@lapxo/obligations 0.4.5 → 0.4.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +42 -3
- package/TARGET.bound +148 -42
- package/contracts/extension-lineage-participation.json +30 -0
- package/contracts/m0-binomial-bridge.json +6 -0
- package/contracts/m0-diagonal-conditional.json +15 -0
- package/contracts/m0-keff-interval.json +27 -0
- package/contracts/m0-moment-identification.json +42 -0
- package/contracts/m1-diagonal-regions.json +45 -0
- package/contracts/m1-generator-binomial.json +26 -0
- package/contracts/m1-offdiag-limit.json +42 -0
- package/contracts/m1-subcauses.json +66 -0
- package/contracts/model-collapse-1a.json +16 -0
- package/contracts/projection-chain.json +20 -0
- package/docs/contracts/experiment1a-public-attribution.md +1 -0
- package/docs/contracts/extension-lineage-participation.md +13 -0
- package/docs/contracts/installation-046-inputs.md +1 -0
- package/docs/contracts/m0-binomial-bridge.md +1 -0
- package/docs/contracts/m0-diagonal-lindeberg.md +1 -0
- package/docs/contracts/m0-diagonal-moments.md +1 -0
- package/docs/contracts/m0-diagonal-symmetric.md +1 -0
- package/docs/contracts/m0-diagonal-threshold.md +1 -0
- package/docs/contracts/m0-keff-floor-refutation.md +1 -0
- package/docs/contracts/m0-keff-interval.md +1 -0
- package/docs/contracts/m0-moment-identification.md +1 -0
- package/docs/contracts/m0-refuted-inverses.md +1 -0
- package/docs/contracts/m0-wf-floor-refutation.md +1 -0
- package/docs/contracts/m1-diagonal-regions.md +1 -0
- package/docs/contracts/m1-generator-binomial.md +1 -0
- package/docs/contracts/m1-offdiag-limit.md +1 -0
- package/docs/contracts/model-collapse-1a.md +11 -0
- package/docs/contracts/projection-chain.md +1 -0
- package/package.json +1 -1
- package/proofs/definitions-046/declaration.json +11 -0
- package/proofs/experiment1a-046/declaration.json +11 -0
- package/proofs/m0-046/BridgeNegatives.lean +23 -0
- package/proofs/m0-046/M0Bridge.lean +300 -0
- package/proofs/m0-046/Obligations045/ConsensusGrid.lean +72 -0
- package/proofs/m0-046/Obligations045/M0Coincidence.lean +39 -0
- package/proofs/m0-046/Obligations045/M0Diagonal.lean +18 -0
- package/proofs/m0-046/Obligations045/M0Limit.lean +134 -0
- package/proofs/m0-046/Obligations045/M0Offdiag.lean +171 -0
- package/proofs/m0-046/Obligations045.lean +5 -0
- package/proofs/m0-046/lake-manifest.json +116 -0
- package/proofs/m0-046/lakefile.toml +14 -0
- package/proofs/m0-046/lean-toolchain +1 -0
- package/proofs/m0-046-diagonal/BridgeNegatives.lean +23 -0
- package/proofs/m0-046-diagonal/M0Bridge.lean +300 -0
- package/proofs/m0-046-diagonal/M0Diagonal046.lean +235 -0
- package/proofs/m0-046-diagonal/M0Lindeberg046.lean +92 -0
- package/proofs/m0-046-diagonal/M0Moments046.lean +295 -0
- package/proofs/m0-046-diagonal/M0Threshold046.lean +278 -0
- package/proofs/m0-046-diagonal/Obligations045/ConsensusGrid.lean +72 -0
- package/proofs/m0-046-diagonal/Obligations045/M0Coincidence.lean +39 -0
- package/proofs/m0-046-diagonal/Obligations045/M0Diagonal.lean +18 -0
- package/proofs/m0-046-diagonal/Obligations045/M0Limit.lean +134 -0
- package/proofs/m0-046-diagonal/Obligations045/M0Offdiag.lean +171 -0
