Han Cheng Lie and I have just uploaded a preprint of our latest paper, “Equivalence of weak and strong modes of measures on topological vector spaces”, to the arXiv. This addresses a natural question in the theory of modes (or maximum a posteriori estimators, in the case of posterior measure for a Bayesian inverse problem) in infinite-dimensional spaces, which are defined either strongly (a la Dashti et al. (2013), via a global maximisation) or weakly (a la Helin & Burger (2015), via a dense subspace): when are strong and weak modes equivalent?
Abstract. Modes of a probability measure on an infinite-dimensional Banach space \(X\) are often defined by maximising the small-radius limit of the ratio of measures of norm balls. Helin and Burger weakened the definition of such modes by considering only balls with centres in proper subspaces of \(X\), and posed the question of when this restricted notion coincides with the unrestricted one. We generalise these definitions to modes of arbitrary measures on topological vector spaces, defined by arbitrary bounded, convex, neighbourhoods of the origin. We show that a coincident limiting ratios condition is a necessary and sufficient condition for the equivalence of these two types of modes, and show that the coincident limiting ratios condition is satisfied in a wide range of topological vector spaces.
It is a pleasure to announce that Esfandiar Navayazdani will join the UQ and Visual Data Analysis research groups as a postdoctoral researcher with effect from 1 August 2017. He will be working on project CH15 “Analysis of Empirical Shape Trajectories” as part of the Einstein Center for Mathematics Berlin, co-led by Hans-Christian Hege, Christoph von Tycowicz and myself.
The final version of “Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors” has now been published online in Inverse Problems and Imaging; the print version will be available in October.
From 29 August–1 September 2017, the Alan Turing Institute will host a summer school on Mathematical Aspects of Inverse Problems organised by Claudia Schillings (Mannheim) and Aretha Teckentrup (Edinburgh and Alan Turing Institute), two of my former colleagues at the University of Warwick. The invited lecturers are:
- Masoumeh Dashti (Sussex): Bayesian Approach to Inverse Problems
- Michela Ottobre (Maxwell Institute, Edinburgh): Hamiltonian Monte Carlo
- Carola-Bibiane Schönlieb and Clarice Poon (Cambridge): A Comparison of Variational Methods and Deep Neural Networks for Inverse Problems
- Alison Fowler (Reading): The Value of Observations for Numerical Weather Prediction
It is a pleasure to announce that Ingmar Schuster will join the UQ research group as a postdoctoral researcher with effect from 15 June 2017. He will be working on project A06 “Enabling Bayesian uncertainty quantification for multiscale systems and network models via mutual likelihood-informed dimension reduction” as part of SFB 1114 Scaling Cascades in Complex Systems.