Besov priors for Bayesian inverse problems
From MaRDI portal
Abstract: We consider the inverse problem of estimating a function from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the last decade, gained importance as a practical tool. However most of the existing theory has been developed for Gaussian prior measures. Recently Lassas, Saksman and Siltanen (Inv. Prob. Imag. 2009) showed how to construct Besov prior measures, based on wavelet expansions with random coefficients, and used these prior measures to study linear inverse problems. In this paper we build on this development of Besov priors to include the case of nonlinear measurements. In doing so a key technical tool, established here, is a Fernique-like theorem for Besov measures. This theorem enables us to identify appropriate conditions on the forward solution operator which, when matched to properties of the prior Besov measure, imply the well-definedness and well-posedness of the posterior measure. We then consider the application of these results to the inverse problem of finding the diffusion coefficient of an elliptic partial differential equation, given noisy measurements of its solution.
Recommendations
- Discretization-invariant Bayesian inversion and Besov space priors
- Bayesian approach to inverse problems for functions with a variable-index Besov prior
- Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails
- Bayesian inverse problems with partial observations
- Well-posed Bayesian inverse problems with infinitely divisible and heavy-tailed prior measures
Cited in
(58)- A MCMC method based on surrogate model and Gaussian process parameterization for infinite Bayesian PDE inversion
- Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation
- Heavy-tailed Bayesian nonparametric adaptation
- Multilevel Monte Carlo FEM for elliptic PDEs with Besov random tree priors
- Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
- Adaptive inference over Besov spaces in the white noise model using \(p\)-exponential priors
- Laplace priors and spatial inhomogeneity in Bayesian inverse problems
- Bayesian approach to inverse problems for functions with a variable-index Besov prior
- An approximate empirical Bayesian method for large-scale linear-Gaussian inverse problems
- Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review
- Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
- Recovery of advection coefficient and fractional order in a time-fractional reaction-advection-diffusion-wave equation
- A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
- Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography
- Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails
- Bayesian inverse problems with heterogeneous variance
- A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors
- Error bounds for some approximate posterior measures in Bayesian inference
- Γ -convergence of Onsager–Machlup functionals: I. With applications to maximum a posteriori estimation in Bayesian inverse problems
- An Order-Theoretic Perspective on Modes and Maximum A Posteriori Estimation in Bayesian Inverse Problems
- Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces
- Identify the fractional order and diffusion coefficient in a fractional diffusion wave equation
- Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
- Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
- Bayesian inverse problems with Gaussian priors
- Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations
- Random forward models and log-likelihoods in Bayesian inverse problems
- Bayesian inverse problems in measure spaces with application to Burgers and Hamilton-Jacobi equations with white noise forcing
- Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
- Discretization-invariant Bayesian inversion and Besov space priors
- Recursive linearization method for inverse medium scattering problems with complex mixture Gaussian error learning
- The Bayesian formulation and well-posedness of fractional elliptic inverse problems
- Horseshoe Priors for Edge-Preserving Linear Bayesian Inversion
- Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic operators
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
- Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems
- Data-free likelihood-informed dimension reduction of Bayesian inverse problems
- Random tree Besov priors -- towards fractal imaging
- Cauchy Markov random field priors for Bayesian inversion
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
- Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
- Bayesian inverse problems with \(l_1\) priors: a randomize-then-optimize approach
- Well-posed Bayesian inverse problems with infinitely divisible and heavy-tailed prior measures
- Model reduction and neural networks for parametric PDEs
- Infinite-dimensional inverse problems with finite measurements
- Bayesian Probabilistic Numerical Methods
- Bayesian neural network priors for edge-preserving inversion
- MCMC methods for functions: modifying old algorithms to make them faster
- Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
- Wavelet-based priors accelerate maximum-a-posteriori optimization in Bayesian inverse problems
- Deep neural network expression of posterior expectations in Bayesian PDE inversion
- Bayesian approach for inverse interior scattering problems with limited aperture
This page was built for publication: Besov priors for Bayesian inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q435835)
