Consistency of Bayesian inference with Gaussian process priors in an
elliptic inverse problem
Inverse Problems (IP), 2019
Abstract
For a bounded domain in and a given smooth function , we consider the statistical nonlinear inverse problem of recovering the conductivity in the divergence form equation from discrete noisy point evaluations of the solution on . We study the statistical performance of Bayesian nonparametric procedures based on a flexible class of Gaussian (or hierarchical Gaussian) process priors, whose implementation is feasible by MCMC methods. We show that, as the number of measurements increases, the resulting posterior distributions concentrate around the true parameter generating the data, and derive a convergence rate for the reconstruction error of the associated posterior means, in -distance.
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