Abstract Details
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Activity Number:
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617
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Type:
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Invited
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Date/Time:
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Thursday, August 8, 2013 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #307176 |
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Title:
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Convergence Rates of Posterior Distributions in Nonparametric Inverse Problems
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Author(s):
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Bartek Knapik*+
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Companies:
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CEREMADE, Université Paris-Dauphine & CREST-ENSAE
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Keywords:
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inverse problems ;
nonparametric Bayes ;
adaptive estimation ;
empirical Bayes ;
modulus of continuity ;
convergence rates
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Abstract:
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We investigate frequentist properties of the posterior distribution in nonparametric linear inverse problems. In mildly ill-posed problems with conjugate priors, both empirical and hierarchical Bayes approaches lead to (nearly) optimal recovery of an infinite-dimensional parameter of interest. We also consider a generalization of the classical contraction results in direct problems, and show how it can be applied to nonparametric inverse problems beyond white noise and conjugate setting.
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Authors who are presenting talks have a * after their name.
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