- package/proofs/m0-046-diagonal/Obligations045.lean +5 -0
- package/proofs/m0-046-diagonal/lake-manifest.json +116 -0
- package/proofs/m0-046-diagonal/lakefile.toml +26 -0
- package/proofs/m0-046-diagonal/lean-toolchain +1 -0
- package/proofs/m0-046-identification/M0Identification046.lean +209 -0
- package/proofs/m0-046-identification/Obligations045/M0Coincidence.lean +39 -0
- package/proofs/m0-046-identification/lake-manifest.json +116 -0
- package/proofs/m0-046-identification/lakefile.toml +12 -0
- package/proofs/m0-046-identification/lean-toolchain +1 -0
- package/proofs/m0-046-uncertainty/BridgeNegatives.lean +23 -0
- package/proofs/m0-046-uncertainty/M0BlockCoverage046.lean +163 -0
- package/proofs/m0-046-uncertainty/M0Bridge.lean +300 -0
- package/proofs/m0-046-uncertainty/M0Diagonal046.lean +235 -0
- package/proofs/m0-046-uncertainty/M0FiniteDiscord046.lean +207 -0
- package/proofs/m0-046-uncertainty/M0Interval046.lean +82 -0
- package/proofs/m0-046-uncertainty/M0Lindeberg046.lean +92 -0
- package/proofs/m0-046-uncertainty/M0Moments046.lean +295 -0
- package/proofs/m0-046-uncertainty/M0Threshold046.lean +278 -0
- package/proofs/m0-046-uncertainty/Obligations045/ConsensusGrid.lean +72 -0
- package/proofs/m0-046-uncertainty/Obligations045/M0Coincidence.lean +39 -0
- package/proofs/m0-046-uncertainty/Obligations045/M0Diagonal.lean +18 -0
- package/proofs/m0-046-uncertainty/Obligations045/M0Limit.lean +134 -0
- package/proofs/m0-046-uncertainty/Obligations045/M0Offdiag.lean +171 -0
- package/proofs/m0-046-uncertainty/Obligations045.lean +5 -0
- package/proofs/m0-046-uncertainty/lake-manifest.json +116 -0
- package/proofs/m0-046-uncertainty/lakefile.toml +35 -0
- package/proofs/m0-046-uncertainty/lean-toolchain +1 -0
- package/proofs/m1-046-bridge/M0Bridge.lean +300 -0
- package/proofs/m1-046-bridge/M1Bridge046.lean +359 -0
- package/proofs/m1-046-bridge/Obligations045/M0Limit.lean +134 -0
- package/proofs/m1-046-bridge/Obligations045/M0Offdiag.lean +171 -0
- package/proofs/m1-046-bridge/lake-manifest.json +116 -0
- package/proofs/m1-046-bridge/lakefile.toml +29 -0
- package/proofs/m1-046-bridge/lean-toolchain +1 -0
- package/proofs/m1-046-diagonal/M0Bridge.lean +300 -0
- package/proofs/m1-046-diagonal/M0Diagonal046.lean +235 -0
- package/proofs/m1-046-diagonal/M0Lindeberg046.lean +92 -0
- package/proofs/m1-046-diagonal/M0Moments046.lean +295 -0
- package/proofs/m1-046-diagonal/M0Threshold046.lean +278 -0
- package/proofs/m1-046-diagonal/M1Bridge046.lean +359 -0
- package/proofs/m1-046-diagonal/M1Diagonal046.lean +334 -0
- package/proofs/m1-046-diagonal/M1Offdiag046.lean +270 -0
- package/proofs/m1-046-diagonal/Obligations045/M0Limit.lean +134 -0
- package/proofs/m1-046-diagonal/Obligations045/M0Offdiag.lean +171 -0
- package/proofs/m1-046-diagonal/lake-manifest.json +116 -0
- package/proofs/m1-046-diagonal/lakefile.toml +35 -0
- package/proofs/m1-046-diagonal/lean-toolchain +1 -0
- package/proofs/m1-046-offdiag/M0Bridge.lean +300 -0
- package/proofs/m1-046-offdiag/M0Diagonal046.lean +235 -0
- package/proofs/m1-046-offdiag/M0Moments046.lean +295 -0
- package/proofs/m1-046-offdiag/M1Bridge046.lean +359 -0
