Gaussian Measures Conditioned on Nonlinear Observations: Consistency, MAP Estimators, and Simulation

Yifan Chen, Bamdad Hosseini, Houman Owhadi +1

The article presents a systematic study of the problem of conditioning a Gaussian random variable $\hat{I}¾$ on nonlinear observations of the form $F\circ \ddot{I}•(\hat{I}¾)$ where $ϕ: \mathcal{X}…