TY - JOUR
T1 - A general approach to posterior contraction in nonparametric inverse problems
AU - Knapik, Bartek
AU - Salomond, Jean Bernard
PY - 2018/8
Y1 - 2018/8
N2 - In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related direct problem of estimating transformed parameter of interest. An interesting aspect of this approach is that it allows us to derive contraction rates for priors that are not related to the singular value decomposition of the operator. We apply our result to several examples of linear inverse problems, both in the white noise sequence model and the nonparametric regression model, using priors based on the singular value decomposition of the operator, location-mixture priors and splines prior, and recover minimax adaptive contraction rates.
AB - In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related direct problem of estimating transformed parameter of interest. An interesting aspect of this approach is that it allows us to derive contraction rates for priors that are not related to the singular value decomposition of the operator. We apply our result to several examples of linear inverse problems, both in the white noise sequence model and the nonparametric regression model, using priors based on the singular value decomposition of the operator, location-mixture priors and splines prior, and recover minimax adaptive contraction rates.
KW - Bayesian nonparametrics
KW - Modulus of continuity
KW - Nonparametric inverse problems
KW - Posterior distribution
KW - Rate of contraction
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U2 - 10.3150/16-BEJ921
DO - 10.3150/16-BEJ921
M3 - Article
AN - SCOPUS:85041900413
SN - 1350-7265
VL - 24
SP - 2091
EP - 2121
JO - Bernoulli
JF - Bernoulli
IS - 3
ER -