the expression of 𝒈xy(𝒛xy)\bm{g}^{\prime}_{xy}(\bm{z}_{xy}) from (3.7). Now to calculate the Hessian of 𝒈\bm{g}, we need to take the derivative with respect to each variable once again. This will result in Hess(𝒈xy(𝒛xy))nt×nt×nt\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy}))\in\mathbb{R}^{n_{t}\times n_{t}\times n_{t}} and will be of the form:

Hess(𝒈xy(𝒛xy))={((𝒈xy1(𝒛xy))′′00000000),(0000(𝒈xy2(𝒛xy))′′0000),(00000000(𝒈xy3(𝒛xy))′′)},\displaystyle\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy}))=\begin{Bmatrix}\begin{pmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}&0&0\\ 0&0&0\\ 0&0&0\end{pmatrix},\;\begin{pmatrix}0&0&0\\ 0&(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}&0\\ 0&0&0\end{pmatrix},\;\begin{pmatrix}0&0&0\\ 0&0&0\\ 0&0&(\bm{g}_{xy}^{3}(\bm{z}_{xy}))^{\prime\prime}\end{pmatrix}\end{Bmatrix},

where (𝒈i(𝒛xy))′′(\bm{g}^{i}(\bm{z}_{xy}))^{\prime\prime} is defined in Theorem 3.3 . Next we consider Hess(𝑲1𝑨𝒃xy(𝒛xy))\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy})). Observe:

Hess(𝑲1𝑨𝒃xy(𝒛xy))\displaystyle\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy})) =𝑲1𝑨Hess(𝒃xy(𝒛xy))\displaystyle=\bm{K}^{-1}\bm{A}^{\top}\cdot\text{{Hess}}(\bm{b}_{xy}(\bm{z}_{xy}))

where

Hess(𝒃xy(𝒛xy))={((𝒈xy1(𝒛xy))′′00000),(0(𝒈xy2(𝒛xy))′′00(𝒈xy2(𝒛xy))′′0),((00000𝒈xy3(𝒛xy))′′)},\displaystyle\text{{Hess}}(\bm{b}_{xy}(\bm{z}_{xy}))=\begin{Bmatrix}\begin{pmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}&0&0\\ 0&0&0\end{pmatrix},\begin{pmatrix}0&-(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}&0\\ 0&(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}&0\end{pmatrix},\begin{pmatrix}(0&0&0\\ 0&0&\bm{g}^{3}_{xy}(\bm{z}_{xy}))^{\prime\prime}\end{pmatrix}\end{Bmatrix},
Hess(𝒃xy(𝒛xy))nt1×nt×nt,\displaystyle\text{{Hess}}(\bm{b}_{xy}(\bm{z}_{xy}))\in\mathbb{R}^{{n_{t}-1}\times n_{t}\times n_{t}},

and

𝑲1𝑨:=(||𝜿1𝜿2||)nt×(nt1).\displaystyle\bm{K}^{-1}\bm{A}^{\top}\mathrel{\mathop{\mathchar 58\relax}}=\begin{pmatrix}|&|\\ \bm{\kappa}_{1}&\bm{\kappa}_{2}\\ |&|\end{pmatrix}\in\mathbb{R}^{n_{t}\times(n_{t}-1)}.

Here 𝜿i\bm{\kappa}_{i}, i=1nti=1...n_{t} represent the columns of 𝑲1𝑨\bm{K}^{-1}\bm{A}^{\top}. Then we have the following:

