math.STOct 21, 2026

Existence of Minimizers for the Gaussian Mumford-Shah Model via Covariance Floors on the Value Distribution

Authors: Faian Conrad

Organizations: IGPM, RWTH Aachen University, Germany

Abstract

The Gaussian Mumford-Shah model segments an image into regions by minimizing a continuous multivariate Gaussian negative log-likelihood term plus a perimeter penalty. It is used for scalar- and vector-valued images, in particular hyperspectral images, but the existence of a minimizer in general is not guaranteed. The energy is unbounded below whenever the covariance of a single region degenerates, regardless of the perimeter of the regions. A quantitative covariance floor on the covariances of all regions, or equivalently uniform Hölder continuity with exponent at most one of all one-dimensional marginals of the histogram, guarantees a lower bound on the energy and the existence of a minimizer. Our approach therefore shows that existence follows from a property of the histogram of the image, and we furthermore argue that scale-independent covariance floors cannot exist. Admitting a quantitative covariance floor is generic: it holds almost surely for all images with suitable noise. As applications of our theory, we show the convergence of regularized models used in practice and of numerical methods.

Figures & tables

Explore similar work

Oct 5, 2026

Gauss-Map Variation for Image Denoising: Geometric Analysis and an Anderson--Accelerated Majorization--Minimization Method

We propose a Gauss-map variation (GMV) model for image denoising that measures the spatial variation of the tangent-plane projectors of the scaled image graph. We establish an equivalent representation of the regularizer in terms of the corresponding Gauss map and, using differential geometric tools including tubular coordinates and the Frenet frame, analyze its behavior across general C2C^2 and piecewise C2C^2 boundaries. The resulting estimates provide edge- and corner-contrast preservation properties. To solve the proposed model, we introduce a bilinear decomposition involving a unit normal field and a scalar magnitude field and develop an Anderson-accelerated majorization--minimization algorithm. The normal field subproblem admits an explicit pointwise majorization--minimization update, which is combined with an Anderson acceleration. For both L1L^1 and L2L^2 data fidelity terms, we establish sufficient decrease and boundedness of the iterates and prove that the generated sequence converges to a critical point of the penalized model. Numerical experiments on synthetic and natural images demonstrate the boundary preserving capability of the proposed model and its competitive performance in removing Gaussian and impulsive noise.
Oct 20, 2026

From Proper Scoring Rules and Edge Biases to Mumford-Shah Models: Robust Unsupervised Hyperspectral Image Segmentation

Hyperspectral images provide a rich representation of the underlying spectrum for each pixel, allowing for a pixel-wise classification/segmentation into different classes. As the availability of labeled hyperspectral images is limited and the acquisition of labeled training data is time-consuming, unsupervised segmentation methods are important in hyperspectral image segmentation. Spectral variability, mixed pixels, noise as well as high correlation between neighboring spectral bands make this task challenging. We present a feature-agnostic, unsupervised hyperspectral segmentation framework based on the piecewise-constant Mumford-Shah functional. Our framework turns a strictly proper scoring rule and a family of parametric probability distributions into an indicator function for the Mumford-Shah functional, and we naturally generalize some previous Mumford-Shah based models for image segmentation this way. Our focus will be on heavy-tailed elliptical distributions, the negative log-likelihood score and the score based on the beta-divergence to deal with the heavy outliers in hyperspectral imaging. Using the interplay between the calculus of variations and statistics, we also propose a robustness step to estimate the statistical parameters of these heavy-tailed elliptical distributions. In addition, an edge bias, which contains prior boundary information, is incorporated into both the data fidelity term and the perimeter term of the Mumford-Shah functional. Numerical experiments show that, to the best of our knowledge, our method achieves the highest overall accuracy among fully unsupervised methods on three of the four standard benchmarks (Indian Pines, Kennedy Space Center, Pavia University and Salinas) evaluated on the full scenes. It also improves upon our previous Mumford-Shah based model.
Oct 4, 2026

Moment-Accurate Gaussian Mixtures for Constant-Step Stochastic Approximation

Local Gaussian models of constant-step learning predict output variability and expected losses, but weak convergence alone does not justify these moment predictions. We establish moment-accurate Gaussian mixtures by matching stationary energy with local Ornstein--Uhlenbeck limits, ruling out quadratic tail mass invisible to weak convergence. For step size aa, the second-order Wasserstein error is o(a)o(\sqrt a), uniformly over invariant laws, using each law's actual root weights. The assumptions combine confinement, descent, finitely many hyperbolic equilibria and root continuity with finite-variance innovations. The result yields observable covariances, expected objective gaps and first-order mean shifts, while allowing singular covariances, compatible saddles and weights without a limit. For additive noise given by a fixed invertible transform of independent standardized Student t3t_3 coordinates, symmetry gives an order-sharp a\sqrt a smooth-test bound. Numerical transport calculations demonstrate the value of root-specific covariances; controlled SGD studies assess observable predictions across step sizes, batch sizes and model geometries.