Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
This paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes’ formula and the well posedness of the posterior measure are studied. The abstract theory is then applied to Burgers and Hamilton–Jacobi eq...
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| Format: | Journal Article |
| Language: | English |
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2014
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| Online Access: | https://hdl.handle.net/10356/100482 http://hdl.handle.net/10220/18459 |