Hess(𝑲1𝑨𝒃xy(𝒛xy))\displaystyle\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))
={(𝒈xy1(𝒛xy))′′(|00𝜿100|00),(𝒈xy2(𝒛xy))′′(0|00𝜿2𝜿100|0),(𝒈xy3(𝒛xy))′′(00|00𝜿300|)},\displaystyle=\begin{Bmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}|&0&0\\ \bm{\kappa}_{1}&0&0\\ |&0&0\end{pmatrix},(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}0&|&0\\ 0&\bm{\kappa}_{2}-\bm{\kappa}_{1}&0\\ 0&|&0\end{pmatrix},(\bm{g}^{3}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}0&0&|\\ 0&0&\bm{\kappa}_{3}\\ 0&0&|\end{pmatrix}\end{Bmatrix},

with Hess(𝑲1𝑨𝒃xy(𝒛xy)nt×nt×nt\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy})\in\mathbb{R}^{n_{t}\times n_{t}\times n_{t}}. Next we can add Hess(𝒈xy(𝒛xy))\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy})) and Hess(𝑲1𝑨𝒃xy(𝒛xy))\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy})) to get:

Hess(𝒈xy(𝒛xy))+Hess(𝑲1𝑨𝒃xy(𝒛xy))\displaystyle\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy}))+\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))
={(𝒈xy1(𝒛xy))′′(|00𝜸100|00),(𝒈xy2(𝒛xy))′′(0|00𝜸200|0),(𝒈xy3(𝒛xy))′′(00|00𝜸300|)},\displaystyle=\begin{Bmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}|&0&0\\ \bm{\gamma}_{1}&0&0\\ |&0&0\end{pmatrix},(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}0&|&0\\ 0&\bm{\gamma}_{2}&0\\ 0&|&0\end{pmatrix},(\bm{g}^{3}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}0&0&|\\ 0&0&\bm{\gamma}_{3}\\ 0&0&|\end{pmatrix}\end{Bmatrix},

where 𝜸int,i=1,,nt\bm{\gamma}_{i}\in\mathbb{R}^{n_{t}},i=1,\dots,n_{t}. Lastly let 𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy=𝜶xynt\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}=\bm{\alpha}_{xy}\in\mathbb{R}^{n_{t}}. Then

Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy\displaystyle\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle}
={(𝒈xy1(𝒛xy))′′(𝜸1𝜶xy00),(𝒈xy2(𝒛xy))′′(0𝜸2𝜶xy0),(𝒈xy3(𝒛xy))′′(00𝜸3𝜶xy)}\displaystyle=\begin{Bmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}\bm{\gamma}_{1}^{\top}\bm{\alpha}_{xy}\\ 0\\ 0\end{pmatrix},(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}0\\ \bm{\gamma}_{2}^{\top}\bm{\alpha}_{xy}\\ 0\end{pmatrix},(\bm{g}^{3}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\begin{pmatrix}0\\ 0\\ \bm{\gamma}_{3}^{\top}\bm{\alpha}_{xy}\end{pmatrix}\end{Bmatrix}
((𝒈xy1(𝒛xy))′′𝜸1𝜶xy000(𝒈xy2(𝒛xy))′′𝜸2𝜶xy000(𝒈xy3(𝒛xy))′′𝜸3𝜶xy).\displaystyle\cong\begin{pmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\bm{\gamma}_{1}^{\top}\bm{\alpha}_{xy}&0&0\\ 0&(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\bm{\gamma}_{2}^{\top}\bm{\alpha}_{xy}&0\\ 0&0&(\bm{g}^{3}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\bm{\gamma}_{3}^{\top}\bm{\alpha}_{xy}\end{pmatrix}. (3.9)

Here \cong denotes the mode 1 unfolding of the Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\text{{Hess}}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle} tensor. Further details of tensor matrix multiplication can be found in [11]. The proof is complete. ∎

Next, we establish that 𝒥\mathcal{J} is strictly locally convex on any finite interval when λ1\lambda_{1} is chosen appropriately.

Theorem 3.5.

Let i\mathcal{I}_{i} denotes the ii-thth exposure time interval with i=1,,nti=1,\dots,n_{t}. If there exists tit\in\mathcal{I}_{i}, for all ii, with 𝐄xyi(t){\bm{E}}^{i}_{xy}(t) being nonzero then for any closed ball Ω=δ(0)¯\Omega=\overline{\mathcal{B}_{\delta}(0)} centered at 0 and radius δ\delta, there exists λ1>0\lambda_{1}>0 such that for 𝐳xyΩ\bm{z}_{xy}\in\Omega, 𝒥\mathcal{J} is strictly convex.