- package/proofs/m1-046-offdiag/M1Offdiag046.lean +270 -0
- package/proofs/m1-046-offdiag/Obligations045/M0Limit.lean +134 -0
- package/proofs/m1-046-offdiag/Obligations045/M0Offdiag.lean +171 -0
- package/proofs/m1-046-offdiag/lake-manifest.json +116 -0
- package/proofs/m1-046-offdiag/lakefile.toml +32 -0
- package/proofs/m1-046-offdiag/lean-toolchain +1 -0
- package/proofs/projection-chain.md +11 -0
- package/protocols/model-collapse-1a.json +108 -0
- package/receipts.bound +578 -210
- package/samples/laws/definitions/no/sample.json +26 -0
- package/samples/laws/definitions/yes/sample.json +12 -0
- package/samples/laws/experiment1a/no/sample.json +16 -0
- package/samples/laws/experiment1a/yes/sample.json +8 -0
- package/samples/laws/m0-binomial-bridge/no/pairwise-is-not-joint.json +59 -0
- package/samples/laws/m0-binomial-bridge/no/sample.json +13 -0
- package/samples/laws/m0-binomial-bridge/yes/sample.json +16 -0
- package/samples/laws/m0-binomial-bridge/yes/small-binomial-table.json +100 -0
- package/samples/laws/m0-diagonal-conditional/no/sample.json +5 -0
- package/samples/laws/m0-diagonal-conditional/yes/sample.json +7 -0
- package/samples/laws/m0-keff-interval/no/sample.json +215 -0
- package/samples/laws/m0-keff-interval/yes/api-rows.json +2002 -0
- package/samples/laws/m0-keff-interval/yes/sample.json +70 -0
- package/samples/laws/m0-moment-identification/no/sample.json +47 -0
- package/samples/laws/m0-moment-identification/yes/sample.json +97 -0
- package/samples/laws/m1-diagonal-regions/no/sample.json +44 -0
- package/samples/laws/m1-diagonal-regions/yes/sample.json +45 -0
- package/samples/laws/m1-generator-binomial/no/sample.json +21 -0
- package/samples/laws/m1-generator-binomial/yes/sample.json +290 -0
- package/samples/laws/m1-offdiag-limit/no/sample.json +17 -0
- package/samples/laws/m1-offdiag-limit/yes/sample.json +87 -0
- package/samples/laws/projection-chain/no/sample.json +26 -0
- package/samples/laws/projection-chain/yes/sample.json +25 -0
- package/samples/no/installed-artifact.json +2 -2
- package/samples/yes/installed-artifact.json +2 -2
- package/src/laws/laws.bound +146 -0
- package/vectors/laws/a7-t90.json +72 -0
- package/vectors/laws/a9-t99.json +110 -0
- package/vectors/laws/definitions.native-capture.json +326 -0
- package/vectors/laws/definitions.native.json +82 -0
- package/vectors/laws/experiment1a-protocol.native-capture.json +391 -0
- package/vectors/laws/experiment1a-protocol.native.json +64 -0
- package/vectors/laws/experiment1a-public-input.native-capture.json +224 -0
- package/vectors/laws/m0-binomial-bridge.lean.json +185 -0
- package/vectors/laws/m0-diagonal-lindeberg.lean.json +167 -0
- package/vectors/laws/m0-diagonal-moments.lean.json +185 -0
- package/vectors/laws/m0-diagonal-symmetric.lean.json +188 -0
- package/vectors/laws/m0-diagonal-threshold.lean.json +199 -0
- package/vectors/laws/m0-identification.lean.json +136 -0
- package/vectors/laws/m0-identification.native-capture.json +230 -0
- package/vectors/laws/m0-keff-interval.json +569 -0
- package/vectors/laws/m0-uncertainty-blocks.lean.json +201 -0
- package/vectors/laws/m0-uncertainty-finite-discord.lean.json +194 -0
