Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption
From MaRDI portal
Publication:2037205
Abstract: We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a hyperparameter that quantifies regularity. By introducing two auxiliary problems, we construct an empirical Bayes method and prove that this method can automatically select the hyperparameter. In addition, we show that this adaptive Bayes procedure provides optimal contraction rates up to a slowly varying term and an arbitrarily small constant, without knowledge about the regularity index. Our method needs not the prior covariance, noise covariance and forward operator have a common basis in their singular value decomposition, enlarging the application range compared with the existing results.
Recommendations
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Posterior contraction in Bayesian inverse problems under Gaussian priors
- A general approach to posterior contraction in nonparametric inverse problems
- Bayesian inverse problems with non-conjugate priors
- Bayesian posterior contraction rates for linear severely ill-posed inverse problems
Cites work
- A general approach to posterior contraction in nonparametric inverse problems
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Bayesian approach to inverse problems for functions with a variable-index Besov prior
- Bayesian inverse problems for functions and applications to fluid mechanics
- Bayesian inverse problems with Gaussian priors
- Bayesian inverse problems with non-commuting operators
- Bayesian inverse problems with unknown operators
- Confidence bands in density estimation
- Convergence rates of posterior distributions for non iid observations
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Honest adaptive confidence bands and self-similar functions
- scientific article; zbMATH DE number 1637290 (Why is no real title available?)
- scientific article; zbMATH DE number 5123328 (Why is no real title available?)
- scientific article; zbMATH DE number 2043935 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- Infinite-dimensional Bayesian approach for inverse scattering problems of a fractional Helmholtz equation
- Inverse problems: a Bayesian perspective
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- MAP estimators for piecewise continuous inversion
- Maximum a posteriori estimates in linear inverse problems with log-concave priors are proper Bayes estimators
- MCMC methods for functions: modifying old algorithms to make them faster
- Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic operators
- Posterior consistency for Bayesian inverse problems through stability and regression results
- Posterior contraction in Bayesian inverse problems under Gaussian priors
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Theoretical foundations of functional data analysis, with an introduction to linear operators
Cited in
(9)- A general approach to posterior contraction in nonparametric inverse problems
- Oracle-type posterior contraction rates in Bayesian inverse problems
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Empirical Bayesian inference using a support informed prior
- Stein variational gradient descent on infinite-dimensional space and applications to statistical inverse problems
- On empirical Bayes approach to inverse problems
- A posterior contraction for Bayesian inverse problems in Banach spaces
- Modified inertial subgradient extragradient methods for solving a supply chain network equilibrium model
- Consistency of variational inference for Besov priors in non-linear inverse problems
This page was built for publication: Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2037205)
