Bernstein - von Mises theorems for statistical inverse problems I: Schr\"odinger equation
Abstract
The inverse problem of determining the unknown potential in the partial differential equation where is a bounded -domain in and is a given function prescribing boundary values, is considered. The data consist of the solution corrupted by additive Gaussian noise. A nonparametric Bayesian prior for the function 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 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)