Yan Dong, Gugushvili Shota, van der Vaart Aad
DIAM, TU Delft, Mekelweg 4, Delft, 2628 CD Netherlands.
Biometris, Plant Sciences Group, Wageningen University & Research, P.O. Box 16, Wageningen, 6700 AA The Netherlands.
Sankhya Ser A. 2024;86(Suppl 1):228-254. doi: 10.1007/s13171-024-00342-0. Epub 2024 Mar 7.
We obtain rates of contraction of posterior distributions in inverse problems with discrete observations. In a general setting of smoothness scales we derive abstract results for general priors, with contraction rates determined by discrete Galerkin approximation. The rate depends on the amount of prior concentration near the true function and the prior mass of functions with inferior Galerkin approximation. We apply the general result to non-conjugate series priors, showing that these priors give near optimal and adaptive recovery in some generality, Gaussian priors, and mixtures of Gaussian priors, where the latter are also shown to be near optimal and adaptive.
我们得到了具有离散观测值的反问题中后验分布的收缩率。在光滑度尺度的一般设定下,我们推导出了一般先验的抽象结果,收缩率由离散伽辽金近似确定。该速率取决于真实函数附近的先验集中量以及伽辽金近似较差的函数的先验质量。我们将一般结果应用于非共轭级数先验,表明这些先验在一定程度上给出了近乎最优和自适应的恢复,高斯先验以及高斯先验的混合,其中后者也被证明是近乎最优和自适应的。