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

被引:63
作者
Agapiou, Sergios [1 ]
Larsson, Stig [2 ,3 ]
Stuart, Andrew M. [1 ]
机构
[1] Univ Warwick, Inst Math, Coventry CV4 7AL, W Midlands, England
[2] Chalmers Univ Technol, Dept Math Sci, SE-41296 Gothenburg, Sweden
[3] Univ Gothenburg, Dept Math Sci, SE-41296 Gothenburg, Sweden
基金
瑞典研究理事会; 英国工程与自然科学研究理事会;
关键词
Posterior consistency; Posterior contraction; Gaussian prior; Posterior distribution; Inverse problems; DISTRIBUTIONS; CONVERGENCE; CONSISTENCY;
D O I
10.1016/j.spa.2013.05.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:3828 / 3860
页数:33
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