Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-37/6/i/a/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 37 6 i a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Use the Bayes' theorem to multiply the Ising model prior by the conditionally independent normal likelihood factors. For fixed observed , the posterior distribution isThere is no boundary wraparound: the neighbor sets use only actual horizontal and vertical edges inside the square. Each unordered edge is counted once. In particular, the prior retains the printed minus sign in front of , and the likelihood retains the seventh power. The finite state space and finite observed values make every posterior weight positive and finite, with a finite positive normalizing sum.
New to topics? Read the docs here!