Bayesian inverse problems with non-commuting operators

DOI10.1090/MCOM/3439MaRDI QIDQ5226663zbMATH OpenOpenAlexWikidataFDO

Authors Peter Mathé

Publication date 1 August 2019

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

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

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)

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.

Recommendations

• Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
• Bayesian inverse problems with unknown operators
• Bayesian inverse problems with non-conjugate priors
• Bayesian posterior contraction rates for linear severely ill-posed inverse problems
• Bayesian inverse problems with partial observations

Cites work

• scientific article; zbMATH DE number 3776286 (Why is no real title available?)
• scientific article; zbMATH DE number 936298 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• Bayesian inverse problems with Gaussian priors
• Bayesian recovery of the initial condition for the heat equation
• Convergence rates for Tikhonov regularization from different kinds of smoothness conditions
• Discrepancy principle for statistical inverse problems with application to conjugate gradient iteration
• Interpolation in variable Hilbert scales with application to inverse problems
• On Majorization, Factorization, and Range Inclusion of Operators on Hilbert Space
• Oracle-type posterior contraction rates in Bayesian inverse problems
• Posterior contraction in Bayesian inverse problems under Gaussian priors
• Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
• Regularisierung schlecht gestellter Probleme durch Projektionsverfahren
• The finite element method for ill-posed problems

Cited in

(9)

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

This page was built for publication: Bayesian inverse problems with non-commuting operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5226663)