Equivalence of weak and strong modes of measures on topological vector spaces

DOI10.1088/1361-6420/AADEF2MaRDI QIDQ4687576zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 12 October 2018

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.02516, http://wrap.warwick.ac.uk/135640/1/WRAP-Equivalence-weak-strong-modes-measures-topological-spaces-Sullivan-2018.pdf

zbMATH Keywords

maximum a posteriori estimationminimum action principlemodessmall ball probabilitiestopological vector spaces

Mathematics Subject Classification ID

Numerical solution to inverse problems in abstract spaces (65J22)

Abstract: A strong mode of a probability measure on a normed space $X$ can be defined as a point $u$ such that the mass of the ball centred at $u$ uniformly dominates the mass of all other balls in the small-radius limit. Helin and Burger weakened this definition by considering only pairwise comparisons with balls whose centres differ by vectors in a dense, proper linear subspace $E$ of $X$, and posed the question of when these two types of modes coincide. We show that, in a more general setting of metrisable vector spaces equipped with measures that are finite on bounded sets, the density of $E$ and a uniformity condition suffice for the equivalence of these two types of modes. We accomplish this by introducing a new, intermediate type of mode. We also show that these modes can be inequivalent if the uniformity condition fails. Our results shed light on the relationships between among various notions of maximum a posteriori estimator in non-parametric Bayesian inference.

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Cited in

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• Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces
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