Cauchy Markov random field priors for Bayesian inversion

نویسندگان

چکیده

The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order such successfully, sophisticated optimization chain Monte Carlo methods usually required. this paper, our focus is largely on reviewing recently developed difference priors, while introducing interesting new variants, whilst providing a comparison. We firstly propose one-dimensional second-order prior, construct first- two-dimensional isotropic priors. Another prior based the stochastic partial differential equation approach, derived from Matérn type Gaussian presentation. comparison also includes sheets. Our numerical computations both maximum posteriori conditional mean estimation. exploit state-of-the-art MCMC methodologies as Metropolis-within-Gibbs, Repelling-Attracting Metropolis, No-U-Turn sampler variant Hamiltonian Carlo. demonstrate models constructed for deconvolution problems. Thorough statistics provided all test cases, including potential scale reduction factors.

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ژورنال

عنوان ژورنال: Statistics and Computing

سال: 2022

ISSN: ['0960-3174', '1573-1375']

DOI: https://doi.org/10.1007/s11222-022-10089-z