A note on the Karhunen-Loeve expansions for infinite-dimensional Bayesian inverse problems

被引：13

作者：

Li, Jinglai ^{[1
,2
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Math, Inst Nat Sci, Shanghai 200240, Peoples R China

[2] Shanghai Jiao Tong Univ, MOE Key Lab Sci & Engn Comp, Shanghai 200240, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 106卷

关键词：

Karhunen-Loeve expansion; Bayesian inverse problems; Gaussian measure;

D O I：

10.1016/j.spl.2015.06.025

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：

In this note, we consider the truncated Karhunen-Loeve expansion for approximating the maximum a posteriori (MAP) solutions to infinite dimensional Bayesian inverse problems. In particular, we derive an a priori error bound between a MAP solution and its finite dimensional approximation. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：1 / 4

页数：4

共 14 条

[1]

[Anonymous], WATER RESOUR RES

[2]

[Anonymous], 2005, STAT COMPUTATIONAL I

[3] Consistency and rates of convergence of nonlinear Tikhonov regularization with random noise [J].