Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces. (28th December 2021)

• Record Type: Journal Article
• Authors: Ayanbayev, Birzhan; Klebanov, Ilja; Lie, Han Cheng; Sullivan, T J
• Is Part Of: Inverse problems. Volume 38:Number 2(2022)
• Publication Date: 2021-12-28
• Subjects: Bayesian inverse problems -- Γ-convergence -- maximum a posteriori estimation -- Onsager–Machlup functional -- small ball probabilities -- transition path theory; Inverse problems (Differential equations) -- Periodicals; 515.357
• DOI: 10.1088/1361-6420/ac3f82
• Languages: English
• ISSNs: 0266-5611

Abstract

Abstract: We derive Onsager–Machlup functionals for countable product measures on weighted ℓ p subspaces of the sequence space R N . Each measure in the product is a shifted and scaled copy of a reference probability measure on R that admits a sufficiently regular Lebesgue density. We study the equicoercivity and Γ-convergence of sequences of Onsager–Machlup functionals associated to convergent sequences of measures within this class. We use these results to establish analogous results for probability measures on separable Banach or Hilbert spaces, including Gaussian, Cauchy, and Besov measures with summability parameter 1 ⩽ p ⩽ 2. Together with part I of this paper, this provides a basis for analysis of the convergence of maximum a posteriori estimators in Bayesian inverse problems and most likely paths in transition path theory.