In aerospace propulsion systems with high temperature, pressure, and distortion,
inhomogeneous thermophysical gradients can cause line-of-sight deflection and spectral …

This article shows that a large class of posterior measures that are absolutely continuous
with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of …

This paper analyzes a popular computational framework for solving infinite-dimensional
Bayesian inverse problems, discretizing the prior and the forward model in a finite …

We provide a clear and concise introduction to the subjects of inverse problems and data
assimilation, and their inter-relations. The first part of our notes covers inverse problems; this …

It is often desirable to summarize a probability measure on a space in terms of a mode, or
MAP estimator, ie, a point of maximum probability. Such points can be rigorously defined …

Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach
spaces - IOPscience This site uses cookies. By continuing to use this site you agree to our use …

We prove that maximum a posteriori estimators are well-defined for diagonal Gaussian
priors $\mu $ on $\ell^ p $ under common assumptions on the potential $\Phi $. Further, we …

We develop a path integral framework for determining most probable paths for a class of
systems of stochastic differential equations with piecewise-smooth drift and additive noise …

The article presents a systematic study of the problem of conditioning a Gaussian random
variable\(\xi\) on nonlinear observations of the form\(F\circ {\varvec {\phi}}(\xi)\) …

In this work we connect two notions: that of the nonparametric mode of a probability
measure, defined by asymptotic small ball probabilities, and that of the Onsager–Machlup …