  We consider the inverse problem of estimating an unknown function $u$ from
noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$
applied to $u$. We adopt a Bayesian approach to the problem and work in a
setting where the prior measure is specified as a Gaussian random field
$\mu_0$. We work under a natural set of conditions on the likelihood which
imply the existence of a well-posed posterior measure, $\mu^y$. Under these
conditions we show that the {\em maximum a posteriori} (MAP) estimator is
well-defined as the minimiser of an Onsager-Machlup functional defined on the
Cameron-Martin space of the prior; thus we link a problem in probability with a
problem in the calculus of variations. We then consider the case where the
observational noise vanishes and establish a form of Bayesian posterior
consistency. We also prove a similar result for the case where the observation
of $\mathcal{G}(u)$ can be repeated as many times as desired with independent
identically distributed noise. The theory is illustrated with examples from an
inverse problem for the Navier-Stokes equation, motivated by problems arising
in weather forecasting, and from the theory of conditioned diffusions,
motivated by problems arising in molecular dynamics.
