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arXiv 2506.14685math.NAcs.NAmath.PRmath.STstat.TH

贝叶斯数据同化计算方法的后验收缩率

Posterior contraction rates of computational methods for Bayesian data assimilation

Erik Burman, Mingfei Lu

AI总结:

该研究分析离散化下贝叶斯数据同化问题的后验一致性,证明两类离散化下离散后验的收敛速率,提出用定制离散先验实现有限元离散化的最优收敛速率。

摘要:

本文分析了离散化下贝叶斯数据同化问题的后验一致性。我们证明了在协调离散化和通常非协调的有限元离散化两种情形下,离散后验向真实解收敛的速率。该分析基于样本数量与离散空间维度之间的渐近耦合。在有限元离散化中,我们采用定制的离散先验而非连续先验的离散化形式,以获得最优收敛速率。

英文摘要:

In this paper, we analyze posterior consistency of a Bayesian data assimilation problem under discretization. We prove convergence rates for the discrete posterior to ground truth solution under both conforming discretization and finite element discretization (usually non-conforming). The analysis is based on the coupling of asymptotics between the number of samples and the dimension of discrete spaces. In the finite element discretization, tailor-made discrete priors, instead of the discretization of continuous priors, are used to generate an optimal convergence rate.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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