Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
From MaRDI portal
Publication:2447734
Abstract: We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying the posterior using its precision operator. Working with the unbounded precision operator enables us to use partial differential equations (PDE) methodology to obtain rates of contraction of the posterior distribution to a Dirac measure centered on the true solution. Our methods assume a relatively weak relation between the prior covariance, noise covariance and forward operator, allowing for a wide range of applications.
Recommendations
- Bayesian posterior contraction rates for linear severely ill-posed inverse problems
- Bayesian inverse problems with non-conjugate priors
- Posterior contraction in Bayesian inverse problems under Gaussian priors
- A general approach to posterior contraction in nonparametric inverse problems
- Bayesian linear inverse problems in regularity scales
Cites work
- An introduction to infinite-dimensional analysis
- Analysis of SPDEs arising in path sampling. II: The nonlinear case
- Bayesian inference with rescaled Gaussian process priors
- Bayesian inverse problems with Gaussian priors
- Convergence rates of posterior distributions.
- Estimation techniques for distributed parameter systems
- Foundations of Modern Probability
- scientific article; zbMATH DE number 1223843 (Why is no real title available?)
- scientific article; zbMATH DE number 1745905 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
- scientific article; zbMATH DE number 3283746 (Why is no real title available?)
- Infinite-dimensional dynamical systems. An introduction to dissipative parabolic PDEs and the theory of global attractors
- Interpolation theory
- Inverse problems: a Bayesian perspective
- Linear estimators and measurable linear transformations on a Hilbert space
- Linear inverse problems for generalised random variables
- Nonparametric statistical inverse problems
- On the consistency of Bayes estimates
- Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- Rates of convergence of posterior distributions.
- Regularizing priors for linear inverse problems
- Variational Analysis in Sobolev andBVSpaces
Cited in
(64)- Pointwise convergence in probability of general smoothing splines
- A general approach to posterior contraction in nonparametric inverse problems
- Weak-norm posterior contraction rate of the 4DVAR method for linear severely ill-posed problems
- Importance sampling: intrinsic dimension and computational cost
- Bayesian posterior contraction rates for linear severely ill-posed inverse problems
- Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption
- Analysis of a quasi-reversibility method for nonlinear parabolic equations with uncertainty data
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
- Designing truncated priors for direct and inverse Bayesian problems
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- Bayesian linear inverse problems in regularity scales
- Bayesian inverse problems with partial observations
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Oracle-type posterior contraction rates in Bayesian inverse problems
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Probabilistic regularization of Fredholm integral equations of the first kind
- Regularizing priors for linear inverse problems
- Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic operators
- Regularized posteriors in linear ill-posed inverse problems
- A new analytical approach to consistency and overfitting in regularized empirical risk minimization
- Convergence of the k-means minimization problem using -convergence
- Convergence results for the Bayesian inversion theory
- Convergence Rates for Linear Inverse Problems in the Presence of an Additive Normal Noise
- Bayesian inverse problems with non-conjugate priors
- Non-Gaussian statistical inverse problems. Part I: Posterior distributions
- Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns
- Posterior contraction in Bayesian inverse problems under Gaussian priors
- Bayesian inverse problems with unknown operators
- Gaussian approximations for probability measures on \(\mathbb R^d\)
- Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
- Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems
- 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
- Posterior consistency of semi-supervised regression on graphs
- Bayesian inverse problems with non-commuting operators
- A functional Hodrick-Prescott filter
- Solving inverse problems using data-driven models
- Posterior consistency for Bayesian inverse problems through stability and regression results
- Consistency of the posterior distribution in generalized linear inverse problems
- Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review
- Bayesian inverse problems with heterogeneous variance
- Strong maximum a posteriori estimation in Banach spaces with Gaussian priors
- Convergence Rates for Learning Linear Operators from Noisy Data
- Laplace priors and spatial inhomogeneity in Bayesian inverse problems
- Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations
- A Bayesian approach for consistent reconstruction of inclusions
- A Continuation Method in Bayesian Inference
- On empirical Bayes approach to inverse problems
- A posterior contraction for Bayesian inverse problems in Banach spaces
- Consistency of the Bayes method for the inverse scattering problem
- Bayesian linear inverse problems in regularity scales with discrete observations
- On the optimal choice of the illumination function in photoacoustic tomography
- Distributionally robust Gaussian process regression and Bayesian inverse problems
- Distributed Tikhonov regularization for ill-posed inverse problems from a Bayesian perspective
- An operator learning perspective on parameter-to-observable maps
- Consistency of variational inference for Besov priors in non-linear inverse problems
- Frequency-dependent contraction rates for the Bayesian method to the inverse source problem
- Gradient Descent on Point Clouds and Applications in Learned Operator Correction
- Posterior convergence for Bayesian functional linear regression
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- An information-theoretic approach to assess practical identifiability of parametric dynamical systems
This page was built for publication: Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2447734)
