  In solving Bayesian inverse problems, it is often desirable to use a common
density parameterization to denote the prior and posterior. Typically we seek a
density from the same family as the prior which closely approximates the true
posterior. As one of the most important classes of distributions in statistics,
the exponential family is considered as the parameterization. The optimal
parameter values for representing the approximated posterior are achieved by
minimizing the deviation between the parameterized density and a homotopy that
deforms the prior density into the posterior density. Rather than trying to
solve the original problem, it is exactly converted into a corresponding system
of explicit ordinary first-order differential equations. Solving this system
over a finite 'time' interval yields the desired optimal density parameters.
This method is proven to be effective by some numerical examples.
