Posterior Consistency under dependent errors in non-linear inverse problems with applications to time evolution equations
Year: 2026
Type: preprint
Abstract: Let $θ\to \mathcal G(θ)$ be a map from a parameter to the solution of some non-linear partial differential equation modelling a dynamical system. We provide conditions to show posterior consistency for $θ$ under observations of $\mathcal G(θ)$ with dependent noise, modelling potential time-correlations of the sensors used to make the measurements. We provide two examples, namely the Navier-Stokes equations with unknown viscosity and initial condition, as well as a Reaction-Diffusion type equation with diffusivity coefficient that is varying (heterogeneous) in space, which requires novel stability estimates for a Darcy transport operator with accumulation in time.
Source: arXiv (Cornell University)
Author: Jambhale, Aditya
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: UK Research and Innovation
OpenAlex ID: W7220921290