- package/vectors/laws/m0-uncertainty-interval.lean.json +189 -0
- package/vectors/laws/m0-uncertainty.native-capture.json +651 -0
- package/vectors/laws/m1-diagonal-partial.lean.json +192 -0
- package/vectors/laws/m1-diagonal-partial.native-capture.json +275 -0
- package/vectors/laws/m1-generator-binomial.lean.json +162 -0
- package/vectors/laws/m1-generator-binomial.native-capture.json +245 -0
- package/vectors/laws/m1-offdiag-limit.lean.json +166 -0
- package/vectors/laws/m1-offdiag-limit.native-capture.json +260 -0
- package/vectors/laws/model-collapse-1a.json +12 -0
- package/vectors/laws/projection-chain.json +61 -0
- package/vectors/laws/projection-chain.native-capture.json +311 -0
- package/vectors/laws/projection-chain.native.json +56 -0
- package/vectors/measures/installed-artifact.cli.json +6 -6
- package/CHANGELOG.md +0 -10
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],
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name = "obligations_lineage"
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version = "0.0.0"
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defaultTargets = ["M0Identification046"]
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[[require]]
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name = "mathlib"
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git = "https://github.com/leanprover-community/mathlib4.git"
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rev = "c44e0c8ee63ca166450922a373c7409c5d26b00b"
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[[lean_lib]]
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name = "Obligations045"
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[[lean_lib]]
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name = "M0Identification046"
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leanprover/lean4:v4.19.0
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import M0Bridge
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namespace Obligations046.BridgeTests
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def atoms : List (ℚ × ℚ × ℚ × ℚ) :=
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[(0,0,0,1/16),(0,1,1,3/16),(1,0,1,3/16),(1,1,0,3/16),(1,1,1,6/16)]
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def expect (f : ℚ → ℚ → ℚ → ℚ) : ℚ :=
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(atoms.map (fun (a,b,c,w) => w*f a b c)).sum
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8
|
+
|
|
9
|
+
/-- A normalized binary distribution with Bernoulli(3/4) pairwise marginals,
|
|
10
|
+
but not the jointly independent word law. Exact arithmetic, not simulation. -/
|
|
11
|
+
theorem pairwise_not_joint :
|
|
12
|
+
expect (fun _ _ _ => 1) = 1 ∧
|
|
13
|
+
expect (fun a _ _ => a) = 3/4 ∧
|
|
14
|
+
expect (fun _ b _ => b) = 3/4 ∧
|
|
15
|
+
expect (fun _ _ c => c) = 3/4 ∧
|
|
16
|
+
expect (fun a b _ => a*b) = 9/16 ∧
|
|
17
|
+
expect (fun a _ c => a*c) = 9/16 ∧
|
|
18
|
+
expect (fun _ b c => b*c) = 9/16 ∧
|
|
19
|
+
expect (fun a b c => (1-a)*(1-b)*(1-c)) = 1/16 ∧
|
|
20
|
+
expect (fun a b c => (1-a)*(1-b)*(1-c)) ≠ (1/4:ℚ)^3 := by
|
|
21
|
+
