Notes for "Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic o...

H. Kekkonen, M. Lassas, S. Siltanen, Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic operators, Inverse Problems, 32, 2016, 085005

Page 10, line 6, Section 3 Generalised random variables

The connection between B_V and C_V is B_V = C_V (I-\Delta)^s : H^{s}\rightarrow H^{s}

Notes:
Consider \phi, \psi\in H^s(N), then we have
\langle C_V\phi, \psi \rangle_{H^{s}\times H^{-s}} = \langle \psi, C_V^* \psi\rangle_{H^{s}\times H^{-s}},
where C_V^* : H^{s}\rightarrow H^{-s}. Since (B_{V}\phi, \psi)_{H^s} = (\phi, B_V \psi)_{H^s} and (B_{V}\phi, \psi)_{H^s} = \langle C_V\phi, \psi \rangle_{H^{s}\times H^{-s}}, we obtain
\int_{N}(I-\Delta)^{s/2}\phi(x) (I-\Delta)^{s/2}B_V\psi(x) ds = \int_{N}\phi(x)C_V^{*} \psi(x)dx.
Hence, we find that
(I-\Delta)^{s}B_V = C_V^{*} : H^{s}\rightarrow H^{-s},
which implies
C_V = B_V (I-\Delta)^{s}.

Page 11, line (from end) 7, Section 3.2

Condition B_U \in \mathfrak{C}^{1}(H^{\tau}) guarantees that \mathbb{E}(U, U)_{H^{\tau}} < \infty.

Notes:
Taking (\lambda_j, \{\varphi_{j}\})_{j=1}^{\infty} be eigensystem of B_U on H^{\tau}, we have
\begin{align} \mathbb{E}(U,U)_{H^{\tau}} & = \mathbb{E}\sum_{j=1}^{\infty}(U,\varphi_{j})(U,\varphi_{j})=\sum_{j=1}^{\infty}\mathbb{E}{((U,\varphi_{j})_{H^{\tau}}(U,\varphi_{j})_{H^{\tau}})} \\ & = \sum_{j=1}^{\infty}(B_U \varphi_{j}, \varphi_{j})_{H^{\tau}} = \sum_{j=1}^{\infty}\lambda_{j} < \infty, \end{align}
which is just the required estimation.
Here, in this part, we may see C_U : H^{-\tau} \rightarrow H^{\tau} (\tau\leq r) and B_U : H^{\tau} \rightarrow H^{\tau}, which coincides with formula (3.3) and (3.4) on page 10. Taking \nu=\nu_k in the first formula on page 12, we have
k = N(\nu_k) \sim cv_k^{\frac{d}{2(r-\tau)}}(1+O(\nu_k^{-\frac{1}{2(r-\tau)}})).
Question: The operator B_U^{-1} is a self-adjoint elliptic operator with smooth coefficients (defined on closed manifold), the eigenvalues are irrelevant to the definition function space of the operator B_U^{-1} ?

Proof of Lemma 3, Page 15

\ldots and we can write
B_0 = B_0 ((A^* A)B_1 - K_2) = B_1 - B_0 K_2.

Notes:
Here, we assume that t, t_0 > 0. By my understanding, the equality means that for f\in H^{r+2t_0}\subset H^{r} we have
B_0(f) = B_0((A^* A)B_1)(f) - B_0 K_2(f) = B_0 A^* A B_1(f) - B_0 K_2 (f) .
Since B_1(f) \in H^{r}, we obtain B_0 A^* A B_1(f) = B_1 (f) and
B_0(f) = B_1(f) + B_0K_2(f)
holds for every f\in H^{r+2t_0}. Because for any r\in \mathbb{R}, we can deduce that the corresponding B_0 : C^{\infty} \rightarrow C^{\infty} is continuous. Hence, we find that
B = B_1 \, \text{mod} \, \Psi^{-\infty}
holds on H^{r}(N) for any r\in \mathbb{R}. That is to say,
B = B_1 \, \text{mod} \, \Psi^{-\infty}
holds on space \mathcal{D}', which implies B\in H\Psi^{2t_0, 2t}.


2020/02

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