Given a linear inverse problem Gm=d, a prior mean mprior and covariance matrix covm, data d, and data covariance matrix covd, this function computes the MAP solution and the corresponding covariance matrix.
bayes(G, mprior, covm, d, covd)
vector model
Design Matrix
vector, prior model
vector, model covariance
vector, right hand side
vector, data covariance
Jonathan M. Lees<jonathan.lees@unc.edu>
Aster, R.C., C.H. Thurber, and B. Borchers, Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.