Proof.

First we calculate Hess(𝒥\mathcal{J}) as:

Hess(𝒥)\displaystyle\text{Hess}(\mathcal{J}) =𝒖xy(𝒛xy)+𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy))\displaystyle=\big{\langle}\;\bm{u}_{xy}^{\prime}(\bm{z}_{xy})+\bm{g}_{xy}^{\prime}(\bm{z}_{xy})),\bm{u}_{xy}^{\prime}(\bm{z}_{xy})+\bm{g}_{xy}^{\prime}(\bm{z}_{xy}))\;\big{\rangle}
+Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy+λ1𝑰.\displaystyle\quad+\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\textbf{Hess}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle}+\lambda_{1}\bm{I}.

We notice that the term 𝒖xy(𝒛xy)+𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy))\big{\langle}\;\bm{u}_{xy}^{\prime}(\bm{z}_{xy})+\bm{g}_{xy}^{\prime}(\bm{z}_{xy})),\bm{u}_{xy}^{\prime}(\bm{z}_{xy})+\bm{g}_{xy}^{\prime}(\bm{z}_{xy}))\;\big{\rangle} is of them form 𝑴𝑴\bm{M}^{\top}\bm{M}, which implies that it is symmetric positive semi-definite. Next, from Lemma 3.4 we recall that the term Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\textbf{Hess}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle} is a diagonal matrix. In the case where the diagonal entries (eigenvalues) are greater than 0, then we are done. Suppose some eigenvalue is less than 0 and let 𝒛xyΩ:=δ(0)¯\bm{z}_{xy}\in\Omega\mathrel{\mathop{\mathchar 58\relax}}=\overline{\mathcal{B}_{\delta}(0)} which implies 𝒛xyδ\|\bm{z}_{xy}\|_{\infty}\leq\delta. Given δ>0\delta>0, choose λ1>0\lambda_{1}>0 such that

0<δ<λ1(𝜸M1𝒅xy)(2𝑲1𝑨+1)(𝜸M1M2)(2𝑲1𝑨)+1).0<\delta<\frac{\lambda_{1}-(\|\bm{\gamma}\|_{\infty}\cdot M_{1}\cdot\|\bm{d}_{xy}\|_{\infty})(2\|\bm{K}^{-1}\bm{A}^{\top}\|_{\infty}+1)}{(\|\bm{\gamma}\|_{\infty}\cdot M_{1}\cdot M_{2})(2\|\bm{K}^{-1}\bm{A}^{\top}\|_{\infty})+1)}.

Where M2=maxi{|minti{𝑬xyi(t)}|,maxti{𝑬xyi(t)}}M_{2}=\max\limits_{i}\bigg{\{}\big{|}\min\limits_{t\in\mathcal{I}_{i}}\{\bm{E}^{i}_{xy}(t)\}\big{|},\max\limits_{t\in\mathcal{I}_{i}}\big{\{}\bm{E}^{i}_{xy}(t)\big{\}}\bigg{\}} and M1=maxi{maxt,si{12[𝑬xyi(t)𝑬xyi(s)]2}}.M_{1}=\max\limits_{i}\biggl{\{}\max\limits_{t,s\in\mathcal{I}_{i}}\bigg{\{}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{\}}\biggr{\}}. Recall from Theorem 3.3 that 0<(𝒈xyi(𝒛xy))′′maxt,si{12[𝑬xyi(t)𝑬xyi(s)]2}0<(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}\leq\max\limits_{t,s\in\mathcal{I}_{i}}\bigg{\{}\frac{1}{2}\big{[}\bm{E}^{i}_{xy}(t)-\bm{E}^{i}_{xy}(s)\big{]}^{2}\bigg{\}}, which implies (𝒈xyi(𝒛xy))′′M1(\bm{g}^{i}_{xy}(\bm{z}_{xy}))^{\prime\prime}\leq M_{1} for any ii. Then using 3.9 we have the following:

Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy\displaystyle\|\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\textbf{Hess}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle}\|_{\infty}
((𝒈xy1(𝒛xy))′′𝜸1𝜶xy0000(𝒈xy2(𝒛xy))′′𝜸2𝜶xy0000(𝒈xynt(𝒛xy))′′𝜸nt𝜶xy)\displaystyle\leq\begin{Vmatrix}\begin{pmatrix}(\bm{g}^{1}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\bm{\gamma}_{1}^{\top}\bm{\alpha}_{xy}&0&0&0\\ 0&(\bm{g}^{2}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\bm{\gamma}_{2}^{\top}\bm{\alpha}_{xy}&0&0\\ \vdots&\vdots&\ddots&\vdots\\ 0&0&\dots&(\bm{g}^{n_{t}}_{xy}(\bm{z}_{xy}))^{\prime\prime}\cdot\bm{\gamma}_{n_{t}}^{\top}\bm{\alpha}_{xy}\end{pmatrix}\\ \end{Vmatrix}_{\infty}
M1𝜸(𝒖xy(𝒛xy)+𝒈xy(𝒛xy)+𝒅xy)\displaystyle\leq M_{1}\cdot\|\bm{\gamma}\|_{\infty}\bigg{(}\|\bm{u}_{xy}(\bm{z}_{xy})\|_{\infty}+\|\bm{g}_{xy}(\bm{z}_{xy})\|_{\infty}+\|\bm{d}_{xy}\|_{\infty}\bigg{)}
M1𝜸(𝑲1𝑨𝒃xy+M2𝒛xy+𝒅xy)\displaystyle\leq M_{1}\cdot\|\bm{\gamma}\|_{\infty}\bigg{(}\|\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}\|_{\infty}+M_{2}\|\bm{z}_{xy}\|_{\infty}+\|\bm{d}_{xy}\|_{\infty}\bigg{)}
M1𝜸(𝑲1𝑨𝒃xy+M2𝒛xy+𝒅xy)\displaystyle\leq M_{1}\cdot\|\bm{\gamma}\|_{\infty}\bigg{(}\|\bm{K}^{-1}\bm{A}^{\top}\|_{\infty}\|\bm{b}_{xy}\|_{\infty}+M_{2}\|\bm{z}_{xy}\|_{\infty}+\|\bm{d}_{xy}\|_{\infty}\bigg{)}
M1𝜸(𝑲1𝑨(2𝒅xy+2M2𝒛xy)+M2𝒛xy+𝒅xy)\displaystyle\leq M_{1}\cdot\|\bm{\gamma}\|_{\infty}\bigg{(}\|\bm{K}^{-1}\bm{A}^{\top}\|_{\infty}\;(2\|\bm{d}_{xy}\|_{\infty}+2M_{2}\|\bm{z}_{xy}\|_{\infty})+M_{2}\|\bm{z}_{xy}\|_{\infty}+\|\bm{d}_{xy}\|_{\infty}\bigg{)}
<λ1.\displaystyle<\lambda_{1}.

Here

𝜸:=(|||𝜸1𝜸2𝜸nt|||),\bm{\gamma}\mathrel{\mathop{\mathchar 58\relax}}=\begin{pmatrix}|&|&\dots&|\\ \bm{\gamma}_{1}&\bm{\gamma}_{2}&\dots&\bm{\gamma}_{n_{t}}\\ |&|&\dots&|\end{pmatrix}^{\top},

𝜸i\bm{\gamma}_{i} and 𝜶xy\bm{\alpha}_{xy} are defined in Equation 3.9 . Notice that M2M_{2} is derived from bounds on 𝒈xy(𝒛xy)\bm{g}_{xy}(\bm{z}_{xy}) as follows:

