Tim Sullivan | Bayesian inversion with heavy-tailed stable priors

Well-posed Bayesian inverse problems and heavy-tailed stable Banach space priors

Bayesian inversion with heavy-tailed stable priors

A revised version of “Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors” has been released on arXiv today. Among other improvements, the revised version incorporates additional remarks on the connection to the existing literature on stable distributions in Banach spaces, and generalises the results of the previous version of the paper to quasi-Banach spaces, which are like complete normed vector spaces in every respect except that the triangle inequality only holds in the weakened form

\( \| x + y \| \leq C ( \| x \| + \| y \| ) \)

for some constant \( C \geq 1 \).

Published on Monday 21 November 2016 at 11:30 UTC #preprint #bayesian #inverse-problems #cauchy-distribution