惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

G
Google Developers Blog
Apple Machine Learning Research
Apple Machine Learning Research
小众软件
小众软件
Recent Announcements
Recent Announcements
阮一峰的网络日志
阮一峰的网络日志
IT之家
IT之家
A
About on SuperTechFans
量子位
Engineering at Meta
Engineering at Meta
B
Blog
The Cloudflare Blog
博客园 - 【当耐特】
Hugging Face - Blog
Hugging Face - Blog
Y
Y Combinator Blog
J
Java Code Geeks
D
DataBreaches.Net
aimingoo的专栏
aimingoo的专栏
T
Tailwind CSS Blog
H
Help Net Security
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
V
V2EX
Stack Overflow Blog
Stack Overflow Blog
C
Check Point Blog
酷 壳 – CoolShell
酷 壳 – CoolShell

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Consistency of Bayesian inference with Gaussian process p...
Hanne Kekkonen · 2021-03-24 · via math.ST updates on arXiv.org

We consider the statistical nonlinear inverse problem of recovering the absorption term $f>0$ in the heat equation $$ \partial_tu-\frac{1}{2}Δu+fu=0 \quad \text{on $\mathcal{O}\times(0,\textbf{T})$}\quad u = g \quad \text{on $\partial\mathcal{O}\times(0,\textbf{T})$}\quad u(\cdot,0)=u_0 \quad \text{on $\mathcal{O}$}, $$ where $\mathcal{O}\in\mathbb{R}^d$ is a bounded domain, $\textbf{T}<\infty$ is a fixed time, and $g,u_0$ are given sufficiently smooth functions describing boundary and initial values respectively. The data consists of $N$ discrete noisy point evaluations of the solution $u_f$ on $\mathcal{O}\times(0,\textbf{T})$. We study the statistical performance of Bayesian nonparametric procedures based on a large class of Gaussian process priors. We show that, as the number of measurements increases, the resulting posterior distributions concentrate around the true parameter generating the data, and derive a convergence rate for the reconstruction error of the associated posterior means. We also consider the optimality of the contraction rates and prove a lower bound for the minimax convergence rate for inferring $f$ from the data, and show that optimal rates can be achieved with truncated Gaussian priors.