dc.contributor.author
Klebanov, Ilja
dc.contributor.author
Wacker, Philipp
dc.date.accessioned
2023-06-02T10:07:24Z
dc.date.available
2023-06-02T10:07:24Z
dc.identifier.uri
https://refubium.fu-berlin.de/handle/fub188/39675
dc.identifier.uri
http://dx.doi.org/10.17169/refubium-39393
dc.description.abstract
We prove that maximum a posteriori estimators are well-defined for diagonal Gaussian priors ,u on tp under common assumptions on the potential F. Further, we show connections to the Onsager-Machlup functional and provide a corrected and strongly simplified proof in the Hilbert space case p= 2, previously established by Dashti et al (2013 Inverse Problems 29 095017); Kretschmann (2019 PhD Thesis). These corrections do not generalize to the setting 1 ? p < 8, which requires a novel convexification result for the difference between the Cameron-Martin norm and the p-norm.
en
dc.format.extent
27 Seiten
dc.rights.uri
https://creativecommons.org/licenses/by/4.0/
dc.subject
inverse problems
en
dc.subject
maximum a posteriori estimator
en
dc.subject
Onsager-Machlup functional
en
dc.subject
small ball probabilities
en
dc.subject
sequence spaces
en
dc.subject
Gaussian measures
en
dc.subject.ddc
500 Naturwissenschaften und Mathematik::510 Mathematik::510 Mathematik
dc.title
Maximum a posteriori estimators in l(p) are well-defined for diagonal Gaussian priors
dc.type
Wissenschaftlicher Artikel
dcterms.bibliographicCitation.articlenumber
065009
dcterms.bibliographicCitation.doi
10.1088/1361-6420/acce60
dcterms.bibliographicCitation.journaltitle
Inverse Problems
dcterms.bibliographicCitation.number
6
dcterms.bibliographicCitation.originalpublishername
IOP Publishing
dcterms.bibliographicCitation.volume
39
dcterms.bibliographicCitation.url
https://doi.org/10.1088/1361-6420/acce60
refubium.affiliation
Mathematik und Informatik
refubium.affiliation.other
Institut für Mathematik
refubium.note.author
Die Publikation wurde aus Open Access Publikationsgeldern der Freien Universität Berlin gefördert.
refubium.resourceType.isindependentpub
no
dcterms.accessRights.openaire
open access
dcterms.isPartOf.eissn
1361-6420
refubium.resourceType.provider
WoS-Alert
