메뉴 건너뛰기




Volumn 123, Issue 10, 2013, Pages 3828-3860

Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems

Author keywords

Gaussian prior; Inverse problems; Posterior consistency; Posterior contraction; Posterior distribution

Indexed keywords

GAUSSIAN PRIORS; ILL-POSED INVERSE PROBLEM; LINEAR INVERSE PROBLEMS; NONPARAMETRIC APPROACHES; PARTIAL DIFFERENTIAL EQUATIONS (PDE); POSTERIOR CONSISTENCY; POSTERIOR DISTRIBUTIONS; SEPARABLE HILBERT SPACE;

EID: 84880165309     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2013.05.001     Document Type: Article
Times cited : (96)

References (27)
  • 2
    • 20244370379 scopus 로고    scopus 로고
    • MPS/SIAM Series on Optimization Society for Industrial and Applied Mathematics (SIAM) Philadelphia, PA Applications to PDEs and optimization
    • H. Attouch, G. Buttazzo, and G. Michaille Variational Analysis in Sobolev and BV Spaces MPS/SIAM Series on Optimization vol. 6 2006 Society for Industrial and Applied Mathematics (SIAM) Philadelphia, PA Applications to PDEs and optimization
    • (2006) Variational Analysis in Sobolev and BV Spaces , vol.6
    • Attouch, H.1    Buttazzo, G.2    Michaille, G.3
  • 4
    • 0004124953 scopus 로고    scopus 로고
    • Mathematical Surveys and Monographs American Mathematical Society Providence, RI
    • V.I. Bogachev Gaussian Measures Mathematical Surveys and Monographs vol. 62 1998 American Mathematical Society Providence, RI
    • (1998) Gaussian Measures , vol.62
    • Bogachev, V.I.1
  • 5
    • 44449170288 scopus 로고    scopus 로고
    • Nonparametric statistical inverse problems
    • 19
    • L. Cavalier Nonparametric statistical inverse problems Inverse Problems 24 2008 034004 19
    • (2008) Inverse Problems , vol.24 , pp. 034004
    • Cavalier, L.1
  • 6
    • 84892289114 scopus 로고    scopus 로고
    • Universitext Springer-Verlag Berlin Revised and extended from the 2001 original by Da Prato
    • G. Da Prato An Introduction to Infinite-Dimensional Analysis Universitext 2006 Springer-Verlag Berlin Revised and extended from the 2001 original by Da Prato
    • (2006) An Introduction to Infinite-Dimensional Analysis
    • Da Prato, G.1
  • 7
    • 0003171807 scopus 로고
    • On the consistency of Bayes estimates
    • With a discussion and a rejoinder by the authors
    • P. Diaconis, and D. Freedman On the consistency of Bayes estimates Ann. Statist. 14 1986 1 67 With a discussion and a rejoinder by the authors
    • (1986) Ann. Statist. , vol.14 , pp. 1-67
    • Diaconis, P.1    Freedman, D.2
  • 8
    • 0003531188 scopus 로고    scopus 로고
    • Mathematics and Its Applications Kluwer Academic Publishers Group Dordrecht
    • H.W. Engl, M. Hanke, and A. Neubauer Regularization of Inverse Problems Mathematics and Its Applications vol. 375 1996 Kluwer Academic Publishers Group Dordrecht
    • (1996) Regularization of Inverse Problems , vol.375
    • Engl, H.W.1    Hanke, M.2    Neubauer, A.3
  • 11
    • 84856278451 scopus 로고    scopus 로고
    • Lr- metrics, 1 ≤ r ≤ ∞
    • Lr-metrics, 1 ≤ r ≤ ∞ Ann. Statist. 39 2011 2883 2911
    • (2011) Ann. Statist. , vol.39 , pp. 2883-2911
    • Giné, E.1    Nickl, R.2
  • 12
    • 52949103277 scopus 로고    scopus 로고
    • Analysis of SPDEs arising in path sampling. II. The nonlinear case
    • M. Hairer, A.M. Stuart, and J. Voss Analysis of SPDEs arising in path sampling. II. the nonlinear case Ann. Appl. Probab. 17 2007 1657 1706
    • (2007) Ann. Appl. Probab. , vol.17 , pp. 1657-1706
    • Hairer, M.1    Stuart, A.M.2    Voss, J.3
  • 13
    • 0003432365 scopus 로고
    • North-Holland Series in Applied Mathematics and Mechanics North-Holland Publishing Co. Amsterdam
    • G. Helmberg Introduction to Spectral Theory in Hilbert Space North-Holland Series in Applied Mathematics and Mechanics vol. 6 1969 North-Holland Publishing Co. Amsterdam
    • (1969) Introduction to Spectral Theory in Hilbert Space , vol.6
    • Helmberg, G.1
  • 14
    • 0004201402 scopus 로고    scopus 로고
