A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems

Jinglai Li

Statistics & Probability Letters, 2015, vol. 106, issue C, 1-4

Abstract: In this note, we consider the truncated Karhunen–Loève expansion for approximating the maximum a posteriori (MAP) solutions to infinite dimensional Bayesian inverse problems. In particular, we derive an a priori error bound between a MAP solution and its finite dimensional approximation.

Keywords: Karhunen–Loève expansion; Bayesian inverse problems; Gaussian measure (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.06.025

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