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Optimization Perspective

Published in Cambridge University Press eBooks • Jul 27, 2023
NobleIDNI8P43W84R69S46
Authors:
Daniel Sanz-Alonso
,
Andrew M. Stuart
,
Armeen Taeb

Abstract

In this chapter we explore the properties of Bayesian inversion from the perspective of an optimization problem which corresponds to maximizing the posterior probability; that is, to finding a maximum a posteriori (MAP) estimator, or mode of the posterior distribution. We demonstrate the properties ...

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