Derives MAP estimate for SDE drift identification, proves tangential cone condition, reviews convergence theory, and shows 1D numerical evidence that rates hold as observations increase.
Convergence rates for tikhonov regularisation of non-linear ill-posed problems
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On MAP estimates and source conditions for drift identification in SDEs
Derives MAP estimate for SDE drift identification, proves tangential cone condition, reviews convergence theory, and shows 1D numerical evidence that rates hold as observations increase.