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Bernstein-von Mises theorems for statistical inverse problems I: Schrödinger equation

Accepted version
Peer-reviewed

Type

Article

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Authors

Nickl, R 

Abstract

© European Mathematical Society 2020 We consider the inverse problem of determining the potential f > 0 in the partial differential equation 1 2 u − fu = 0 on O, u = g on ∂O, where O is a bounded C∞-domain in Rd and g > 0 is a given function prescribing boundary values. The data consist of the solution u corrupted by additive Gaussian noise. A nonparametric Bayesian prior for the function f is devised and a Bernstein-von Mises theorem is proved which entails that the posterior distribution given the observations is approximated in a suitable function space by an infinite-dimensional Gaussian measure that has a 'minimal' covariance structure in an information-theoretic sense. As a consequence the posterior distribution performs valid and optimal frequentist statistical inference on various aspects of f in the small noise limit.

Description

Keywords

Bayesian nonlinear inverse problems, elliptic partial differential equations, inverse scattering problem, asymptotics of nonparametric Bayes procedures

Journal Title

Journal of the European Mathematical Society

Conference Name

Journal ISSN

1435-9855
1435-9863

Volume Title

22

Publisher

European Mathematical Society
Sponsorship
European Research Council (647812)