May  2012, 6(2): 215-266. doi: 10.3934/ipi.2012.6.215

Non-Gaussian statistical inverse problems. Part I: Posterior distributions

1. 

Department of Mathematical Sciences, P.O. Box 3000, 90014 University of Oulu, Finland

Received  June 2009 Revised  January 2012 Published  May 2012

One approach to noisy inverse problems is to use Bayesian methods. In this work, the statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect infinite-dimensional observation is studied in the Bayesian framework. The motivation for the work arises from the fact that the Bayesian computations are usually carried out in finite-dimensional cases, while the original inverse problem is often infinite-dimensional. A good understanding of an infinite-dimensional problem is, in general, helpful in finding efficient computational approaches to the problem.
    The fundamental question of well-posedness of the infinite-dimensional statistical inverse problem is considered. In particular, it is shown that the continuous dependence of the posterior probabilities on the realizations of the observation provides a certain degree of uniqueness for the posterior distribution.
    Special emphasis is on finding tools for working with non-Gaussian noise models. Especially, the applicability of the generalized Bayes formula is studied. Several examples of explicit posterior distributions are provided.
Citation: Sari Lasanen. Non-Gaussian statistical inverse problems. Part I: Posterior distributions. Inverse Problems & Imaging, 2012, 6 (2) : 215-266. doi: 10.3934/ipi.2012.6.215
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