首页    期刊浏览 2024年09月18日 星期三
登录注册

文章基本信息

  • 标题:Designing truncated priors for direct and inverse Bayesian problems
  • 本地全文:下载
  • 作者:Sergios Agapiou ; Peter Mathé
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2022
  • 卷号:16
  • 期号:1
  • 页码:158-200
  • DOI:10.1214/21-EJS1966
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要: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).
  • 关键词:45Q05;62C10;62F15;62G20;Bayesian inverse problems;Rates of posterior contraction
国家哲学社会科学文献中心版权所有