Bayesian Recovery of the Initial Condition for the Heat Equation

DOI10.1080/03610926.2012.681417zbMath1347.62057arXiv1111.5876OpenAlexW3102560394MaRDI QIDQ4929189

B. T. Knapik, J. H. van Zanten, Aad W. van der Vaart

Publication date: 13 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.5876

zbMATH Keywords

posterior distributionGaussian priorrate of contractioncredible setheat inverse problem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

Related Items (24)

Bayes procedures for adaptive inference in inverse problems for the white noise model ⋮ Probabilistic regularization of Fredholm integral equations of the first kind ⋮ Terminal value problem for nonlinear parabolic equation with Gaussian white noise ⋮ Supremum norm posterior contraction and credible sets for nonparametric multivariate regression ⋮ Designing truncated priors for direct and inverse Bayesian problems ⋮ Posterior Contraction in Bayesian Inverse Problems Under Gaussian Priors ⋮ Bayesian inverse problems with unknown operators ⋮ Bayesian inverse problems with non-conjugate priors ⋮ Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency ⋮ A Reduced-Order-Model Bayesian Obstacle Detection Algorithm ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ An improved quasi-reversibility method for a terminal-boundary value multi-species model with white Gaussian noise ⋮ An efficient algorithm for a class of stochastic forward and inverse Maxwell models in \(\mathbb{R}^3\) ⋮ Bayesian linear inverse problems in regularity scales ⋮ Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems ⋮ Weak-norm posterior contraction rate of the 4DVAR method for linear severely ill-posed problems ⋮ Importance sampling: intrinsic dimension and computational cost ⋮ Frequentist coverage of adaptive nonparametric Bayesian credible sets ⋮ Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets ⋮ Local search methods for the solution of implicit inverse problems ⋮ Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems ⋮ Bayesian inverse problems with non-commuting operators ⋮ Solving inverse problems using data-driven models ⋮ Bayesian inverse problems with partial observations

Cites Work

• Unnamed Item
• Adaptive estimation of linear functionals in the convolution model and applications
• Bayesian inverse problems with Gaussian priors
• On the Lambert \(w\) function
• On pointwise adaptive nonparametric deconvolution
• Inverse problems: A Bayesian perspective
• Nonparametric statistical inverse problems
• Statistical inference for inverse problems
• Tikhonov Regularization for Finitely and Infinitely Smoothing Operators
• Statistical Inverse Estimation in Hilbert Scales

This page was built for publication: Bayesian Recovery of the Initial Condition for the Heat Equation