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Stability of doubly-intractable distributions

Stability of doubly-intractable distributions

Doubly-intractable distributions appear naturally as posterior distributions in Bayesian inference frameworks whenever the likelihood contains a normalizing function $Z$. Having two such functions $Z$ and $\widetilde Z$ we provide estimates of the total variation and $1$-Wasserstein distance of the resulting posterior probability measures. As a consequence this leads to local …