A note on the Karhunen-Lo\`eve expansions for infinite-dimensional Bayesian inverse problems

Jinglai Li

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arXiv · 1412.8604

A note on the Karhunen-Lo\`eve expansions for infinite-dimensional Bayesian inverse problems

Jinglai Li

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Abstract

In this note, we consider the truncated Karhunen-Lo\`eve expansion for approximating solutions to infinite dimensional inverse problems. We show that, under certain conditions, the bound of the error between a solution and its finite-dimensional approximation can be estimated without the knowledge of the solution.

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Jinglai Li. 2014-12-30. A note on the Karhunen-Lo\`eve expansions for infinite-dimensional Bayesian inverse problems. https://arxiv.org/abs/1412.8604

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