Designing truncated priors for direct and inverse Bayesian problems
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arXiv
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| Format: | Preprint |
| Published: |
2021
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| _version_ | 1866909172065370112 |
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| author | Agapiou, Sergios Mathé, Peter |
| author_facet | Agapiou, Sergios Mathé, Peter |
| contents | The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution in the frequentist setting. The present paper contributes to the area of Bayesian inverse problems by formulating a posterior contraction theory for linear inverse problems, with truncated Gaussian series priors, and under general smoothness assumptions. Emphasis is on the intrinsic role of the truncation point both for the direct as well as for the inverse problem, which are related through the modulus of continuity as this was recently highlighted by Knapik and Salomond (2018). |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2105_10254 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Designing truncated priors for direct and inverse Bayesian problems Agapiou, Sergios Mathé, Peter Statistics Theory 62G20, 62C10, 62F15, 45Q05 The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution in the frequentist setting. The present paper contributes to the area of Bayesian inverse problems by formulating a posterior contraction theory for linear inverse problems, with truncated Gaussian series priors, and under general smoothness assumptions. Emphasis is on the intrinsic role of the truncation point both for the direct as well as for the inverse problem, which are related through the modulus of continuity as this was recently highlighted by Knapik and Salomond (2018). |
| title | Designing truncated priors for direct and inverse Bayesian problems |
| topic | Statistics Theory 62G20, 62C10, 62F15, 45Q05 |
| url | https://arxiv.org/abs/2105.10254 |