Bayesian inverse problems with non-commuting operators

DOI10.1090/MCOM/3439zbMATH Open1421.62028arXiv1801.09540OpenAlexW2785748791WikidataQ128232580 ScholiaQ128232580MaRDI QIDQ5226663FDOQ5226663

Authors: Peter Mathé 

Publication date: 1 August 2019

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: The Bayesian approach to ill-posed operator equations in Hilbert space recently gained attraction. In this context, and when the prior distribution is Gaussian, then two operators play a significant role, the one which governs the operator equation, and the one which describes the prior covariance. Typically it is assumed that these operators commute. Here we extend this analysis to non-commuting operators, replacing the commutativity assumption by a link condition. We discuss its relation to the commuting case, and we indicate that this allows to use interpolation type results to obtain tight bounds for the contraction of the posterior Gaussian distribution towards the data generating element.

Full work available at URL: https://arxiv.org/abs/1801.09540

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zbMATH Keywords

ill-posed operator equationsBayesian inverse problems

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear operator methods in interpolation, moment and extension problems (47A57) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical solution to inverse problems in abstract spaces (65J22)

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Cited In (9)

• A posterior contraction for Bayesian inverse problems in Banach spaces
• Tractability of linear ill-posed problems in Hilbert space
• Designing truncated priors for direct and inverse Bayesian problems
• Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption
• On the asymptotical regularization for linear inverse problems in presence of white noise
• Tikhonov Regularization with Oversmoothing Penalty: Error Bounds in Terms of Distance Functions
• Regularization of linear inverse problems with irregular noise using embedding operators
• Convergence analysis of Tikhonov regularization for non-linear statistical inverse problems
• Inverse learning in Hilbert scales

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