A posterior contraction for Bayesian inverse problems in Banach spaces

Abstract

Abstract This paper features a study of statistical inference for linear inverse problems with Gaussian noise and priors in structured Banach spaces. Employing the tools of sectorial operators and Gaussian measures on Banach spaces, we overcome the theoretical difficulty of lacking the bias-variance decomposition in Banach spaces, characterize the posterior distribution of solution though its Radon–Nikodym derivative, and derive the optimal convergence rates of the corresponding square posterior contraction and the mean integrated square error. Our theoretical findings are applied to two scenarios, specifically a Volterra integral equation and an inverse source problem governed by an elliptic partial differential equation. Our investigation demonstrates the superiority of our approach over classical results. Notably, our method achieves same order of convergence rates for solutions with reduced smoothness even in a Hilbert setting.