$\pi_{kn}(u_n\|\m_{kn})$~ Π n $(u_n)\exp(-\frac{1}{2}$||$\m_{kn} - P_kA u_n$||$\_2^2)$
in $\R^d$, and the mean $\u_{kn}$:$=\int u_n \ \pi_{kn}(u_n\|\m_k)\ du_n$ is considered as the reconstruction of $U$. We discuss a systematic way of choosing prior distributions Π n for all $n\geq n_0>0$ by achieving them as projections of a distribution in a infinite-dimensional limit case. Such choice of prior distributions is discretization-invariant in the sense that Π n represent the same a priori information for all $n$ and that the mean $\u_{kn}$ converges to a limit estimate as $k,n$→$\infty$. Gaussian smoothness priors and wavelet-based Besov space priors are shown to be discretization invariant. In particular, Bayesian inversion in dimension two with $B^1_11$ prior is related to penalizing the $\l^1$ norm of the wavelet coefficients of $U$.
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