Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems

Deng, Zhiliang; Yang, Xiaomei

doi:10.1090/proc/14517

Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems
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by Zhiliang Deng and Xiaomei Yang

Proc. Amer. Math. Soc. 150 (2022), 4699-4713

DOI: https://doi.org/10.1090/proc/14517

Published electronically: July 29, 2022

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Abstract:

In this paper, q-Gaussian distribution, q-analogy of Gaussian distribution, is introduced to characterize the prior information of unknown parameters for inverse problems. Based on q-Hermite polynomials, we propose a spectral likelihood approximation (SLA) algorithm of Bayesian inversion. Convergence results of the approximated posterior distribution in the sense of Kullback–Leibler divergence are obtained when the likelihood function is replaced with the SLA and the prior density function is truncated to its partial sum. In the end, two numerical examples are displayed, which verify our results.

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Proceedings of the American Mathematical Society

Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems
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Abstract: