Bayesian inverse problems with partial observations

DOI10.1016/j.trmi.2018.09.002zbMath1422.62139arXiv1802.08993OpenAlexW3099975296MaRDI QIDQ2317094

Dong Yan, Shota Gugushvili, Aad W. van der Vaart

Publication date: 8 August 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.08993

zbMATH Keywords

heat equationinverse problemsingular value decompositionVolterra operatorposterior contraction rateGaussian priornonparametric Bayesian estimationGaussian sequence modelcredible setfrequentist coverage

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Heat equation (35K05) Fourier series and coefficients in several variables (42B05)

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Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency, Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems, Large deviations for infinite weighted sums of stretched exponential random variables, Solving inverse problems using data-driven models

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