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
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