norm_num [expect, atoms]
|
|
22
|
+
|
|
23
|
+
end Obligations046.BridgeTests
|
|
@@ -0,0 +1,163 @@
|
|
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1
|
+
import Mathlib.Data.Fintype.BigOperators
|
|
2
|
+
import Mathlib.Algebra.BigOperators.Ring.Finset
|
|
3
|
+
import Mathlib.Data.Real.Basic
|
|
4
|
+
import Mathlib.Tactic.Linarith
|
|
5
|
+
import Mathlib.Tactic.Positivity
|
|
6
|
+
import Mathlib.Tactic.Ring
|
|
7
|
+
import Mathlib.Tactic.FieldSimp
|
|
8
|
+
|
|
9
|
+
open scoped BigOperators
|
|
10
|
+
noncomputable section
|
|
11
|
+
open Classical
|
|
12
|
+
namespace Obligations046.BlockCoverage
|
|
13
|
+
variable {Ω : Type*} [Fintype Ω]
|
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14
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+
|
|
15
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+
def avg (μ U : Ω → ℝ) : ℝ := ∑ ω, μ ω * U ω
|
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16
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+
|
|
17
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+
def iidSum (μ U : Ω → ℝ) : ℕ → (ℝ → ℝ) → ℝ
|
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18
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+
| 0, f => f 0
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19
|
+
| n+1, f => ∑ ω, μ ω * iidSum μ U n (fun x => f (U ω+x))
|
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20
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+
|
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21
|
+
theorem iidSum_mono (μ U : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω) (n : ℕ)
|
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22
|
+
(f g : ℝ → ℝ) (hfg : ∀ x, f x ≤ g x) : iidSum μ U n f ≤ iidSum μ U n g := by
|
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23
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+
induction n generalizing f g with
|
|
24
|
+
| zero => exact hfg 0
|
|
25
|
+
| succ n ih =>
|
|
26
|
+
simp only [iidSum]
|
|
27
|
+
exact Finset.sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left
|
|
28
|
+
(ih _ _ (fun x => hfg (U ω+x))) (hμ ω)
|
|
29
|
+
|
|
30
|
+
theorem iidSum_quadratic (μ U : Ω → ℝ) (hnorm : ∑ ω, μ ω = 1)
|
|
31
|
+
(n : ℕ) (a b d : ℝ) :
|
|
32
|
+
iidSum μ U n (fun x => a*x^2+b*x+d) =
|
|
33
|
+
a*((n:ℝ)*(avg μ (fun ω => (U ω)^2)-(avg μ U)^2)+((n:ℝ)*avg μ U)^2)+
|
|
34
|
+
b*(n:ℝ)*avg μ U+d := by
|
|
35
|
+
induction n generalizing a b d with
|
|
36
|
+
| zero => simp [iidSum]
|
|
37
|
+
| succ n ih =>
|
|
38
|
+
simp only [iidSum]
|
|
39
|
+
have hf (u : ℝ) : (fun x : ℝ => a*(u+x)^2+b*(u+x)+d) =
|
|
40
|
+
(fun x => a*x^2+(2*a*u+b)*x+(a*u^2+b*u+d)) := by funext x; ring
|
|
41
|
+
simp_rw [hf, ih]
|
|
42
|
+
simp only [Nat.cast_add, Nat.cast_one]
|
|
43
|
+
calc
|
|
44
|
+
_ = ∑ ω, (μ ω * (a*((n:ℝ)*(avg μ (fun ω => (U ω)^2)-(avg μ U)^2)+((n:ℝ)*avg μ U)^2)+b*(n:ℝ)*avg μ U+d) +
|
|
45
|
+
(μ ω*U ω)*(2*a*(n:ℝ)*avg μ U+b) + (μ ω*(U ω)^2)*a) := by
|
|
46
|
+
apply Finset.sum_congr rfl
|
|
47
|
+
intro ω _
|
|
48
|
+
ring
|
|
49
|
+
_ = (∑ ω, μ ω)*(a*((n:ℝ)*(avg μ (fun ω => (U ω)^2)-(avg μ U)^2)+((n:ℝ)*avg μ U)^2)+b*(n:ℝ)*avg μ U+d) +
|
|
50
|
+