𝒈xyi(𝒛xy)=log(1|i|iexp(𝒛xyi𝑬xyi(t))𝑑t)𝒛xyimax{𝑬xyi(t)}, where 𝒛xyi𝑬xyi(t)0\displaystyle\bm{g}^{i}_{xy}(\bm{z}_{xy})=\log\bigg{(}\frac{1}{|\mathcal{I}_{i}|}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}\leq\bm{z}^{i}_{xy}\cdot\max\big{\{}\bm{E}^{i}_{xy}(t)\big{\}},\text{ where }\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t)\geq 0

and

𝒈xyi(𝒛xy)\displaystyle\bm{g}^{i}_{xy}(\bm{z}_{xy}) =log(1|i|iexp(𝒛xyi𝑬xyi(t))𝑑t)𝒛xyimin{𝑬xyi(t)}, where 𝒛xyi𝑬xyi(t)0\displaystyle=\log\bigg{(}\frac{1}{|\mathcal{I}_{i}|}\int_{\mathcal{I}_{i}}\exp(\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t))dt\bigg{)}\geq\bm{z}^{i}_{xy}\cdot\min\big{\{}\bm{E}^{i}_{xy}(t)\big{\}},\text{ where }\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(t)\leq 0
|𝒈xyi(𝒛xy)||𝒛xyiM2|.\displaystyle\implies|\bm{g}^{i}_{xy}(\bm{z}_{xy})|\leq|\bm{z}^{i}_{xy}\cdot M_{2}|.

Recall Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\textbf{Hess}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle} is diagonal from 3.9 . Denote the diagonal entries as σi\sigma_{i}, i=1,,nti=1,\dots,n_{t}. Without loss of generality let |σ1||σi||\sigma_{1}|\geq|\sigma_{i}|, i=2,,nti=2,\dots,n_{t}. Then we have the following:

|σi||σ1|=Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy<λ1.|\sigma_{i}|\leq|{\sigma_{1}}|=\|\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\textbf{Hess}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle}\|_{\infty}<\lambda_{1}.

Thus σi<λ1\sigma_{i}<\lambda_{1} for all ii. Furthermore σi+λ1>0\sigma_{i}+\lambda_{1}>0 for all ii. We notice

Hess(𝑲1𝑨𝒃xy(𝒛xy))+Hess(𝒈xy(𝒛xy)),𝒖xy(𝒛xy)+𝒈xy(𝒛xy)𝒅xy+λ1𝑰\big{\langle}\text{{Hess}}(\bm{K}^{-1}\bm{A}^{\top}\bm{b}_{xy}(\bm{z}_{xy}))+\textbf{Hess}(\bm{g}_{xy}(\bm{z}_{xy})),\bm{u}_{xy}(\bm{z}_{xy})+\bm{g}_{xy}(\bm{z}_{xy})-\bm{d}_{xy}\big{\rangle}+\lambda_{1}\bm{I}

is symmetric positive definite since it is a diagonal matrix with entries: σi+λ1>0\sigma_{i}+\lambda_{1}>0. Hence Hess(𝒥\mathcal{J}) is symmetric positive definite due to it being the summation of a symmetric positive definite matrix and a symmetric positive semi-definite matrix. We conclude that for any convex set Ω\Omega there exists λ1\lambda_{1} such that 𝒥\mathcal{J} is strictly convex over Ω\Omega. ∎

We further note that from Theorem 3.5 once an interval is chosen a lower bound for λ1\lambda_{1} can be calculated by:

λ1>𝜸M1(𝑲1𝑨(2𝒅xy+2M2𝒛xy)+M2𝒛xy+𝒅xy).\lambda_{1}>\|\bm{\gamma}\|_{\infty}\cdot M_{1}\bigg{(}\|\bm{K}^{-1}\bm{A}^{\top}\|_{\infty}\;(2\|\bm{d}_{xy}\|_{\infty}+2M_{2}\|\bm{z}_{xy}\|_{\infty})+M_{2}\|\bm{z}_{xy}\|_{\infty}+\|\bm{d}_{xy}\|_{\infty}\bigg{)}.

4. Experimental Setup

This section focuses on how to prepare the dataset to be used in our computations.

