Establish existence of a positive stationary solution for the biased KLXX surrogate
Establish the existence of a positive solution to the fixed-point equation governing stationary densities of the biased KLXX loss under a biased target surrogate, thereby removing the theorem’s assumption that such a positive solution exists.
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The condition is sufficient but conservative, and positivity does not in fact require it. If $\nu_\star(x)$ approaches zero at some $x$ with $\pi(x)>0$, then $w_\star(x)\to\infty$, so $w_\star(x)$ exceeds $w_\star(y)$ for almost every $y$ and both $S{\tilde\pi}_\star(x)$ and $S{\xi}_\star(x)$ tend to $+1$; the right-hand side of eq: surrogate-stationary then tends to $\tilde\pi(x)(1+2\lambda)+2\vartheta\xi(x)>0$. A solution cannot therefore approach zero where $\pi$ is positive, at any $\lambda,\vartheta\geq0$; this indicates that positivity is not restrictive, but it is not an existence proof, and the theorem assumes a positive solution.