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20222026
most citedGeneralized Bayes Approach to Inverse Problems with Model Misspecification

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math.ST2024

Frequentist Coverage of Bayes Posteriors in Nonlinear Inverse Problems with Gaussian Priors

Youngsoo Baek, Katerina Papagiannouli

We study asymptotic frequentist coverage and approximately Gaussian properties of Bayes posterior credible sets in nonlinear inverse problems when a Gaussian prior is placed on the…