Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-326/2/f/solution
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 326 2 f Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
The total variation distance isThe 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 bothand 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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