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

作者：Li, Jinglai^*

来源：Statistics & Probability Letters, 2015, 106: 1-4.

DOI：10.1016/j.spl.2015.06.025

• Karhunen-Loeve expansion
• Bayesian inverse problems
• Gaussian measure

In this note, we consider the truncated Karhunen-Loeve 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.

• 出版日期2015-11
• 单位上海交通大学