Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing

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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Main Author: Hoang, Viet Ha.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2014
Subjects:
DRNTU::Science::Mathematics::Topology
Online Access:https://hdl.handle.net/10356/100482
http://hdl.handle.net/10220/18459
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-100482
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spelling sg-ntu-dr.10356-1004822023-02-28T19:34:31Z Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing Hoang, Viet Ha. School of Physical and Mathematical Sciences DRNTU::Science::Mathematics::Topology 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 equations on a semi-infinite time interval with forcing functions which are white noise in time. Inference is made on the white noise forcing, assuming the Wiener measure as the prior. Published version 2014-01-13T06:07:44Z 2019-12-06T20:23:16Z 2014-01-13T06:07:44Z 2019-12-06T20:23:16Z 2012 2012 Journal Article Hoang, V. H. (2012). Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing. Inverse Problems, 28(2), 025009. https://hdl.handle.net/10356/100482 http://hdl.handle.net/10220/18459 10.1088/0266-5611/28/2/025009 en Inverse problems © 2012 IOP Publishing Ltd. This paper was published in Inverse Problems and is made available as an electronic reprint (preprint) with permission of IOP Publishing Ltd. The paper can be found at the following official DOI: [http://dx.doi.org/10.1088/0266-5611/28/2/025009]. One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplication of any material in this paper for a fee or for commercial purposes, or modification of the content of the paper is prohibited and is subject to penalties under law. 30 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Science::Mathematics::Topology
spellingShingle DRNTU::Science::Mathematics::Topology
Hoang, Viet Ha.
Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
description 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 equations on a semi-infinite time interval with forcing functions which are white noise in time. Inference is made on the white noise forcing, assuming the Wiener measure as the prior.
author2 School of Physical and Mathematical Sciences
author_facet School of Physical and Mathematical Sciences
Hoang, Viet Ha.
format Article
author Hoang, Viet Ha.
author_sort Hoang, Viet Ha.
title Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
title_short Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
title_full Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
title_fullStr Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
title_full_unstemmed Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
title_sort bayesian inverse problems in measure spaces with application to burgers and hamilton–jacobi equations with white noise forcing
publishDate 2014
url https://hdl.handle.net/10356/100482
http://hdl.handle.net/10220/18459
_version_ 1759853985173340160

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