Misspecified Bernstein-Von Mises theorem for hierarchical models

Autor:	Koers, Geerten, Szabó, Botond, van der Vaart, Aad
Rok vydání:	2023
Předmět:	Mathematics - Statistics Theory 62F15
Druh dokumentu:	Working Paper
Popis:	We derive a Bernstein von-Mises theorem in the context of misspecified, non-i.i.d., hierarchical models parametrized by a finite-dimensional parameter of interest. We apply our results to hierarchical models containing non-linear operators, including the squared integral operator, and PDE-constrained inverse problems. More specifically, we consider the elliptic, time-independent Schr\"odinger equation with parametric boundary condition and general parabolic PDEs with parametric potential and boundary constraints. Our theoretical results are complemented with numerical analysis on synthetic data sets, considering both the square integral operator and the Schr\"odinger equation. Comment: 29 pages, 4 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2308.07803 Zobrazit plný text záznamu View this record from Arxiv