Abstract

We prove that maximum a posteriori estimators are well-defined for diagonal Gaussian priors µ on under common assumptions on the potential Φ. Further, we show connections to the Onsager–Machlup functional and provide a corrected and strongly simplified proof in the Hilbert space case p = 2, previously established by Dashti et al (2013 Inverse Problems 29 095017); Kretschmann (2019 PhD Thesis). These corrections do not generalize to the setting , which requires a novel convexification result for the difference between the Cameron–Martin norm and the p-norm.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.