Linear methods for nonlinear inverse problems
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Cites work
- 100 years of Weyl's law
- A Probability Approach to the Heat Equation
- A remark on gradients of harmonic functions in dimension ≥3
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- Adaptation Using Spatially Distributed Gaussian Processes
- Adaptive Bayesian credible bands in regression with a Gaussian process prior
- Adaptive Bayesian credible sets in regression with a Gaussian process prior
- Adaptive Bernstein-von Mises theorems in Gaussian white noise
- Adaptive inference over Besov spaces in the white noise model using \(p\)-exponential priors
- Adaptive nonparametric confidence sets
- An adaptation theory for nonparametric confidence intervals
- An Introduction to Variational Inequalities and Their Applications
- An Inverse Problem for the Steady State Diffusion Equation
- Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Bayesian inverse problems with Gaussian priors
- Bayesian inverse problems with non-conjugate priors
- Bayesian linear inverse problems in regularity scales
- Bayesian linear inverse problems in regularity scales with discrete observations
- Bayesian non-linear statistical inverse problems
- Bayesian recovery of the initial condition for the heat equation
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem
- Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
- Consistent Inversion of Noisy <scp>Non‐Abelian X‐Ray</scp> Transforms
- Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems
- Convergence rates of posterior distributions.
- Empirical Bayes scaling of Gaussian priors in the white noise model
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- From Brownian Motion to Schrödinger’s Equation
- Function spaces and wavelets on domains
- Hitchhiker's guide to the fractional Sobolev spaces
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
- Integro-Differential Operators on Vector Bundles
- Lectures on elliptic methods for hybrid inverse problems
- Numerical Identification of a Spatially Varying Diffusion Coefficient
- On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
- Partial differential equations. I: Basic theory
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Rates and coverage for monotone densities using projection-posterior
- Regularization of autoconvolution and other ill-posed quadratic equations by decomposition
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
- Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
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