A general approach to posterior contraction in nonparametric inverse problems

被引:13
作者
Knapik, Bartek [1 ]
Salomond, Jean-Bernard [2 ]
机构
[1] Vrije Univ Amsterdam, Dept Math, Boelelaan 1081, NL-1081 HV Amsterdam, Netherlands
[2] Univ Paris Est, Lab Anal & Math Appl UMR 8050, UPEM, UPEC,CNRS, F-94010 Creteil, France
关键词
Bayesian nonparametrics; modulus of continuity; nonparametric inverse problems; posterior distribution; rate of contraction; BAYESIAN DENSITY-ESTIMATION; ASYMPTOTIC EQUIVALENCE; WHITE-NOISE; ADAPTIVE ESTIMATION; DIRICHLET MIXTURES; LINEAR-REGRESSION; CONVERGENCE-RATES; PRIORS; DISTRIBUTIONS; CONSISTENCY;
D O I
10.3150/16-BEJ921
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 paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related direct problem of estimating transformed parameter of interest. An interesting aspect of this approach is that it allows us to derive contraction rates for priors that are not related to the singular value decomposition of the operator. We apply our result to several examples of linear inverse problems, both in the white noise sequence model and the nonparametric regression model, using priors based on the singular value decomposition of the operator, location-mixture priors and splines prior, and recover minimax adaptive contraction rates.
引用
收藏
页码:2091 / 2121
页数:31
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