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arXiv · 2308.07803

Misspecified Bernstein-Von Mises theorem for hierarchical models

Geerten Koers·Botond Szabó·Aad van der Vaart
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Abstract

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.

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Geerten Koers, Botond Szabó, Aad van der Vaart. 2023-08-15. Misspecified Bernstein-Von Mises theorem for hierarchical models. https://arxiv.org/abs/2308.07803

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