Bayesian posterior contraction rates for linear severely ill-posed inverse problems

被引:23
|
作者
Agapiou, Sergios [1 ]
Stuart, Andrew M. [1 ]
Zhang, Yuan-Xiang [2 ]
机构
[1] Univ Warwick, Math Inst, Coventry CV4 7AL, W Midlands, England
[2] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
来源
基金
英国工程与自然科学研究理事会;
关键词
Gaussian prior; posterior consistency; rate of contraction; severely ill-posed problems; DISTRIBUTIONS; CONVERGENCE; CONSISTENCY;
D O I
10.1515/jip-2012-0071
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function. The observational noise is assumed to be Gaussian; as a consequence the prior is conjugate to the likelihood so that the posterior distribution is also Gaussian. We study Bayesian posterior consistency in the small observational noise limit. We assume that the forward operator and the prior and noise covariance operators commute with one another. We show how, for given smoothness assumptions on the truth, the scale parameter of the prior, which is a constant multiplier of the prior covariance operator, can be adjusted to optimize the rate of posterior contraction to the truth, and we explicitly compute the logarithmic rate.
引用
收藏
页码:297 / 321
页数:25
相关论文
共 50 条
  • [41] The minimal radius of Galerkin information for severely ill-posed problems
    Solodky, Sergei G.
    Myleiko, Ganna L.
    JOURNAL OF INVERSE AND ILL-POSED PROBLEMS, 2014, 22 (05): : 739 - 757
  • [42] A Multiscale RBF Method for Severely Ill-Posed Problems on Spheres
    Min Zhong
    Quoc Thong Le Gia
    Ian Hugh Sloan
    Journal of Scientific Computing, 2023, 94
  • [43] MINIMAX SIGNAL DETECTION IN ILL-POSED INVERSE PROBLEMS
    Ingster, Yuri I.
    Sapatinas, Theofanis
    Suslina, Irina A.
    ANNALS OF STATISTICS, 2012, 40 (03): : 1524 - 1549
  • [44] A Multiscale RBF Method for Severely Ill-Posed Problems on Spheres
    Zhong, Min
    Gia, Quoc Thong Le
    Sloan, Ian Hugh
    JOURNAL OF SCIENTIFIC COMPUTING, 2023, 94 (01)
  • [45] Deconvolution with wavelet footprints for ill-posed inverse problems
    Dragotti, PL
    Vetterli, M
    2002 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I-IV, PROCEEDINGS, 2002, : 1257 - 1260
  • [46] ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
    Chen, Xiaohong
    Reiss, Markus
    ECONOMETRIC THEORY, 2011, 27 (03) : 497 - 521
  • [47] On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems
    Parzer, Fabian
    Scherzer, Otmar
    NUMERISCHE MATHEMATIK, 2022, 152 (02) : 371 - 409
  • [49] Convergence rates of a dual gradient method for constrained linear ill-posed problems
    Qinian Jin
    Numerische Mathematik, 2022, 151 : 841 - 871
  • [50] The principle of penalized empirical risk in severely ill-posed problems
    Golubev, Y
    PROBABILITY THEORY AND RELATED FIELDS, 2004, 130 (01) : 18 - 38