Bayesian inverse problems with non-conjugate priors

From MaRDI portal
Revision as of 03:03, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:372136

DOI10.1214/13-EJS851zbMath1294.62107arXiv1209.6156MaRDI QIDQ372136

Kolyan Ray

Publication date: 14 October 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6156




Related Items (38)

Bayes procedures for adaptive inference in inverse problems for the white noise modelDesigning truncated priors for direct and inverse Bayesian problemsConsistency of Bayesian inference with Gaussian process priors for a parabolic inverse problemPosterior Contraction in Bayesian Inverse Problems Under Gaussian PriorsThe mathematical work of Evarist GinéBayesian approach for inverse interior scattering problems with limited apertureBayesian inverse problems with unknown operatorsBayesian inverse problems with heterogeneous varianceHyperparameter estimation in Bayesian MAP estimation: parameterizations and consistencyPosterior contraction rates of density derivative estimationConvergence Rates for Learning Linear Operators from Noisy DataLaplace priors and spatial inhomogeneity in Bayesian inverse problemsBayesian adaptationNonparametric statistical inference for drift vector fields of multi-dimensional diffusionsBesov-Laplace priors in density estimation: optimal posterior contraction rates and adaptationConsistency of Bayesian inference with Gaussian process priors in an elliptic inverse problemBayesian linear inverse problems in regularity scalesPosterior contraction rates for support boundary recoveryEfficient nonparametric Bayesian inference for \(X\)-ray transformsSparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problemsMultiscale scanning in inverse problemsImportance sampling: intrinsic dimension and computational costPosterior contraction in sparse Bayesian factor models for massive covariance matricesFrequentist coverage of adaptive nonparametric Bayesian credible setsRejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible setsRates of contraction of posterior distributions based on \(p\)-exponential priorsBernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse ProblemsConvergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression ProblemsPosterior convergence for Bayesian functional linear regressionA Bayesian nonparametric approach to log-concave density estimationLarge deviations for infinite weighted sums of stretched exponential random variablesSolving inverse problems using data-driven modelsStatistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priorsNonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency dataBernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processesBernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equationNonparametric Bayesian inference for reversible multidimensional diffusionsDiscussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets




Cites Work




This page was built for publication: Bayesian inverse problems with non-conjugate priors