avg μ U*(2*a*(n:ℝ)*avg μ U+b)+avg μ (fun ω => (U ω)^2)*a := by
|
|
51
|
+
simp only [avg, Finset.sum_add_distrib, ← Finset.sum_mul]
|
|
52
|
+
_ = _ := by rw [hnorm]; ring
|
|
53
|
+
|
|
54
|
+
theorem bounded_cell_variance (μ U : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω)
|
|
55
|
+
(_hnorm : ∑ ω, μ ω = 1) (hU : ∀ ω, 0 ≤ U ω ∧ U ω ≤ 1) :
|
|
56
|
+
avg μ (fun ω => (U ω)^2)-(avg μ U)^2 ≤ 1/4 := by
|
|
57
|
+
have hm : avg μ (fun ω => (U ω)^2) ≤ avg μ U := by
|
|
58
|
+
apply Finset.sum_le_sum
|
|
59
|
+
intro ω _
|
|
60
|
+
apply mul_le_mul_of_nonneg_left _ (hμ ω)
|
|
61
|
+
change (U ω)^2 ≤ U ω
|
|
62
|
+
nlinarith [mul_nonneg (hU ω).1 (sub_nonneg.mpr (hU ω).2)]
|
|
63
|
+
nlinarith [sq_nonneg (avg μ U-1/2)]
|
|
64
|
+
|
|
65
|
+
theorem iid_centered_second (μ U : Ω → ℝ) (hnorm : ∑ ω, μ ω = 1) (n : ℕ) :
|
|
66
|
+
iidSum μ U n (fun x => (x-(n:ℝ)*avg μ U)^2) =
|
|
67
|
+
(n:ℝ)*(avg μ (fun ω => (U ω)^2)-(avg μ U)^2) := by
|
|
68
|
+
have hf : (fun x : ℝ => (x-(n:ℝ)*avg μ U)^2) =
|
|
69
|
+
(fun x => 1*x^2+(-2*(n:ℝ)*avg μ U)*x+((n:ℝ)*avg μ U)^2) := by funext x; ring
|
|
70
|
+
rw [hf, iidSum_quadratic μ U hnorm]
|
|
71
|
+
ring
|
|
72
|
+
|
|
73
|
+
def bad (n : ℕ) (m eps x : ℝ) : ℝ := if (n:ℝ)*eps ≤ |x-(n:ℝ)*m| then 1 else 0
|
|
74
|
+
|
|
75
|
+
theorem block_tail_le (μ U : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω)
|
|
76
|
+
(hnorm : ∑ ω, μ ω = 1) (hU : ∀ ω, 0 ≤ U ω ∧ U ω ≤ 1)
|
|
77
|
+
(n : ℕ) (hn : 0 < n) (eps : ℝ) (heps : 0 < eps) :
|
|
78
|
+
iidSum μ U n (bad n (avg μ U) eps) ≤ 1/(4*(n:ℝ)*eps^2) := by
|
|
79
|
+
have hn0 : (0:ℝ) < n := by exact_mod_cast hn
|
|
80
|
+
have hd : 0 < (n:ℝ)^2*eps^2 := by positivity
|
|
81
|
+
have hb (x : ℝ) : bad n (avg μ U) eps x ≤
|
|
82
|
+
(x-(n:ℝ)*avg μ U)^2/((n:ℝ)^2*eps^2) := by
|
|
83
|
+
unfold bad
|
|
84
|
+
split_ifs with h
|
|
85
|
+
· apply (le_div_iff₀ hd).mpr
|
|
86
|
+
have hprod : 0 ≤ (n:ℝ)*eps := by positivity
|
|
87
|
+
have hs := mul_self_le_mul_self hprod h
|
|
88
|
+
have hs' : ((n:ℝ)*eps)^2 ≤ |x-(n:ℝ)*avg μ U|^2 := by nlinarith only [hs]
|
|
89
|
+
rw [sq_abs] at hs'
|
|
90
|
+
nlinarith
|
|
91
|
+
· positivity
|
|
92
|
+
have h := iidSum_mono μ U hμ n _ _ hb
|
|
93
|
+
have hf : (fun x : ℝ => (x-(n:ℝ)*avg μ U)^2/((n:ℝ)^2*eps^2)) =
|
|
94
|
+
(fun x => (1/((n:ℝ)^2*eps^2))*x^2+
|
|
95
|
+
(-2*(n:ℝ)*avg μ U/((n:ℝ)^2*eps^2))*x+
|
|
96
|
+
((n:ℝ)*avg μ U)^2/((n:ℝ)^2*eps^2)) := by funext x; ring
|
|
97
|
+
rw [hf, iidSum_quadratic μ U hnorm] at h
|
|
98
|
+
have hm := bounded_cell_variance μ U hμ hnorm hU
|
|
99
|
+
have heq :
|
|
100
|
+
(1/((n:ℝ)^2*eps^2))*((n:ℝ)*(avg μ (fun ω => (U ω)^2)-(avg μ U)^2)+((n:ℝ)*avg μ U)^2)+
|
|
101
|
+
(-2*(n:ℝ)*avg μ U/((n:ℝ)^2*eps^2))*(n:ℝ)*avg μ U+
|
|
102
|
+
((n:ℝ)*avg μ U)^2/((n:ℝ)^2*eps^2) =
|
|
103
|
+
(avg μ (fun ω => (U ω)^2)-(avg μ U)^2)/((n:ℝ)*eps^2) := by
|
|
104
|
+
field_simp
|
|
105
|
+
ring
|
|
106
|
+
rw [heq] at h
|
|
107
|
+
calc
|
|
108
|
+
_ ≤ (avg μ (fun ω => (U ω)^2)-(avg μ U)^2)/((n:ℝ)*eps^2) := h
|
|
109
|
+
_ ≤ (1/4)/((n:ℝ)*eps^2) := div_le_div_of_nonneg_right hm (by positivity)
|
|
110
|
+
_ = _ := by ring
|
|
111
|
+
|
|
112
|
+
-- Shared-member pairs are one block, not independent observations.
