3 papers
math.FA2026
Generalised Rank-Constrained Approximations of Hilbert-Schmidt Operators on Separable Hilbert Spaces and Applications
Giuseppe Carere, Han Cheng Lie
In this work we solve, for given bounded operators and Hilbert-Schmidt operator acting on potentially infinite-dimensional separable Hilbert spaces, the reduced rank appr…
math.ST2026
Optimal low-rank posterior mean and distribution approximation in linear Gaussian inverse problems on Hilbert spaces
Giuseppe Carere, Han Cheng Lie
We construct optimal low-rank approximations for the Gaussian posterior distribution in linear Gaussian inverse problems with possibly infinite-dimensional separable Hilbert parame…
math.ST2025
Optimal low-rank posterior covariance approximation in linear Gaussian inverse problems on Hilbert spaces
Giuseppe Carere, Han Cheng Lie
For linear inverse problems with Gaussian priors and Gaussian observation noise, the posterior is Gaussian, with mean and covariance determined by the conditioning formula. The cov…