Error bounds for some approximate posterior measures in Bayesian inference

DOI10.1007/978-3-030-55874-1_26MaRDI QIDQ5152815zbMATH OpenOpenAlexFDO

Authors

Publication date 27 September 2021

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.05669

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical solution to inverse problems in abstract spaces (65J22)

Abstract: In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of approximate posteriors that arise from approximating the data misfit or forward model. We review some error bounds for random and deterministic approximate posteriors that arise when the approximate data misfits and approximate forward models are random.

Recommendations

• Random forward models and log-likelihoods in Bayesian inverse problems
• Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
• Approximation of Bayesian Inverse Problems for PDEs
• Convergence analysis of surrogate-based methods for Bayesian inverse problems
• Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns

Cites work

• A data-scalable randomized misfit approach for solving large-scale PDE-constrained inverse problems
• A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
• A stochastic collocation approach to Bayesian inference in inverse problems
• Adaptive Bayesian inference for discontinuous inverse problems, application to hyperbolic conservation laws
• Bayesian Probabilistic Numerical Methods
• Besov priors for Bayesian inverse problems
• Multilevel Markov Chain Monte Carlo
• On the local Lipschitz stability of Bayesian inverse problems
• On the well-posedness of Bayesian inverse problems
• Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
• Random forward models and log-likelihoods in Bayesian inverse problems
• Robust inversion, dimensionality reduction, and randomized sampling

Cited in

(8)

• On lower bounds for errors of prior density estimators
• Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems
• A unified performance analysis of likelihood-informed subspace methods
• Random forward models and log-likelihoods in Bayesian inverse problems
• The asymptotics of posterior entropy and error probability for Bayesian estimation
• Error control in the numerical posterior distribution in the Bayesian UQ analysis of a semilinear evolution PDE
• Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification
• Choosing observation operators to mitigate model error in Bayesian inverse problems

This page was built for publication: Error bounds for some approximate posterior measures in Bayesian inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5152815)