Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency

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

zbMATH Keywords

optimizationhierarchical BayesianMAP estimationnonparametric inferenceBayesian inverse problemsconsistency of estimatorsmaximum a posteriori (MAP)hyperparameter inference

Mathematics Subject Classification ID

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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Uses Software

• PMTK

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