Strong maximum a posteriori estimation in Banach spaces with Gaussian priors
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866912577119846400 |
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| author | Lambley, Hefin |
| author_facet | Lambley, Hefin |
| contents | This article shows that a large class of posterior measures that are absolutely continuous with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of Dashti et al. (2013). This result holds in any separable Banach space and applies in particular to nonparametric Bayesian inverse problems with additive noise. When applied to Bayesian inverse problems, this significantly extends existing results on maximum a posteriori estimators by relaxing the conditions on the log-likelihood and on the space in which the inverse problem is set. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_13622 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Strong maximum a posteriori estimation in Banach spaces with Gaussian priors Lambley, Hefin Statistics Theory Probability 28C20, 60B11, 62F10, 62F15, 62G05 This article shows that a large class of posterior measures that are absolutely continuous with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of Dashti et al. (2013). This result holds in any separable Banach space and applies in particular to nonparametric Bayesian inverse problems with additive noise. When applied to Bayesian inverse problems, this significantly extends existing results on maximum a posteriori estimators by relaxing the conditions on the log-likelihood and on the space in which the inverse problem is set. |
| title | Strong maximum a posteriori estimation in Banach spaces with Gaussian priors |
| topic | Statistics Theory Probability 28C20, 60B11, 62F10, 62F15, 62G05 |
| url | https://arxiv.org/abs/2304.13622 |