Bayesian non-linear statistical inverse problems
Bayesian inferenceBernstein-von Mises theoremfrequentist inferenceinverse problemsMarkov chain Monte Carlononparametric inference
Inverse problems for PDEs (35R30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
The book gives a broad introduction to this very class of problems and discusses (nonparametric) statistical and computational aspects related to them. The work achieves its goal to present them on a level suitable for graduate students in mathematics and mathematical statistics. The first chapter introduces inverse problems conceptually -- along with a few relevant model problems: the Calderón problem, (non-abelian) X-ray reconstruction, the elliptic inverse problems (and how to use parabolic data), and the problem of estimating the initial state in a nonlinear Navier-Stokes equation. The author then proceeds to explain the Bayesian approach to inverse problems together with appropriate Markov chain Monte Carlo algorithms for computational approximation and the frequentist view point on Bayesian inference. Chapter 2 investigates the posterior consistency for some Bayesian inverse problems, e.g., whether in the large sample limit the posterior converges to a Dirac mass concentrated in the true model. Chapter 3 studies local properties of the posterior when the forward operator is linearised in a neighbourhood of the true model. Chapter 4, on the one hand, considers the asymptotic normality for a class of Bayesian inverse problems through nonparametric Bernstein-von Mises theorems. Chapter 5, on the other hand, shows that where asymptotic normality is not given, posteriors may still be approximately log-concave and studies related implications in the theory of Markov chain Monte Carlo algorithms. Readers with a background in variational inverse problems or uncertainty quantification will be able to use this book to study the statistical (and, especially, asymptotic) aspects behind variational and Bayesian inverse problems. (Bayesian) nonparametric statisticians are introduced to new inference problems (such appearing in image reconstruction, geotechnical engineering, weather forecasting,...) and their analysis. They will also profit from the presented results on non-asymptotic approximate log-concavity of posteriors under non-linear models.
- Non-Gaussian statistical inverse problems. Part I: Posterior distributions
- Statistical and computational inverse problems.
- Introduction to Bayesian Scientific Computing
- Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns
- Bayesian analysis in inverse problems
- Exact statistical solutions using the inverse Bayes formulae.
- scientific article; zbMATH DE number 5168223 (Why is no real title available?)
- Nonparametric statistical inverse problems
- scientific article; zbMATH DE number 1098882 (Why is no real title available?)
- scientific article; zbMATH DE number 1415983 (Why is no real title available?)
- Stability estimates for the expected utility in Bayesian optimal experimental design
- A Bayesian approach for consistent reconstruction of inclusions
- Consistent inference for diffusions from low frequency measurements
- Consistency of the Bayes method for the inverse scattering problem
- Gaussian processes for Bayesian inverse problems associated with linear partial differential equations
- On posterior consistency of data assimilation with Gaussian process priors: the 2D-Navier-Stokes equations
- Bayesian linear inverse problems in regularity scales with discrete observations
- The hyperbolic X-ray transform: new range characterizations, mapping properties and functional relations
- Gaussian process methods for covariate-based intensity estimation
- Convergence rates for the maximum a posteriori estimator in PDE-regression models with random design
- Posterior contraction rates in a sparse non-linear mixed-effects model
- MCMC-Net: accelerating Markov chain Monte Carlo with neural networks for inverse problems
- On low frequency inference for diffusions without the hot spots conjecture
- Stochastic convergence analysis of the inverse potential problem
- Consistency of Bayesian inference for a subdiffusion equation
- Posterior concentration for Gaussian process priors under rescaled and hierarchical Matérn and confluent hypergeometric covariance functions
- Statistical algorithms for low-frequency diffusion data: a PDE approach
- Semi-parametric Bernstein-von Mises theorem in linear inverse problems
- Bayesian nonparametric inference in McKean-Vlasov models
- Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
- Increasing stability in an inverse boundary value problem -- Bayesian viewpoint
- Dirichlet-Neumann averaging: the DNA of efficient Gaussian process simulation
- Misspecified Bernstein-von Mises theorem for hierarchical models
- Consistency of variational inference for Besov priors in non-linear inverse problems
- Frequency-dependent contraction rates for the Bayesian method to the inverse source problem
- Discrete to continuum limits in Bayesian inverse problems
- Clusterization in D-optimal designs: the case against linearization
- Sharp bounds in perturbed smooth optimization
- Linear methods for nonlinear inverse problems
- Optimal Plug-in Gaussian Processes for Modeling Derivatives
- Sampling theorems for inverse problems on Riemannian manifolds
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