1 citations · 1 across the 1 of their papers we have counts for
4 papers
Bayes procedures for adaptive inference in inverse problems for the white noise model
B. T. Knapik, B. T. Szabó, A. W. van der Vaart +1
We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of pri…
Posterior Consistency via Precision Operators for Bayesian Nonparametric Drift Estimation in SDEs
Y. Pokern, A. M. Stuart, J. H. van Zanten
We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms…
Bayesian recovery of the initial condition for the heat equation
B. T. Knapik, A. W. van der Vaart, J. H. van Zanten
We study a Bayesian approach to recovering the initial condition for the heat equation from noisy observations of the solution at a later time. We consider a class of prior distrib…
Bayesian inverse problems with Gaussian priors
B. T. Knapik, A. W. van der Vaart, J. H. van Zanten
The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothne…