MAP estimators and posterior consistency for Bayesian inverse problems with exponential priors
- 👤 Speaker: Masoumeh Dashti, University of Sussex
- 📅 Date & Time: Friday 24 May 2019, 16:00 - 17:00
- 📍 Venue: MR12
Abstract
We consider the problem of recovering an unknown function from noisy and indirect observations. We adopt a Bayesian approach and consider a class of product exponential priors with tails between Gaussian and Laplace. We discuss some results on characterisation of the modes of the posterior measure which lead to some weak consistency results. We then show a contraction theory for the posterior measure.
This is based on joint works with S. Agapiou, M. Burger and T. Helin.
Series This talk is part of the Statistics series.
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Masoumeh Dashti, University of Sussex
Friday 24 May 2019, 16:00-17:00