首页    期刊浏览 2025年04月27日 星期日
登录注册

文章基本信息

  • 标题:Bayesian inverse problems with non-conjugate priors
  • 本地全文:下载
  • 作者:Kolyan Ray
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2013
  • 卷号:7
  • 页码:2516-2549
  • DOI:10.1214/13-EJS851
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We investigate the frequentist posterior contraction rate of nonparametric Bayesian procedures in linear inverse problems in both the mildly and severely ill-posed cases. A theorem is proved in a general Hilbert space setting under approximation-theoretic assumptions on the prior. The result is applied to non-conjugate priors, notably sieve and wavelet series priors, as well as in the conjugate setting. In the mildly ill-posed setting minimax optimal rates are obtained, with sieve priors being rate adaptive over Sobolev classes. In the severely ill-posed setting, oversmoothing the prior yields minimax rates. Previously established results in the conjugate setting are obtained using this method. Examples of applications include deconvolution, recovering the initial condition in the heat equation and the Radon transform.
国家哲学社会科学文献中心版权所有