Bayes procedures for adaptive inference in inverse problems for the white noise model
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Publication:267016
DOI10.1007/S00440-015-0619-7zbMATH Open1334.62039arXiv1209.3628OpenAlexW1989981036WikidataQ59437358 ScholiaQ59437358MaRDI QIDQ267016FDOQ267016
Authors: B. T. Knapik, B. T. Szabó, J. H. van Zanten, Aad van der Vaart 
Publication date: 7 April 2016
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies regularity. We prove that both methods we consider succeed in automatically selecting this parameter optimally, resulting in optimal convergence rates for truths with Sobolev or analytic "smoothness", without using knowledge about this regularity. Both methods are illustrated by simulation examples.
Full work available at URL: https://arxiv.org/abs/1209.3628
Recommendations
rate of convergenceadaptationempirical BayesGaussian priorhierarchical Bayesnonparametric inverse problemsposterior distribution
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Empirical decision procedures; empirical Bayes procedures (62C12)
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