• Title of article

    Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems

  • Author/Authors

    Agapiou، نويسنده , , Sergios and Larsson، نويسنده , , Stig and Stuart، نويسنده , , Andrew M.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    33
  • From page
    3828
  • To page
    3860
  • Abstract
    We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying the posterior using its precision operator. Working with the unbounded precision operator enables us to use partial differential equations (PDE) methodology to obtain rates of contraction of the posterior distribution to a Dirac measure centered on the true solution. Our methods assume a relatively weak relation between the prior covariance, noise covariance and forward operator, allowing for a wide range of applications.
  • Keywords
    posterior consistency , Posterior contraction , Gaussian prior , Posterior distribution , inverse problems
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2013
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579095