Weak and TV consistency in Bayesian uncertainty quantification using disintegration

被引:0
|
作者
J. Andrés Christen
José Luis Pérez-Garmendia
机构
[1] Centro de Investigación en Matemáticas (CIMAT),
来源
Boletín de la Sociedad Matemática Mexicana | 2021年 / 27卷
关键词
Inverse problems; Bayesian inference; Disintegration; Weak convergence; Total variation; Discretization consistency; 62A99; 62C10; 35R30;
D O I
暂无
中图分类号
学科分类号
摘要
Using standard techniques in Probability theory we prove a series of results relevant in the theory of Bayesian uncertainty quantification (UQ). Using the approach, found in the Bayesian literature, of defining the posterior distribution through a disintegration argument, and using weak and total variation convergence, we are able to prove the existence and numerical consistency of the posterior measure in general functional (Banach) spaces. Relaying commonly on simpler proofs and weaker assumptions, we establish these basic results useful for the theoretical foundation of most common and current UQ problems.
引用
收藏
相关论文
共 50 条
  • [31] VB-DeepONet: A Bayesian operator learning framework for uncertainty quantification
    Garg, Shailesh
    Chakraborty, Souvik
    ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE, 2023, 118
  • [32] Novel Nonprobabilistic Bayesian Uncertainty Quantification Method for Structures with Interval Parameters
    Wu, Peng
    Hu, Wenshuo
    Li, Yunlong
    Liu, Zhenchen
    Liu, Beibei
    INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS, 2023, 20 (01)
  • [33] Statistics-based Bayesian modeling framework for uncertainty quantification and propagation
    Ping, Menghao
    Jia, Xinyu
    Papadimitriou, Costas
    Han, Xu
    Jiang, Chao
    MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2022, 174
  • [34] Efficient Bayesian estimation and uncertainty quantification in ordinary differential equation models
    Bhaumik, Prithwish
    Ghosal, Subhashis
    BERNOULLI, 2017, 23 (4B) : 3537 - 3570
  • [35] Bayesian calibration and uncertainty quantification for a large nutrient load impact model
    Kaurila, Karel
    Lignell, Risto
    Thingstad, Frede
    Kuosa, Harri
    Vanhatalo, Jarno
    ECOLOGICAL INFORMATICS, 2025, 85
  • [36] Bayesian time domain approach for damping identification and uncertainty quantification in stay cables using free vibration response
    Feng, Zhouquan
    Zhang, Jiren
    Xuan, Xinyan
    Wang, Yafei
    Hua, Xugang
    Chen, Zhengqing
    Yan, Wangji
    ENGINEERING STRUCTURES, 2024, 315
  • [37] Uncertainty Quantification Accounting for Model Discrepancy Within a Random Effects Bayesian Framework
    Ricciardi, Denielle E.
    Chkrebtii, Oksana A.
    Niezgoda, Stephen R.
    INTEGRATING MATERIALS AND MANUFACTURING INNOVATION, 2020, 9 (02) : 181 - 198
  • [38] Bayesian MRI reconstruction with joint uncertainty estimation using diffusion models
    Luo, Guanxiong
    Blumenthal, Moritz
    Heide, Martin
    Uecker, Martin
    MAGNETIC RESONANCE IN MEDICINE, 2023, 90 (01) : 295 - 311
  • [39] Bayesian uncertainty quantification of turbulence models based on high-order adjoint
    Papadimitriou, Dimitrios I.
    Papadimitriou, Costas
    COMPUTERS & FLUIDS, 2015, 120 : 82 - 97
  • [40] Machine learning and model driven bayesian uncertainty quantification in suspended nonstructural systems
    Qin, Zhiyuan
    Naser, M. Z.
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2023, 237