Choosing a collision-free outcome with bounded total path length
Lax263307.SamplingOutcomes · concepts/Lax263307/SamplingOutcomes.lean · lax-263307
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Theorem
For a finite probability distribution, suppose the probability of a bad outcome is at most and a nonnegative total cost has expectation at most . Some outcome of positive probability is not bad and has total cost at most . This combines the union bound with Markov's inequality.
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| 1 | import Lax263307.PathSampling |
| 2 | |
| 3 | /-! |
| 4 | --- |
| 5 | title: Choosing a collision-free outcome with bounded total path length |
| 6 | type: theorem |
| 7 | --- |
| 8 | For a finite probability distribution, suppose the probability of a bad |
| 9 | outcome is at most and a nonnegative total cost has expectation at most |
| 10 | . Some outcome of positive probability is not bad and has total cost |
| 11 | at most . This combines the union bound with Markov's inequality. |
| 12 | |
| 13 | # Attribution |
| 14 | |
| 15 | Bonnet–Chang, the simultaneous choice of noninteracting routes and bounded |
| 16 | total path length in Lemma 11. |
| 17 | -/ |
| 18 | |
| 19 | namespace Lax263307.SamplingOutcomes |
| 20 | |
| 21 | open PathSampling |
| 22 | |
| 23 | /-- Probability of an event in the finite outcome space. -/ |
| 24 | noncomputable def eventProbability {n q : ℕ} (P : Distribution n q) |
| 25 | (event : Set (Fin q)) : ℝ := by |
| 26 | classical |
| 27 | exact ∑ i, if i ∈ event then P.probability i else 0 |
| 28 | |
| 29 | /-- Markov's inequality for a nonnegative cost and a positive threshold. -/ |
| 30 | axiom markov_bound {n q : ℕ} (P : Distribution n q) (cost : Fin q → ℝ) |
| 31 | (nonnegative : ∀ i, 0 ≤ cost i) (T : ℝ) (positive : 0 < T) : |
| 32 | eventProbability P {i | T < cost i} ≤ (∑ i, P.probability i * cost i) / T |
| 33 | |
| 34 | /-- One positive-probability outcome meets both requirements. -/ |
| 35 | axiom good_outcome {n q : ℕ} (P : Distribution n q) (bad : Set (Fin q)) |
| 36 | (cost : Fin q → ℝ) (M : ℝ) (positive : 0 < M) |
| 37 | (nonnegative : ∀ i, 0 ≤ cost i) |
| 38 | (bad_bound : eventProbability P bad ≤ 1 / 4) |
| 39 | (expected_bound : (∑ i, P.probability i * cost i) ≤ M) : |
| 40 | ∃ i, 0 < P.probability i ∧ i ∉ bad ∧ cost i ≤ 4 * M |
| 41 | |
| 42 | end Lax263307.SamplingOutcomes |
| 43 |
Attribution
Bonnet–Chang, the simultaneous choice of noninteracting routes and bounded total path length in Lemma 11.
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