Correlation priors

DOI10.3934/IPI.2011.5.167MaRDI QIDQ534501zbMATH OpenOpenAlexFDO

Authors Lassi Roininen, Markku S. Lehtinen, Sari Lasanen, Mikko Orispää, Markku Markkanen

Publication date 17 May 2011

Published in Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/ipi.2011.5.167

zbMATH Keywords

numerical exampleFisher informationcovariancesa priori distributionscorrelation priorsdiscrete white noisediscretization-invarianceGaussian priorsstatistical inversion

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(11)

• Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
• Hyperpriors for Matérn fields with applications in Bayesian inversion
• Iterative updating of model error for Bayesian inversion
• A preconditioned Krylov subspace method for linear inverse problems with general-form Tikhonov regularization
• Sparse approximations of fractional Matérn fields
• Cauchy difference priors for edge-preserving Bayesian inversion
• Bayes meets Krylov: statistically inspired preconditioners for CGLS
• Sparse Cholesky Factorization by Kullback--Leibler Minimization
• Objective priors for common correlation coefficient in bivariate normal populations
• Approximation of continuous EIT data from electrode measurements with Bayesian methods
• Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography

Describes a project that uses

Uses Software

• FLIPS

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