Bayesian methods and maximum entropy for ill-posed inverse problems
不适定逆问题的贝叶斯方法与最大熵
In this paper, we study linear inverse problems where some generalized moments of an unknown positive measure are observed. We introduce a new construction, called the maximum entropy on the mean method (MEM), which relies on a suitable sequence of finite-dimensional discretized inverse problems. Its advantage is threefold: It allows us to interpret all usual deterministic methods as Bayesian methods; it gives a very convenient way of taking into account prior information;…