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題名 Consistency of Bayesian Inference for a Subdiffusion Equation
作者 邱普照
Kow, Pu-Zhao;Wang, Jenn-Nan
貢獻者 應數系
關鍵詞 inverse problem; Bayesian inference; Gaussian priors; contraction rate; Riemann–Liouville derivative; Caputo derivative
日期 2025-08
上傳時間 24-Sep-2025 09:39:06 (UTC+8)
摘要 In this work, we consider the inverse problem of determining an unknown potential in a subdiffusion equation from its solution using a nonparametric Bayesian approach. Our aim is to establish the consistency of the posterior distribution with Gaussian priors. To do so, we need some key estimates of the forward problem. For the forward problem, we have to overcome the fact that the solution of the subdiffusion equation is less regular than that of the classical heat equation. The main ingredient is the maximum principle for the subdiffusion equation. We show that the posterior contracts to the ground truth at a polynomial rate.
關聯 SIAM/ASA Journal on Uncertainty Quantification, Vol.13, No.3, pp.1116-1144
資料類型 article
DOI https://doi.org/10.1137/24M1707419
dc.contributor 應數系
dc.creator (作者) 邱普照
dc.creator (作者) Kow, Pu-Zhao;Wang, Jenn-Nan
dc.date (日期) 2025-08
dc.date.accessioned 24-Sep-2025 09:39:06 (UTC+8)-
dc.date.available 24-Sep-2025 09:39:06 (UTC+8)-
dc.date.issued (上傳時間) 24-Sep-2025 09:39:06 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/159634-
dc.description.abstract (摘要) In this work, we consider the inverse problem of determining an unknown potential in a subdiffusion equation from its solution using a nonparametric Bayesian approach. Our aim is to establish the consistency of the posterior distribution with Gaussian priors. To do so, we need some key estimates of the forward problem. For the forward problem, we have to overcome the fact that the solution of the subdiffusion equation is less regular than that of the classical heat equation. The main ingredient is the maximum principle for the subdiffusion equation. We show that the posterior contracts to the ground truth at a polynomial rate.
dc.format.extent 98 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) SIAM/ASA Journal on Uncertainty Quantification, Vol.13, No.3, pp.1116-1144
dc.subject (關鍵詞) inverse problem; Bayesian inference; Gaussian priors; contraction rate; Riemann–Liouville derivative; Caputo derivative
dc.title (題名) Consistency of Bayesian Inference for a Subdiffusion Equation
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1137/24M1707419
dc.doi.uri (DOI) https://doi.org/10.1137/24M1707419