Correlation priors

DOI10.3934/IPI.2011.5.167zbMATH Open1217.65023OpenAlexW4238696861MaRDI QIDQ534501FDOQ534501

Sari Lasanen, Lassi Roininen, Markku Markkanen, Mikko Orispää, Markku S. Lehtinen

Publication date: 17 May 2011

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/ipi.2011.5.167

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zbMATH Keywords

numerical exampleFisher informationcovariancesa priori distributionscorrelation priorsdiscrete white noisediscretization-invarianceGaussian priorsstatistical inversion

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (10)

• Iterative updating of model error for Bayesian inversion
• A preconditioned Krylov subspace method for linear inverse problems with general-form Tikhonov regularization
• Cauchy difference priors for edge-preserving Bayesian inversion
• Sparse Cholesky Factorization by Kullback--Leibler Minimization
• Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
• Sparse Approximations of Fractional Matérn Fields
• Objective priors for common correlation coefficient in bivariate normal populations
• Approximation of continuous EIT data from electrode measurements with Bayesian methods
• Bayes Meets Krylov: Statistically Inspired Preconditioners for CGLS
• Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography

Uses Software

• FLIPS

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