Standardizing 𝑩𝒊\bm{B^{i}}

Depending on the event camera used, the entries of the matrix 𝑩𝒊\bm{B^{i}} from (2.4), where ii identifies a unique standard camera image in the sequence being considered, may take on various ranges to include [0,255][0,255] or [255,255][-255,255]. We standardize 𝑩𝒊\bm{B^{i}} using MATLAB function mat2gray. This function will map the values of 𝑩𝒊\bm{B^{i}} to the range [0,1][0,1] on a log scale. That being said since we define the matrix 𝒅i=log(𝑩𝒊)\bm{d}^{i}=\log(\bm{B^{i}}) we have to be careful not to allow 𝑩𝒊\bm{B^{i}} to have any zero values. We can easily protect against this by inserting a manual range into the mat2gray function of [min𝑩𝒊ϵ,max𝑩𝒊+ϵ][\min{\bm{B^{i}}}-\epsilon,\max{\bm{B^{i}}}+\epsilon], for a sufficiently small ϵ\epsilon. In our computations we set ϵ=1e3\epsilon=1e-3. We note min𝑩i\min\bm{B}^{i} and max𝑩i\max\bm{B}^{i} are the minimum and maximum values over all values in the matrix 𝑩i\bm{B}^{i}, respectively.

Building the data cube

In order to view the problem in three dimensions, we create a data cube as shown in Figure (5)\eqref{f:ex1}. As stated in (2.1) we define this cube by:

𝑬𝑪xysj=px,ysj.{\bm{EC}}_{xy}^{s_{j}}=p_{x,y}^{s_{j}}.

Since the event data is generated on a nearly continuous basis, the data cube will be of size ν×nx×ny\mathbb{R}^{\nu\times{n_{x}}\times{n_{y}}} where ν:=ini\nu\mathrel{\mathop{\mathchar 58\relax}}=\sum\limits_{i}n_{i} is the total number of events used in the reconstruction over all images. Note that nin_{i} is explained in further detail in 2.1 . On average our image reconstructions use approximately ν25,000\nu\approx 25,000 events. It is impractical numerically to use this data cube due to its size. This issue is resolved by reducing the size of the data cube via time compression. Choose some r,kr,k\in\mathbb{N} such that νrk\nu\approx r\cdot k and define a new data cube as follows:

𝒅𝒄π=ω=1+(π1)kπk𝑬𝑪ω\displaystyle\bm{dc}^{\pi}=\sum_{\omega=1+(\pi-1)\cdot k}^{\pi\cdot k}\bm{EC}^{\omega}

Then we have 𝒅𝒄r×nx×ny\bm{dc}\in\mathbb{R}^{r\times{n_{x}}\times{n_{y}}} where rνkr\approx\frac{\nu}{k}, and π=1,,r\pi=1,\dots,r. For our examples we have chosen k200k\approx 200.

Calculate 𝒈(𝒛)\bm{g}(\bm{z})

Once we have built the data cube then we can calculate the function 𝒈(𝒛)\bm{g}(\bm{z}) which is defined componentwise as:

𝒈xyi(𝒛xy)=log(1|i|iexp(𝒛xyi𝑬xyi(τ,ti))𝑑t),i=1,,nt.\bm{g}_{xy}^{i}(\bm{z}_{xy})=\log\bigg{(}\frac{1}{|\mathcal{I}_{i}|}\int_{\mathcal{I}_{i}}\exp\big{(}\bm{z}^{i}_{xy}\cdot\bm{E}^{i}_{xy}(\tau,t_{i})\big{)}dt\bigg{)},\quad i=1,\dots,n_{t}.

