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Compatible Non-Normalized Conditional Densities

並列摘要


Checking compatibility of the specified conditional distributions is an important problem in statistics, especially in Bayesian computations. However, conditional density may be given without exact normalizing constant multiplier since this multiplier is hard to identify. In this article, we provide necessary and sufficient conditions for compatibility of non-normalized conditional densities. In addition, if they are compatible, we also discuss the uniqueness of the associated joint density which generates them.

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