1
$\begingroup$

This is possibly a reference request. Let $G$ : $\mathbb{R}^p \to \mathbb{R}^q$ be a continuous injective/bijective function. Let $\mu$(we may also assume this to be a non degenerate Gaussian) be probability measure(prior) on $\mathbb{R}^p$ which is absolutely continuous wrt to Lebesgue measure. Let the observation model be $$y = G(u) + \frac{\eta}{\sqrt{n}}$$ Where $\eta$ is the white noise on $\mathbb{R}^q$. Does the posterior measure $\mu_n^y$(which is the ditribution of $u|y)$ converge to the given true solution $u_0$ for almost all $u_0$ wrt the measure $\mu$?

The convergence condition for a true solution $u_0$ is defined as follows. Let $\mathbb{E}_{u_0,n}$ denote expectation with respect to the distribution of random variable $G(u_0) + \frac{\eta}{\sqrt{n}}$. $\mu_n^y$ is said to converge to $u_0$ if $$\mathbb{E}_{u_0,n}\left(\mu_n^y\{u:\|u -u_0\| > \epsilon\}\right) \to 0$$ as $n \to \infty$

$\endgroup$
1
  • $\begingroup$ I'm not sure why this has attracted votes to close. Could those who did so perhaps leave some comments or advice for the OP? $\endgroup$ Commented Jun 2, 2016 at 13:08

0

You must log in to answer this question.

Start asking to get answers

Find the answer to your question by asking.

Ask question

Explore related questions

See similar questions with these tags.