Variational Viewpoint of the Quadratic Markov Measure Field Models: Theory and Algorithms

We present a framework for image segmentation based on quadratic programming, i.e., by minimization of a quadratic regularized energy linearly constrained. In particular, we present a new variational derivation of the quadratic Markov measure field (QMMF) models, which can be understood as a procedure for regularizing model preferences (memberships or likelihoods). We also present efficient optimization algorithms. In the QMMFs, the uncertainty in the computed regularized probability measure field is controlled by penalizing Gini´s coefficient, and hence, it affects the convexity of the quadratic programming problem. The convex case is reduced to the solution of a positive definite linear system, and for that case, an efficient Gauss-Seidel (GS) scheme is presented. On the other hand, we present an efficient projected GS with subspace minimization for optimizing the nonconvex case. We demonstrate the proposal capabilities by experiments and numerical comparisons with interactive two-class segmentation, as well as the simultaneous estimation of segmentation and (parametric and nonparametric) generative models. We present extensions to the original formulation for including color and texture clues, as well as imprecise user scribbles in an interactive framework.