Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
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Publication:2188103
DOI10.5802/smai-jcm.62zbMath1441.62084arXiv1905.04365OpenAlexW3019884851MaRDI QIDQ2188103
Tapio Helin, Matthew M. Dunlop, Andrew M. Stuart
Publication date: 3 June 2020
Published in: SMAI Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.04365
optimizationhierarchical BayesianMAP estimationnonparametric inferenceBayesian inverse problemsconsistency of estimatorsmaximum a posteriori (MAP)hyperparameter inference
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Inverse problems for integral equations (45Q05)
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