ANALYSIS VS.
SYNTHESIS
Numerical study on CRSI-based seismic interpolation with NESTA
Tim Lin
final project Eosc512 Term 2009W
Why are they adversaries?
Analysis and synthesis forms are based two subtly
different signal priors for a general inverse problem:
y = T (x) + noise
where given y the goal is to find x, usually involving
some sort of inverse of T
(noise is additive pure Gaussian noise)
Why are they adversaries?
if we use a totally uninformed (uniform prior) on x
Prob(X) = uniform(x)
xML = argmax Prob(Y |X)
x
1
= argmax exp( ||y T (x)|| )2
x 2
= argmin ||y T (x)||2
2
x
least-squares solution pops out as Maximum
Likelihood solution
Why are they adversaries?
similarily:
Analysis prior Synthesis prior
Prob(X) = C · exp( ||Wx||pp ) Prob(X) = C · exp( ||w(x)||pp )
w = arg min ||w||pp
w x
max Prob(X|Y ) MAP assumption
X
xMAP = xMAP =
arg min ||y T (x)||22 + ||Wx||pp W† arg min ||y T (W† w)||22 + ||w||pp
x w
Lambda form and constrained form
Analysis prior solution
arg min ||y T (x)||22 + ||Wx||pp
x
arg min ||Wx||pp s.t. ||y T (x)||22 <
x
Synthesis prior solution
W† arg min ||y T (W† w)||22 + ||w||pp
w
W† arg min ||w||pp s.t. ||y T (W† x)||22 <
w
Geometric interpretation
max Prob(X) s.t. ||X||2 = 1
X
unit 2-norm ball
{W† w | ||w|| 1}
Synthesis prior polytope
synthesis prior polytope have vertex of columns of W† and W†
Geometric interpretation
max Prob(X) s.t. ||X||2 = 1
X
unit 2-norm ball
Analysis prior polytope
?
analysis prior polytope have vertices of null( ) where is submatrix made from
N 1 rows of W, which is of dimension L N, L > N
Synthesis at a glance
Advantages
• Clear, explicit, constructive, intuitive description of
the solution
• Vast empirical evidence that natural image is
generally a sparse combination of atomic elements
(results lacking for analysis prior)
• Informally assumed to provide higher quality result
• Benefit from more redundant dictionaries
Disadvantages
• Slower to constrain energy
• More sensitive to bad atoms and cascading effects
Analysis at a glance
Advantages
• Much less sensitive to bad atoms and cascading effects
• Faster to constrain energy
Disadvantages
• very little algorithms developed for analysis priors
• lacks general theoretical results
• might not benefit from dictionary redundancy
A word on algorithms
For large-scale problems, need a first-order method
IST is not guaranteed to converge to a solution
for the analysis case
Emerging algorithm called NESTA that has
guarantees to converge superlinearly using both
kinds of priors (due to special form of
objective function)
Application to CRSI
CRSI-based interpolation assumes:
T (x) = Rx
p=1
W = 2D or 3D Curvelet
We set:
= 0.01||xo ||2
2
Application to CRSI
Operator is trace removal from seismic data
50 50
time sample
time sample
100 100
150 150
200 200
250 250
50 100 150 200 250 50 100 150 200 250
trace number trace number
xo Rxo
Application to CRSI
Analysis and Synthesis forms:
Analysis prior
xMAP-A = arg min ||Cx||1 s.t. ||y Rx||2
2
<
x
Synthesis prior
xMAP-S = C arg min ||w||1 s.t. ||y
T
C T
w||2
2
<
w
= 0.01||xo ||2
2
CRSI intuitions
• Randomly subsampled Fourier basis is a known,
well-behaved compressive sensing projector
• 2D Curvelet representation can be thought of as a
partitioned representation of 2D Fourier
• Randomly subsampled 2D Curvelet basis should
behave similarly to randomly subsampled 2D
Fourier (rough statement)
• Curvelet atoms “bridges gaps in the traces”
Application to CRSI, results 25%
50
time sample
100
150
200
250
50 100 150 200 250
trace number
25% traces missing
Application to CRSI, results 25%
50 50
time sample
100
time sample
100
150 150
200
200
250
250
50 100 150 200 250
trace number 50 100 150 200 250
trace number
Analysis result 42.3dB Synthesis result 44.9dB
time: 83.5s time: 936.6s
94 iterations 478 iterations
(0.89s per iter) (1.96s per iter)
Application to CRSI, results 25%
20
15
10
Original signal
5
amplitude
−5 curvelet coefficients
−10
−15
−20
0 1 2 3 4 5
coefficient number 5
x 10
20 60
15 40
10
20
5
amplitude
amplitude
0
0
−20
−5
−40
−10
−15 −60
−20 −80
0 1 2 3 4 5 0 1 2 3 4 5
coefficient number x 10
5 coefficient number 5
x 10
Analysis result Cx Synthesis result w
Application to CRSI, results 40%
50
time sample
100
150
200
250
50 100 150 200 250
trace number
40% traces missing
Application to CRSI, results 40%
50 50
time sample
time sample
100 100
150 150
200 200
250 250
50 100 150 200 250 50 100 150 200 250
trace number trace number
Analysis result 25.0dB Synthesis result 27.1dB
time: 94.6s time: 870.6s
110 iterations 487 iterations
(0.86s per iter) (1.79s per iter)
Application to CRSI, results 40%
50 50
time sample
time sample
100 100
150 150
200 200
250 250
50 100 150 200 250 50 100 150 200 250
trace number trace number
SPGL1 synthesis result 24.3dB NESTA synthesis result 27.1dB
time: 66.3s time: 870.6s
51 iterations 487 iterations
(1.3s per iter) (1.79s per iter)
Application to CRSI, results 55%
50
time sample
100
150
200
250
50 100 150 200 250
trace number
40% traces missing
Application to CRSI, results 55%
50 50
time sample
100
time sample
100
150 150
200 200
250 250
50 100 150 200 250 50 100 150 200 250
trace number trace number
Analysis result 18.1dB Synthesis result 16.9dB
time: 120.8s time: 908.4s
128 iterations 494 iterations
(1.00s per iter) (1.84 per iter)
Application to CRSI, results 55%
20
15
10
Original signal
5
amplitude
−5 curvelet coefficients
−10
−15
−20
0 1 2 3 4 5
coefficient number 5
x 10
20 80
15 60
10 40
5 20
amplitude
amplitude
0 0
−5 −20
−10 −40
−15 −60
−20 −80
0 1 2 3 4 5 0 1 2 3 4 5
coefficient number 5
x 10 coefficient number 5
x 10
Analysis result Cx Synthesis result w
Discussion
• Analysis case has shorter iteration time, which is
easily understandable from looking at the details of
NESTA (2-norm constraint is more expensive than
obtaining a gradient on objective)
• Nontrivially there is better convergence behaviour
for analysis priors for CRSI
• Seemingly for CRSI using NESTA there is no reason
to use synthesis prior (unless really picky about
SNR)
Future Work
• Why does the analysis problem experience better
convergence? Is this specific to CRSI or to NESTA?
• Try other types of R (ex. simultaneous seismic
sources) to see if this behaviour is specific to the
Curvelet frame on seismic signals
• Try other future reconstruction algorithms