A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems

Jinglai Li

doi:10.1016/j.spl.2015.06.025

A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems

Jinglai Li

Mathematics

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Abstract

In this note, we consider the truncated Karhunen–Loève expansion for approximating the maximum a posteriori (MAP) solutions to infinite dimensional Bayesian inverse problems. In particular, we derive an a priori error bound between a MAP solution and its finite dimensional approximation.

Original language	English
Pages (from-to)	1-4
Number of pages	4
Journal	Statistics and Probability Letters
Volume	106
Early online date	3 Jul 2015
DOIs	https://doi.org/10.1016/j.spl.2015.06.025
Publication status	Published - Nov 2015

Keywords

Karhunen–Loève expansion
Bayesian inverse problems
Gaussian measure

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https://doi.org/10.1016/j.spl.2015.06.025Licence: None: All rights reserved

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title = "A note on the Karhunen–Lo{\`e}ve expansions for infinite-dimensional Bayesian inverse problems",

abstract = "In this note, we consider the truncated Karhunen–Lo{\`e}ve expansion for approximating the maximum a posteriori (MAP) solutions to infinite dimensional Bayesian inverse problems. In particular, we derive an a priori error bound between a MAP solution and its finite dimensional approximation.",

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AB - In this note, we consider the truncated Karhunen–Loève expansion for approximating the maximum a posteriori (MAP) solutions to infinite dimensional Bayesian inverse problems. In particular, we derive an a priori error bound between a MAP solution and its finite dimensional approximation.

KW - Karhunen–Loève expansion

KW - Bayesian inverse problems

KW - Gaussian measure

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DO - 10.1016/j.spl.2015.06.025

M3 - Article

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SP - 1

EP - 4

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems

Abstract

Keywords

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