Numerically we approximate this using the trapezoid rule as:

𝒈xyi(𝒛xy)log(1|i|l=2r(τl12)(exp(𝒛xyi𝑬i(τl1,ti))+exp(𝒛xyi𝑬itxy(τl,ti)))),\bm{g}_{xy}^{i}(\bm{z}_{xy})\approx\log\bigg{(}\frac{1}{|\mathcal{I}_{i}|}\sum_{l=2}^{r}\big{(}\frac{\triangle\tau_{l-1}}{2}\big{)}\big{(}\exp\big{(}\bm{z}^{i}_{xy}\cdot\bm{E}^{i}(\tau_{l-1},t_{i})\big{)}+\exp\big{(}\bm{z}^{i}_{xy}\cdot\bm{E}^{i}t_{xy}(\tau_{l},t_{i})\big{)}\big{)}\bigg{)},

where tit_{i} is defined in (2.3) and Δτl1=τlτl1\Delta\tau_{l-1}=\tau_{l}-\tau_{l-1} is the step length. We evaluate the function 𝒃(𝒛)\bm{b}(\bm{z}) as well as the derivatives of 𝒃(𝒛)\bm{b}(\bm{z}) and 𝒈(𝒛)\bm{g}(\bm{z}) in a similar way.

Omitting unnecessary calculations for 𝒛\bm{z}

We recall that 𝒛\bm{z} must be calculated on a per pixel basis. To decrease computation time we only perform an optimization for 𝒛xy\bm{z}_{xy} over the pixels for which event data has been captured.

Image Reconstruction

As shown in Figure 5 our method is capable of generating two image representations. Given some value 𝒛{\bm{z}} the 𝒖\bm{u} representation is given as: 𝒖(𝒛)\bm{u}({\bm{z}}) defined in (3.3)\eqref{eq:u}. The 𝒖\bm{u} representation reconstructs only the dynamical part of the image. This is due to our definition of 𝒃\bm{b} in (3.2). In order to reconstruct the full image including the portion of the image with no dynamics, we use

𝒗xyi=𝒅xyi𝒈xyi(𝒛),\bm{v}_{xy}^{i}=\bm{d}_{xy}^{i}-\bm{g}_{xy}^{i}({\bm{z}}),

a variation of the definition given in (2.5). In general we will refer to the latter formulation as the reconstruction, and will specifically denote the 𝒖\bm{u} representation when presented.

5. Numerical Examples

Next, we present a series of examples which establishes that the proposed approach could be beneficial in practice.

5.1. Benchmark Problem: Unit Bump

The first example is a synthetic case where we consider a blurred unit bump, see Figure 4 . In order to perform this analysis, we require a baseline image for comparison, a series of consecutive images as input for the ESIM generator [10] and our proposed method, a blurry image, and the corresponding event data. To begin, we will construct a series of consecutive images by first creating a white circle on a black background (not shown). Using this initial image, we move the white circle two pixels to the right and two pixels down eight times. This set of nine images completes our series of images. We now generate a tenth image, the blurry image (middle in Figure 4), by averaging the sequence of nine images. The fifth image of the set is designated as our baseline image (left in Figure 4). Lastly, to generate the associated event data, we use the ESIM generator from [10]. The ESIM generator takes a series of images as input, and will output event data. Recall that our model requires a series of images as well as event data in order to generate a reconstructed image. We set 𝑩1\bm{B}^{1} to be the fourth image of the nine image set, 𝑩2\bm{B}^{2} to be the blurry image, and 𝑩3\bm{B}^{3} to be the sixth image. The result of our method (right in Figure 4) is compared to the baseline image. As shown, we obtain a high quality reconstruction with SSIM of 0.96 and PSNR of 27.3. This example serves a benchmark for us to apply our approach on the event based dataset.

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Figure 4. From left to right we have our baseline image, a simulated blurry image, and finally our reconstruction. Events for this reconstruction were produced using the ESIM generator from [10]. Using parameters λ1=1\lambda_{1}=1 and λ2=1e3\lambda_{2}=1e-3, we achieve an SSIM value of 0.96 and a PSNR value of 27.3.

5.2. Multiple Event Based Dataset Examples

Figures 5-7 show the application of our method to various examples. In each of these examples three standard camera images are used to define the 𝑩\bm{B} variable, while the 𝒈\bm{g} and 𝒃\bm{b} variables are calculated using the associated event data. In each of these examples the 𝑩2\bm{B}^{2} image was chosen to be a blurry image. We will refer to the 𝑩2\bm{B}^{2} image as the blurry image for the remainder of this section.

