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

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  • Li, Jinglai

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.

Suggested Citation

  • Li, Jinglai, 2015. "A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 1-4.
    • Handle: RePEc:eee:stapro:v:106:y:2015:i:c:p:1-4
    DOI: 10.1016/j.spl.2015.06.025
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    Cited by:

    1. Xiaoyu Shi & Hanyu Zhang & Guanjie Wang, 2024. "ANOVA-GP Modeling for High-Dimensional Bayesian Inverse Problems," Mathematics, MDPI, vol. 12(2), pages 1-18, January.

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