Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging

DOI10.1111/RSSB.12159MaRDI QIDQ5378156zbMATH OpenOpenAlexFDO

Authors F. Comte, Charles-André Cuenod, Marianna Pensky, Yves Rozenholc

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.7107

zbMATH Keywords

model selectioncomplexity penaltyperfusion imagingLaplace deconvolutiondynamic contrast-enhanced imagingLaplaceDeconv R package

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Image analysis in multivariate analysis (62H35) Inference from stochastic processes and spectral analysis (62M15)

Abstract: In the present paper we consider the problem of Laplace deconvolution with noisy discrete non-equally spaced observations on a finite time interval. We propose a new method for Laplace deconvolution which is based on expansions of the convolution kernel, the unknown function and the observed signal over Laguerre functions basis (which acts as a surrogate eigenfunction basis of the Laplace convolution operator) using regression setting. The expansion results in a small system of linear equations with the matrix of the system being triangular and Toeplitz. Due to this triangular structure, there is a common number $m$ of terms in the function expansions to control, which is realized via complexity penalty. The advantage of this methodology is that it leads to very fast computations, produces no boundary effects due to extension at zero and cut-off at $T$ and provides an estimator with the risk within a logarithmic factor of the oracle risk. We emphasize that, in the present paper, we consider the true observational model with possibly nonequispaced observations which are available on a finite interval of length $T$ which appears in many different contexts, and account for the bias associated with this model (which is not present when $Tightarrowinfty$). The study is motivated by perfusion imaging using a short injection of contrast agent, a procedure which is applied for medical assessment of micro-circulation within tissues such as cancerous tumors. Presence of a tuning parameter $a$ allows to choose the most advantageous time units, so that both the kernel and the unknown right hand side of the equation are well represented for the deconvolution. The methodology is illustrated by an extensive simulation study and a real data example which confirms that the proposed technique is fast, efficient, accurate, usable from a practical point of view and very competitive.

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Cited in

(23)

• Hermite regression estimation in noisy convolution model
• Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series
• Anisotropic multivariate deconvolution using projection on the Laguerre basis
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
• Nonparametric empirical Bayes estimation based on generalized Laguerre series
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
• Statistical deconvolution of the free Fokker-Planck equation at fixed time
• Nonparametric estimation of the expected discounted penalty function in the compound Poisson model
• Drift estimation on non compact support for diffusion models
• Time resolution in transient kinetics
• Solution of linear ill-posed problems using random dictionaries
• Statistical inference for renewal processes
• Revision of the theory of tracer transport and the convolution model of dynamic contrast enhanced magnetic resonance imaging
• Laplace deconvolution with noisy observations
• Laguerre and Hermite bases for inverse problems
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
• Laplace deconvolution with dependent errors: a minimax study
• Global correction of projection estimators under local constraint
• A new efficient method for estimating the Gerber-Shiu function in the classical risk model
• Anisotropic functional Laplace deconvolution
• Regression function estimation as a partly inverse problem
• Non compact estimation of the conditional density from direct or noisy data
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model

Describes a project that uses

Uses Software

• LaplaceDeconv

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