In Figure 5 for the chosen three image sequence 39,000\approx 39,000 events were recorded. The blurry image is shown (left) while our reconstruction is shown (right). Our reconstruction deblurs the fence-line as well as captures the grass and tree texture that is not apparent in the blurred image. The blurred image (left) in Figure 6 shows a person swinging a pillow. Approximately 26,000 events were captured for this example. Our model has successfully reconstructed the boundary of the pillow as well as the persons hand and thumb. Figure 7 is an example of a person jumping and the three image sequence used has \approx 16000 associated events. Notice in the blurred image (left) the persons arm is barely visible. In contrast our model is able to reconstruct the persons arm (right).

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Figure 5. Example of our method with a night drive data set. From left to right we have a standard camera image that contains motion blur, a 2D representation of the event data color coded red for positive events and blue for negative events, a 3D representation of the events over time, and finally the reconstructed image using our bilevel optimization method. Here, we have used λ1=1\lambda_{1}=1 and λ2=1e3\lambda_{2}=1e-3.
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Figure 6. From left to right we have the original blurred image from a standard camera, the 𝒖\bm{u} representation, and the reconstruction using our bilevel method. This reconstruction was generated with λ1=0.5\lambda_{1}=0.5 and λ2=1e3\lambda_{2}=1e-3.
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Figure 7. From left to right we have a standard blurry camera image, the recorded events, and finally our reconstructed image. This reconstruction was generated with λ1=1.5\lambda_{1}=1.5 and λ2=1e3\lambda_{2}=1e-3.

5.3. Event Based Problem: Shadowing Effects

As noted in Section 2.3 one of the limitations to the mEDI model is the appearance of shadows in a high contrasting environment. Examples of this shadowing effect can be seen in [13] and Figures 8 and 9. As shown in Figures 8 and 9 our model is able to substantially reduce the shadowing effects of the EDI and mEDI models.

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Figure 8. In this figure we see the shadowing effects that can occur due a high contrast environment. From left to right we have the standard camera image, the image produced by the mEDI method, and finally the image produced via our bilevel optimization method with λ1=1\lambda_{1}=1 and λ2=1e3\lambda_{2}=1e-3. Clearly, our method helps overcome the shadowing effect.
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Figure 9. The panels show a second example of our method (right) used to deblur the a standard camera image(left) resulting in a reduced amount of shadowing compared to the existing approaches.

Figure 10 shows the behavior of five randomly chosen pixels. We observe the typical convergence behavior of a Newton’s method.

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Figure 10. This figure shows the value 𝒥(𝒛)\|\nabla\mathcal{J}(\bm{z})\| for each Newton iteration over a sample of pixels. The Newton iterations shown are from the optimization of pixels sampled from the image reconstruction that is shown in Figure 8.

Conclusion, Limitation, and Future Work

In this study, we introduce a novel approach to image deblurring by combining event data and multiple standard camera images within a variational framework. Our method demonstrates the existence of solutions for a locally convex problem and we apply a second order Newton solver to several examples, showcasing the effectiveness of our approach.

Though our method does offer a systematic way to construct de-blurred images across time there are limitations that still exist in the model.

  1. (a)

    Our method requires a pixel by pixel optimization and depending on the camera resolution can run into scalability issues. This issue would be most evident with images where dynamics occur at a majority of pixels.

  2. (b)

    Manual tuning may be required of certain parameters as described in Section 4 .

To mitigate the scalability risk, we propose to filter out pixels that have significantly lower event counts compared to other pixels. In future work, we also plan to test the model’s robustness in a domain shift scenario, such as a camera moving in and out of water. Moreover, we aim to develop a parameter learning framework to optimize the regularization parameters for better performance.

Acknowledgement

The authors are grateful to Dr. Patrick O’Neil and Dr. Diego Torrejon (BlackSky) and Dr. Noor Qadri (US Naval Research Lab, Washington DC), for bringing the neuromorphic imaging topic to their attention and for several fruitful discussions.

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