    • Probability and its Applications (New York) Springer-Verlag New York
    • O. Kallenberg Foundations of Modern Probability Probability and its Applications (New York) 1997 Springer-Verlag New York
    • (1997) Foundations of Modern Probability
    • Kallenberg, O.1
  • 17
    • 0141995399 scopus 로고    scopus 로고
    • Pure and Applied Mathematics (New York) Wiley-Interscience (John Wiley & Sons) New York
    • P.D. Lax Functional Analysis Pure and Applied Mathematics (New York) 2002 Wiley-Interscience (John Wiley & Sons) New York
    • (2002) Functional Analysis
    • Lax, P.D.1
  • 18
  • 19
    • 0005159023 scopus 로고    scopus 로고
    • second ed. Appunti. Scuola Normale Superiore di Pisa (Nuova Serie) Lecture Notes. Scuola Normale Superiore di Pisa (New Series) Edizioni della Normale Pisa
    • A. Lunardi Interpolation Theory second ed. Appunti. Scuola Normale Superiore di Pisa (Nuova Serie) Lecture Notes. Scuola Normale Superiore di Pisa (New Series) 2009 Edizioni della Normale Pisa
    • (2009) Interpolation Theory
    • Lunardi, A.1
  • 20
    • 31844432676 scopus 로고
    • Linear estimators and measurable linear transformations on a Hilbert space
    • A. Mandelbaum Linear estimators and measurable linear transformations on a Hilbert space Z. Wahrscheinlichkeitstheor. Verwandte Geb. 65 1984 385 397
    • (1984) Z. Wahrscheinlichkeitstheor. Verwandte Geb. , vol.65 , pp. 385-397
    • Mandelbaum, A.1
  • 21
    • 84869108779 scopus 로고    scopus 로고
    • Posterior consistency via precision operators for bayesian nonparametric drift estimation in sdes
    • Y. Pokern, A.M. Stuart, and J.H. van Zanten Posterior consistency via precision operators for bayesian nonparametric drift estimation in sdes Stoch. Proc. Appl. 123 2013 603 628
    • (2013) Stoch. Proc. Appl. , vol.123 , pp. 603-628
    • Pokern, Y.1    Stuart, A.M.2    Van Zanten, J.H.3
  • 22
    • 0003648426 scopus 로고    scopus 로고
    • Cambridge Texts in Applied Mathematics Cambridge University Press Cambridge An introduction to dissipative parabolic PDEs and the theory of global attractors
    • J.C. Robinson Infinite-Dimensional Dynamical Systems Cambridge Texts in Applied Mathematics 2001 Cambridge University Press Cambridge An introduction to dissipative parabolic PDEs and the theory of global attractors
    • (2001) Infinite-Dimensional Dynamical Systems
    • Robinson, J.C.1
  • 23
    • 73949090480 scopus 로고    scopus 로고
    • Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
    • J. Rousseau Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density Ann. Statist. 38 2010 146 180
    • (2010) Ann. Statist. , vol.38 , pp. 146-180
    • Rousseau, J.1
  • 24
    • 0035539848 scopus 로고    scopus 로고
    • Rates of convergence of posterior distributions
    • X. Shen, and L. Wasserman Rates of convergence of posterior distributions Ann. Statist. 29 2001 687 714
    • (2001) Ann. Statist. , vol.29 , pp. 687-714
    • Shen, X.1    Wasserman, L.2
  • 25
    • 77951793592 scopus 로고    scopus 로고
    • Inverse problems: A Bayesian perspective
    • A.M. Stuart Inverse problems: a Bayesian perspective Acta Numer. 19 2010 451 559
    • (2010) Acta Numer. , vol.19 , pp. 451-559
    • Stuart, A.M.1
  • 26
    • 55849114792 scopus 로고    scopus 로고
    • Bayesian inference with rescaled Gaussian process priors
    • (electronic)
    • A.W. van der Vaart, and J.H. van Zanten Bayesian inference with rescaled Gaussian process priors Electron. J. Stat. 1 2007 433 448 (electronic)
    • (2007) Electron. J. Stat. , vol.1 , pp. 433-448
    • Van Der Vaart, A.W.1    Van Zanten, J.H.2
  • 27
    • 51049088387 scopus 로고    scopus 로고
    • Rates of contraction of posterior distributions based on Gaussian process priors
    • A.W. van der Vaart, and J.H. van Zanten Rates of contraction of posterior distributions based on Gaussian process priors Ann. Statist. 36 2008 1435 1463
    • (2008) Ann. Statist. , vol.36 , pp. 1435-1463
    • Van Der Vaart, A.W.1    Van Zanten, J.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.