Bayesian posterior contraction rates for linear severely ill-posed inverse problems

被引:24
|
作者
Agapiou, Sergios [1 ]
Stuart, Andrew M. [1 ]
Zhang, Yuan-Xiang [2 ]
机构
[1] Univ Warwick, Math Inst, Coventry CV4 7AL, W Midlands, England
[2] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
来源
JOURNAL OF INVERSE AND ILL-POSED PROBLEMS | 2014年 / 22卷 / 03期
基金
英国工程与自然科学研究理事会;
关键词
Gaussian prior; posterior consistency; rate of contraction; severely ill-posed problems; DISTRIBUTIONS; CONVERGENCE; CONSISTENCY;
D O I
10.1515/jip-2012-0071
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function. The observational noise is assumed to be Gaussian; as a consequence the prior is conjugate to the likelihood so that the posterior distribution is also Gaussian. We study Bayesian posterior consistency in the small observational noise limit. We assume that the forward operator and the prior and noise covariance operators commute with one another. We show how, for given smoothness assumptions on the truth, the scale parameter of the prior, which is a constant multiplier of the prior covariance operator, can be adjusted to optimize the rate of posterior contraction to the truth, and we explicitly compute the logarithmic rate.
引用
收藏
页码:297 / 321
页数:25
相关论文
共 50 条
  • [1] Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
    Agapiou, Sergios
    Larsson, Stig
    Stuart, Andrew M.
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2013, 123 (10) : 3828 - 3860
  • [2] Weak-norm posterior contraction rate of the 4DVAR method for linear severely ill-posed problems
    Ding, Litao
    Lu, Shuai
    Cheng, Jin
    JOURNAL OF COMPLEXITY, 2018, 46 : 1 - 18
  • [3] Regularized Posteriors in Linear Ill-Posed Inverse Problems
    Florens, Jean-Pierre
    Simoni, Anna
    SCANDINAVIAN JOURNAL OF STATISTICS, 2012, 39 (02) : 214 - 235
  • [4] Ill-Posed Inverse Problems in Economics
    Horowitz, Joel L.
    ANNUAL REVIEW OF ECONOMICS, VOL 6, 2014, 6 : 21 - 51
  • [5] Unsaturable methods for solving severely ill-posed problems
    Solodky, Sergei G.
    Mosentsova, Ganna
    INTERNATIONAL JOURNAL OF COMPUTING SCIENCE AND MATHEMATICS, 2009, 2 (03) : 229 - 242
  • [6] Numerical solutions of linear ill-posed problems
    Iqbal, M
    INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS, 2005, 16 (01) : 29 - 37
  • [7] The minimal radius of Galerkin information for severely ill-posed problems
    Solodky, Sergei G.
    Myleiko, Ganna L.
    JOURNAL OF INVERSE AND ILL-POSED PROBLEMS, 2014, 22 (05): : 739 - 757
  • [8] ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
    Chen, Xiaohong
    Reiss, Markus
    ECONOMETRIC THEORY, 2011, 27 (03) : 497 - 521
  • [9] ORACLE-TYPE POSTERIOR CONTRACTION RATES IN BAYESIAN INVERSE PROBLEMS
    Lin, Kui
    Lu, Shuai
    Mathe, Peter
    INVERSE PROBLEMS AND IMAGING, 2015, 9 (03) : 895 - 915
  • [10] An entropic Landweber method for linear ill-posed problems
    Burger, M.
    Resmerita, E.
    Benning, M.
    INVERSE PROBLEMS, 2020, 36 (01)