English

Bernstein - von Mises theorems for statistical inverse problems I: Schr\"odinger equation

Statistics Theory 2018-06-18 v3 Analysis of PDEs Numerical Analysis Statistics Theory

Abstract

The inverse problem of determining the unknown potential f>0f>0 in the partial differential equation Δ2ufu=0 on O  s.t. u=g on O,\frac{\Delta}{2} u - fu =0 \text{ on } \mathcal O ~~\text{s.t. } u = g \text { on } \partial \mathcal O, where O\mathcal O is a bounded CC^\infty-domain in Rd\mathbb R^d and g>0g>0 is a given function prescribing boundary values, is considered. The data consist of the solution uu corrupted by additive Gaussian noise. A nonparametric Bayesian prior for the function ff is devised and a Bernstein - von Mises theorem is proved which entails that the posterior distribution given the observations is approximated in a suitable function space by an infinite-dimensional Gaussian measure that has a `minimal' covariance structure in an information-theoretic sense. As a consequence the posterior distribution performs valid and optimal frequentist statistical inference on ff in the small noise limit.

Keywords

Cite

@article{arxiv.1707.01764,
  title  = {Bernstein - von Mises theorems for statistical inverse problems I: Schr\"odinger equation},
  author = {Richard Nickl},
  journal= {arXiv preprint arXiv:1707.01764},
  year   = {2018}
}

Comments

46 pages, to appear in the Journal of the European Mathematical Society (JEMS)

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