Bayesian inverse problems with non-conjugate priors

DOI10.1214/13-EJS851zbMATH Open1294.62107arXiv1209.6156MaRDI QIDQ372136FDOQ372136

Kolyan Ray

Publication date: 14 October 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: We investigate the frequentist posterior contraction rate of nonparametric Bayesian procedures in linear inverse problems in both the mildly and severely ill-posed cases. A theorem is proved in a general Hilbert space setting under approximation-theoretic assumptions on the prior. The result is applied to non-conjugate priors, notably sieve and wavelet series priors, as well as in the conjugate setting. In the mildly ill-posed setting minimax optimal rates are obtained, with sieve priors being rate adaptive over Sobolev classes. In the severely ill-posed setting, oversmoothing the prior yields minimax rates. Previously established results in the conjugate setting are obtained using this method. Examples of applications include deconvolution, recovering the initial condition in the heat equation and the Radon transform.

Full work available at URL: https://arxiv.org/abs/1209.6156

zbMATH Keywords

nonparametric hypothesis testingposterior distributionrate of contraction

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Convergence rates of posterior distributions.
• The concentration of measure phenomenon
• Bayesian aspects of some nonparametric problems
• Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
• Bayesian inverse problems with Gaussian priors
• The Brunn-Minkowski inequality in Gauss space
• Adaptive wavelet estimator for nonparametric density deconvolution
• Rates of convergence of posterior distributions.
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Bayesian optimal adaptive estimation using a sieve prior
• Nonparametric statistical inverse problems
• Bayesian Recovery of the Initial Condition for the Heat Equation
• 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
• Thomas Bayes' walk on manifolds
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Speed of estimation in positron emission tomography and related inverse problems
• Sharp Optimality in Density Deconvolution with Dominating Bias. II
• Wavelet Deconvolution in a Periodic Setting
• Convergence Rates of General Regularization Methods for Statistical Inverse Problems and Applications
• Metric entropy and the small ball problem for Gaussian measures
• Convergence rates for posterior distributions and adaptive estimation
• Exact behavior of Gaussian seminorms
• Global uniform risk bounds for wavelet deconvolution estimators

Cited In (56)

• Wasserstein convergence in Bayesian and frequentist deconvolution models
• Heavy-tailed Bayesian nonparametric adaptation
• On posterior consistency of data assimilation with Gaussian process priors: the 2D-Navier-Stokes equations
• Bayesian linear inverse problems in regularity scales with discrete observations
• On empirical Bayes approach to inverse problems
• Consistency of the Bayes method for the inverse scattering problem
• Title not available (Why is that?)
• Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
• Oracle-type posterior contraction rates in Bayesian inverse problems
• Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Nonparametric Bayesian inference for reversible multidimensional diffusions
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Bayesian approach for inverse interior scattering problems with limited aperture
• Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
• Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
• Bayesian inverse problems with Gaussian priors
• Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
• Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors
• Importance sampling: intrinsic dimension and computational cost
• Title not available (Why is that?)
• Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
• A Bayesian nonparametric approach to log-concave density estimation
• Multiscale scanning in inverse problems
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
• A general approach to posterior contraction in nonparametric inverse problems
• Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
• Designing truncated priors for direct and inverse Bayesian problems
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices
• Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems
• Bayesian inverse problems with heterogeneous variance
• Generalized Modes in Bayesian Inverse Problems
• Posterior convergence for Bayesian functional linear regression
• Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation
• 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 adaptation
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Non-stationary multi-layered Gaussian priors for Bayesian inversion
• Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails
• Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
• Posterior contraction rates of density derivative estimation
• Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
• 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
• Bayesian Inversion by ω-Complete Cone Duality
• The mathematical work of Evarist Giné
• Convergence Rates for Learning Linear Operators from Noisy Data
• Bayesian linear inverse problems in regularity scales
• Large deviations for infinite weighted sums of stretched exponential random variables
• Solving inverse problems using data-driven models
• Posterior Contraction in Bayesian Inverse Problems Under Gaussian Priors
• Posterior contraction rates for support boundary recovery
• Efficient nonparametric Bayesian inference for \(X\)-ray transforms
• Laplace priors and spatial inhomogeneity in Bayesian inverse problems
• Bayesian inverse problems with unknown operators
• Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography

This page was built for publication: Bayesian inverse problems with non-conjugate priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q372136)