REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS

DOI10.1017/S0266466614000796zbMath1441.62686OpenAlexW3122985987MaRDI QIDQ2786681

Anna Simoni, Jean-Pierre Florens

Publication date: 23 February 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000796

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Regularized Posteriors in Linear Ill-Posed Inverse Problems ⋮ Bayesian inverse problems with heterogeneous variance ⋮ When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage ⋮ SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems ⋮ Bayesian inverse problems with Gaussian priors ⋮ Bayesian linear inverse problems in regularity scales ⋮ On the Asymptotical Regularization for Linear Inverse Problems in Presence of White Noise ⋮ Local search methods for the solution of implicit inverse problems

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