A note on the Karhunen-Lo\`eve expansions for infinite-dimensional Bayesian inverse problems
Statistics Theory
2014-12-31 v1 Numerical Analysis
Statistics Theory
Abstract
In this note, we consider the truncated Karhunen-Lo\`eve expansion for approximating solutions to infinite dimensional inverse problems. We show that, under certain conditions, the bound of the error between a solution and its finite-dimensional approximation can be estimated without the knowledge of the solution.
Keywords
Cite
@article{arxiv.1412.8604,
title = {A note on the Karhunen-Lo\`eve expansions for infinite-dimensional Bayesian inverse problems},
author = {Jinglai Li},
journal= {arXiv preprint arXiv:1412.8604},
year = {2014}
}