Bayesian inverse problems with non-conjugate priors
From MaRDI portal
Publication:372136
DOI10.1214/13-EJS851zbMath1294.62107arXiv1209.6156MaRDI QIDQ372136
Publication date: 14 October 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.6156
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62F15: Bayesian inference
Related Items
Posterior Contraction in Bayesian Inverse Problems Under Gaussian Priors, Bayesian inverse problems with unknown operators, 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, Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems, Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem, Bayesian approach for inverse interior scattering problems with limited aperture, Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem, Solving inverse problems using data-driven models, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Bayesian inverse problems with heterogeneous variance, Convergence Rates for Learning Linear Operators from Noisy Data, Bayes procedures for adaptive inference in inverse problems for the white noise model, The mathematical work of Evarist Giné, Efficient nonparametric Bayesian inference for \(X\)-ray transforms, Posterior convergence for Bayesian functional linear regression, Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation, Bayesian adaptation, Posterior contraction rates of density derivative estimation, Importance sampling: intrinsic dimension and computational cost, Multiscale scanning in inverse problems, Rates of contraction of posterior distributions based on \(p\)-exponential priors, Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors, Nonparametric Bayesian inference for reversible multidimensional diffusions, 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, Posterior contraction rates for support boundary recovery, A Bayesian nonparametric approach to log-concave density estimation, Large deviations for infinite weighted sums of stretched exponential random variables, Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, Posterior contraction in sparse Bayesian factor models for massive covariance matrices, Frequentist coverage of adaptive nonparametric Bayesian credible sets, Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Bayesian inverse problems with Gaussian priors
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Speed of estimation in positron emission tomography and related inverse problems
- Rates of contraction of posterior distributions based on Gaussian process priors
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- On the lower tail of Gaussian seminorms
- The Brunn-Minkowski inequality in Gauss space
- Metric entropy and the small ball problem for Gaussian measures
- Adaptive wavelet estimator for nonparametric density deconvolution
- Convergence rates of posterior distributions.
- Bayesian aspects of some nonparametric problems
- Rates of convergence of posterior distributions.
- Convergence rates for posterior distributions and adaptive estimation
- Exact behavior of Gaussian seminorms
- Global uniform risk bounds for wavelet deconvolution estimators
- Thomas Bayes' walk on manifolds
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Bayesian Optimal Adaptive Estimation Using a Sieve Prior
- Nonparametric statistical inverse problems
- Sharp Optimality in Density Deconvolution with Dominating Bias. II
- Wavelet Deconvolution in a Periodic Setting
- Bayesian Recovery of the Initial Condition for the Heat Equation
- Convergence Rates of General Regularization Methods for Statistical Inverse Problems and Applications
