Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 326 3 1 c Solution Created 2026-09-29 Updated 2026-10-03
The problem is a well-posed Bayesian inverse problem in total variation when a unique posterior exists for every and the posterior map is continuous:Thus the metric supplies the precise meaning of continuous dependence on the observed data in the Bayesian version of Hadamard well-posedness.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 326 2 f Solution 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.