Mathematics colloquia

These are mathematics colloquia suitable for anyone.

Seminar details

Day: Wednesdays or Fridays.
Open to: Staff, students and the public.

For further information, please contact the organiser Dr Bin Cheng.

Upcoming seminars

 

$\Gamma$-convergence of Onsager--Machlup functionals and MAP estimation in non-parametric Bayesian inverse problems

Speaker: Tim Sullivan (Warwick and Alan Turing Institute)
Date: Wednesday 25 May, 14:00-15:00
Venue: 39AA04

Abstract: The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e.\ a MAP estimator.  The MAP estimator essentially coincides with the (regularised) variational solution to the inverse problem, seen as minimisation of the Onsager--Machlup functional of the posterior measure.  An open problem in the stability analysis of inverse problems is to establish a relationship between the convergence properties of solutions obtained by the variational approach and by the Bayesian approach.  To address this problem, we propose a general convergence theory for modes that is based on the $\Gamma$-convergence of Onsager--Machlup functionals, and apply this theory to Bayesian inverse problems with Gaussian and edge-preserving Besov priors. Joint work with Birzhan Ayanbayev, Ilja Klebanov, and Han Cheng Lie.

Past seminars

Contact us

Find us

Address

Department of Mathematics
Thomas Telford building (AA), floor 4
University of Surrey
Guildford
Surrey
GU2 7XH