Maximum a posteriori estimators in ℓp are well-defined for diagonal Gaussian priors
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DOI: 10.1088/1361-6420/acce60
Abstract: We prove that maximum a posteriori estimators are well-defined for diagonal Gaussian priors µ on ℓp under common assumptions on the potential Φ. Further, we show connections to the Onsager–Machlup functional and provide a corrected… read more here.
Keywords: well defined; estimators well; maximum posteriori; defined diagonal ... See more keywords