## Abstract

The Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian random variable U (x, w) is Mδ (y, w) = A (U (x, w)) + δ>(y, w), where A is a finitely many orders smoothing linear hypoelliptic operator and δ> 0 is the noise magnitude. The covariance operator C_{U} of U is smoothing of order 2r, self-adjoint, injective and elliptic pseudodifferential operator. If ϵ was taking values in L^{2} then in Gaussian case solving the conditional mean (and maximum a posteriori) estimate is linked to solving the minimisation problem Tδ (mδ) = arg min μϵHr{ Au-mδ;2_{L} ^{2}+δ2C_{U} ^{-1/2}u2_{L} ^{2}} However, Gaussian white noise does not take values in L^{2}but in H-s where s>0 is big enough. A modification of the above approach to solve the inverse problem is presented, covering the case of white Gaussian measurement noise. Furthermore, the convergence of the conditional mean estimate to the correct solution as δ → 0 is proven in appropriate function spaces using microlocal analysis. Also the frequentist posterior contractions rates are studied.

Original language | English |
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Article number | 085005 |

Journal | Inverse Problems |

Volume | 32 |

Issue number | 8 |

DOIs | |

Publication status | Published - 23 Jun 2016 |

Externally published | Yes |

## Keywords

- Bayesian inverse problem
- convergence rate
- microlocal analysis
- posterior consistency
- white noise