In Bayesian inverse problems, 'model error' refers to the discrepancy between the parameter-to-observable map that generates the data and the parameter-to-observable map that is used for inference. Model error is important because it can lead to misspecified likelihoods, and thus to incorrect inference. We consider some deterministic approaches for accounting for model error in inverse problems with additive Gaussian observation noise, where the parameter-to-observable map is the composition of a possibly nonlinear parameter-to-state map or 'model' and a linear state-to-observable map or 'observation operator'. Using local Lipschitz stability estimates of posteriors with respect to likelihood perturbations, we bound the symmetrised Kullback--Leibler divergence of the posterior generated by each approach with respect to the posterior associated to the true model and the posterior associated to the wrong model. Our bounds lead to criteria for choosing observation operators that mitigate the effect of model error on the posterior.
翻译:在Bayesian反向问题中,“模型错误”是指生成数据的参数到可观测地图与用于推断的参数到可观测地图之间的差异。模型错误很重要,因为它可能导致错误描述可能性,从而造成不正确的推断。我们考虑用某种确定方法来计算模型错误的反向问题,其中参数到可观测地图是可能的非线性参数到状态地图或“模型”和线性状态到可观测地图或“观察操作员”的构成。使用本地的Lipschitz对远地点的稳定性估计值来测量可能的扰动。我们把每种方法在与真实模型和与错误模型相关的后方图上生成的相匹配的 Kullback- Leibel差点绑在一起。我们的界限导致选择观测操作员的标准可以减轻模型错误对后方的影响。