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Bayesian inverse problems with non-conjugate priors. (English) Zbl 1294.62107
Summary: We investigate the frequentist posterior contraction rate of nonparametric Bayesian procedures in linear inverse problems in both the mildly and severely ill-posed cases. A theorem is proved in a general Hilbert space setting under approximation-theoretic assumptions on the prior. The result is applied to non-conjugate priors, notably sieve and wavelet series priors, as well as in the conjugate setting. In the mildly ill-posed setting minimax optimal rates are obtained, with sieve priors being rate adaptive over Sobolev classes. In the severely ill-posed setting, oversmoothing the prior yields minimax rates. Previously established results in the conjugate setting are obtained using this method. Examples of applications include deconvolution, recovering the initial condition in the heat equation and the Radon transform.

##### MSC:
 62G20 Asymptotic properties of nonparametric inference 62F15 Bayesian inference 62G05 Nonparametric estimation 62G10 Nonparametric hypothesis testing
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