Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns (Q435840): Difference between revisions

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Property / DOI: 10.3934/ipi.2012.6.267 / rank
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[For the review of part I of this paper see ibid., 215--266 (2012; Zbl 1263.62041).] As announced in part I, the paper addresses the following question: (iii) Convergence of posterior distributions and posterior means for approximated unknowns. Especially finding conditions that guarantee the convergence of the posterior distributions when the corresponding approximated prior distributions converge. It is of interest to know whether the estimated probabilities converge when the finite-dimensional approximations are refined. The use of a generalized Bayesian formula allows to turn the question of the convergence of the posterior distributions to that of the convergence of the finite-dimensional approximations. The author investigates three modes of convergence: weak, setwise and convergence in variation.
Property / review text: [For the review of part I of this paper see ibid., 215--266 (2012; Zbl 1263.62041).] As announced in part I, the paper addresses the following question: (iii) Convergence of posterior distributions and posterior means for approximated unknowns. Especially finding conditions that guarantee the convergence of the posterior distributions when the corresponding approximated prior distributions converge. It is of interest to know whether the estimated probabilities converge when the finite-dimensional approximations are refined. The use of a generalized Bayesian formula allows to turn the question of the convergence of the posterior distributions to that of the convergence of the finite-dimensional approximations. The author investigates three modes of convergence: weak, setwise and convergence in variation. / rank
 
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Property / reviewed by: Carlo Sempi / rank
 
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Property / Mathematics Subject Classification ID: 62F15 / rank
 
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Property / Mathematics Subject Classification ID: 65J22 / rank
 
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Property / Mathematics Subject Classification ID: 60F05 / rank
 
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Property / Mathematics Subject Classification ID: 60B11 / rank
 
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Property / Mathematics Subject Classification ID: 65C60 / rank
 
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Property / Mathematics Subject Classification ID: 62C10 / rank
 
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Property / zbMATH DE Number: 6055150 / rank
 
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Bayesian methods
Property / zbMATH Keywords: Bayesian methods / rank
 
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posterior distributions
Property / zbMATH Keywords: posterior distributions / rank
 
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measures on linear spaces
Property / zbMATH Keywords: measures on linear spaces / rank
 
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non-Gaussian noise
Property / zbMATH Keywords: non-Gaussian noise / rank
 
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Property / OpenAlex ID: W3098949320 / rank
 
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Property / arXiv ID: 1112.0906 / rank
 
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Property / DOI: 10.3934/IPI.2012.6.267 / rank
 
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Latest revision as of 17:32, 9 December 2024

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Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns
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    Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns (English)
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    12 July 2012
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    [For the review of part I of this paper see ibid., 215--266 (2012; Zbl 1263.62041).] As announced in part I, the paper addresses the following question: (iii) Convergence of posterior distributions and posterior means for approximated unknowns. Especially finding conditions that guarantee the convergence of the posterior distributions when the corresponding approximated prior distributions converge. It is of interest to know whether the estimated probabilities converge when the finite-dimensional approximations are refined. The use of a generalized Bayesian formula allows to turn the question of the convergence of the posterior distributions to that of the convergence of the finite-dimensional approximations. The author investigates three modes of convergence: weak, setwise and convergence in variation.
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    Bayesian methods
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    posterior distributions
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    measures on linear spaces
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    non-Gaussian noise
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