• Media type: E-Article
  • Title: Γ-convergence of Onsager–Machlup functionals: I. With applications to maximum a posteriori estimation in Bayesian inverse problems
  • Contributor: Ayanbayev, Birzhan [Author]; Klebanov, Ilja [Author]; Li, Han Cheng [Author]; Sullivan, T. J. [Author]
  • Published: Freie Universität Berlin: Refubium (FU Berlin), 2022
  • Language: English
  • DOI: https://doi.org/10.17169/refubium-33610; https://doi.org/10.1088/1361-6420/ac3f81
  • Keywords: Γ-convergence ; maximum a posteriori estimation ; Bayesian inverse problems ; transition path theory ; small ball probabilities ; Onsager–Machlup functional
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  • Description: The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a maximum a posteriori (MAP) estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse problem, seen as minimisation of the Onsager–Machlup (OM) functional of the posterior measure. An open problem in the stability analysis of inverse problems is to establish a relationship between the convergence properties of solutions obtained by the variational approach and by the Bayesian approach. To address this problem, we propose a general convergence theory for modes that is based on the Γ-convergence of OM functionals, and apply this theory to Bayesian inverse problems with Gaussian and edge-preserving Besov priors. Part II of this paper considers more general prior distributions.
  • Access State: Open Access
  • Rights information: Attribution (CC BY)