Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-326/2/f/solution

The total variation distance is
The problem is a well-posed Bayesian inverse problem in total variation when every determines a unique posterior and
The heat solution operator at positive time is bounded from to , so the finite sensor map is bounded and continuous. Therefore is jointly continuous and . The normalizer satisfies . If , the dominated convergence theorem gives both
and convergence in of the normalized posterior densities. Since total variation is one half of this distance for absolutely continuous measures, . Existence, uniqueness, and continuous dependence all follow.

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