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
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