Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Agapiou, Sergios"
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Book Chapter
Posterior Contraction in Bayesian Inverse Problems Under Gaussian Priors
Agapiou, Sergios; Mathé, Peter (Springer International Publishing, 2018)We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in a separable Hilbert space setting. We focus our interest on the posterior contraction rate in the small noise limit, under ...
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Article
Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio (2018)We consider the inverse problem of recovering an unknown functional parameter in a separable Banach space, from a noisy observation vector of its image through a known possibly non-linear map . We adopt a Bayesian approach ...
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Article
Unbiased Monte Carlo: Posterior estimation for intractable/infinite-dimensional models
Agapiou, Sergios; Roberts, Gareth O.; Vollmer, Sebastian J. (2018)We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional ...