| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154327 | Statistics & Probability Letters | 2015 | 4 Pages |
Abstract
In this note, we consider the truncated Karhunen–Loève expansion for approximating the maximum a posteriori (MAP) solutions to infinite dimensional Bayesian inverse problems. In particular, we derive an a priori error bound between a MAP solution and its finite dimensional approximation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jinglai Li,