Finite independent sampling and vertex exception tails
Lax342547.FiniteSampling · concepts/Lax342547/FiniteSampling.lean · lax-342547
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Lemma
Finite product weights form a probability law. Cylinder events factor over sample positions, and a subset union bound gives the binomial estimate for too many positions in a raw vertex exception.
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Evidence
This concept declares 6 statements. Each proof establishes one of them relative to its assumptions.
1 cell_mass_mono proven
2 cell_mass_union_bound proven
3 coordinate_set_probability proven
4 cylinder_probability proven
5 exceptional_positions_bound proven
6 product_probability proven
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| 1 | import Lax342547.ContainerLaws |
| 2 | import Mathlib.Algebra.BigOperators.Ring.Finset |
| 3 | |
| 4 | /-! |
| 5 | --- |
| 6 | title: Finite independent sampling and vertex exception tails |
| 7 | type: lemma |
| 8 | --- |
| 9 | Finite product weights form a probability law. Cylinder events factor over sample positions, and a subset union bound gives the binomial estimate for too many positions in a raw vertex exception. |
| 10 | -/ |
| 11 | |
| 12 | namespace Lax342547.FiniteSampling |
| 13 | |
| 14 | open Lax342547.RelativeEntropy Lax342547.RetainedImages |
| 15 | open scoped BigOperators |
| 16 | |
| 17 | noncomputable def productLaw {ι Ω : Type} [Fintype ι] (μ : ι → Ω → ℝ) (sample : ι → Ω) : ℝ := |
| 18 | ∏ i, μ i (sample i) |
| 19 | |
| 20 | axiom product_probability {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι] |
| 21 | (μ : ι → Ω → ℝ) (hμ : ∀ i, Probability (μ i)) : Probability (productLaw μ) |
| 22 | |
| 23 | axiom cylinder_probability {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι] |
| 24 | (μ : ι → Ω → ℝ) (A : ι → Ω → Prop) : |
| 25 | cellMass (productLaw μ) (fun sample => ∀ i, A i (sample i)) = ∏ i, cellMass (μ i) (A i) |
| 26 | |
| 27 | axiom coordinate_set_probability {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι] |
| 28 | (μ : Ω → ℝ) (T : Finset ι) (S : Ω → Prop) (hμ : Probability μ) : |
| 29 | cellMass (productLaw (fun _ : ι => μ)) (fun sample => ∀ i ∈ T, S (sample i)) = |
| 30 | (cellMass μ S)^T.card |
| 31 | |
| 32 | axiom cell_mass_mono {Ω : Type} [Fintype Ω] |
| 33 | (ρ : Ω → ℝ) (S T : Ω → Prop) (hρ : ∀ x, 0 ≤ ρ x) (hST : ∀ x, S x → T x) : |
| 34 | cellMass ρ S ≤ cellMass ρ T |
| 35 | |
| 36 | axiom cell_mass_union_bound {Ω J : Type} [Fintype Ω] |
| 37 | (ρ : Ω → ℝ) (A : J → Ω → Prop) (T : Finset J) (hρ : ∀ x, 0 ≤ ρ x) : |
| 38 | cellMass ρ (fun x => ∃ j ∈ T, A j x) ≤ ∑ j ∈ T, cellMass ρ (A j) |
| 39 | |
| 40 | axiom exceptional_positions_bound {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι] |
| 41 | (μ : Ω → ℝ) (S : Ω → Prop) (k : ℕ) (hμ : Probability μ) : by |
| 42 | classical |
| 43 | exact cellMass (productLaw (fun _ : ι => μ)) |
| 44 | (fun sample => k ≤ (Finset.univ.filter (fun i => S (sample i))).card) ≤ |
| 45 | (Fintype.card ι).choose k*(cellMass μ S)^k |
| 46 | |
| 47 | end Lax342547.FiniteSampling |
| 48 |
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Used by
Lax342547.AcceptingFamiliesLax342547.AmplifiedTestsLax342547.BooleanWeightLax342547.CommonExactificationLax342547.CoordinateRestrictionsLax342547.EmpiricalVarianceLax342547.FiniteInjectionLax342547.FiniteMomentsLax342547.GreedySpacesLax342547.IndependentSamplingLax342547.InjectionUnionLax342547.SequentialTestsLax342547.UnitSpanAvoidance
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