  Many scientific and engineering problems require to perform Bayesian
inferences in function spaces, in which the unknowns are of infinite dimension.
In such problems, choosing an appropriate prior distribution is an important
task. In particular we consider problems where the function to infer is subject
to sharp jumps which render the commonly used Gaussian measures unsuitable. On
the other hand, the so-called total variation (TV) prior can only be defined in
a finite dimensional setting, and does not lead to a well-defined posterior
measure in function spaces. In this work we present a TV-Gaussian (TG) prior to
address such problems, where the TV term is used to detect sharp jumps of the
function, and the Gaussian distribution is used as a reference measure so that
it results in a well-defined posterior measure in the function space. We also
present an efficient Markov Chain Monte Carlo (MCMC) algorithm to draw samples
from the posterior distribution of the TG prior. With numerical examples we
demonstrate the performance of the TG prior and the efficiency of the proposed
MCMC algorithm.