|
|
113
|
+
theorem pair_pseudoreplication_negative : (157/2048:ℚ) > 1/(4*6) := by norm_num
|
|
114
|
+
|
|
115
|
+
def indicator (b : Bool) : ℝ := if b then 1 else 0
|
|
116
|
+
|
|
117
|
+
theorem indicator_union_pointwise (a b c : Bool) :
|
|
118
|
+
indicator (a || b || c) ≤ indicator a+indicator b+indicator c := by
|
|
119
|
+
cases a <;> cases b <;> cases c <;> norm_num [indicator]
|
|
120
|
+
|
|
121
|
+
def prob (μ : Ω → ℝ) (A : Ω → Bool) : ℝ := avg μ (fun ω => indicator (A ω))
|
|
122
|
+
|
|
123
|
+
theorem union3 (μ : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω) (A B C : Ω → Bool) :
|
|
124
|
+
prob μ (fun ω => A ω || B ω || C ω) ≤ prob μ A+prob μ B+prob μ C := by
|
|
125
|
+
calc
|
|
126
|
+
_ ≤ avg μ (fun ω => indicator (A ω)+indicator (B ω)+indicator (C ω)) := by
|
|
127
|
+
apply Finset.sum_le_sum
|
|
128
|
+
intro ω _
|
|
129
|
+
exact mul_le_mul_of_nonneg_left (indicator_union_pointwise (A ω) (B ω) (C ω)) (hμ ω)
|
|
130
|
+
_ = _ := by simp [prob, avg, mul_add, Finset.sum_add_distrib]
|
|
131
|
+
|
|
132
|
+
theorem prob_le_one (μ : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω)
|
|
133
|
+
(hnorm : ∑ ω, μ ω = 1) (A : Ω → Bool) : prob μ A ≤ 1 := by
|
|
134
|
+
calc
|
|
135
|
+
_ ≤ ∑ ω, μ ω := by
|
|
136
|
+
apply Finset.sum_le_sum
|
|
137
|
+
intro ω _
|
|
138
|
+
have hi : indicator (A ω) ≤ 1 := by cases A ω <;> norm_num [indicator]
|
|
139
|
+
simpa only [mul_one] using mul_le_mul_of_nonneg_left hi (hμ ω)
|
|
140
|
+
_ = 1 := hnorm
|
|
141
|
+
|
|
142
|
+
theorem clipped_union_budget (μ : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω)
|
|
143
|
+
(hnorm : ∑ ω, μ ω = 1) (A B C : Ω → Bool) (d bp bc : ℝ)
|
|
144
|
+
(hA : prob μ A ≤ d) (hB : prob μ B ≤ bp) (hC : prob μ C ≤ bc) :
|
|
145
|
+
prob μ (fun ω => A ω || B ω || C ω) ≤ min 1 (d+bp+bc) := by
|
|
146
|
+
apply le_min (prob_le_one μ hμ hnorm _)
|
|
147
|
+
have h := union3 μ hμ A B C
|
|
148
|
+
linarith
|
|
149
|
+
|
|
150
|
+
theorem clipped_block_tail (μ U : Ω → ℝ) (hμ : ∀ ω, 0 ≤ μ ω)
|
|
151
|
+
(hnorm : ∑ ω, μ ω = 1) (hU : ∀ ω, 0 ≤ U ω ∧ U ω ≤ 1)
|
|
152
|
+
(n : ℕ) (hn : 0 < n) (eps : ℝ) (heps : 0 < eps) :
|
|
153
|
+
iidSum μ U n (bad n (avg μ U) eps) ≤ min 1 (1/(4*(n:ℝ)*eps^2)) := by
|
|
154
|
+
apply le_min
|
|
155
|
+
· have h := iidSum_mono μ U hμ n (bad n (avg μ U) eps) (fun _ => 1) (fun x => by
|
|
156
|
+
unfold bad
|
|
157
|
+
split_ifs <;> norm_num)
|
|
158
|
+
have hc : iidSum μ U n (fun _ => 1) = 1 := by
|
|
159
|
+
simpa using iidSum_quadratic μ U hnorm n 0 0 1
|
|
160
|
+
simpa only [hc] using h
|
|
161
|
+
· exact block_tail_le μ U hμ hnorm hU n hn eps heps
|
|
162
|
+
|
|
163
|
+
end Obligations046.BlockCoverage
|
|
@@ -0,0 +1,300 @@
|
|
|
1
|
+
import Obligations045.M0Offdiag
|
|
2
|
+
import Mathlib.Data.Nat.Choose.Sum
|
|
3
|
+
import Mathlib.Probability.ProbabilityMassFunction.Integrals
|
|
4
|
+
import Mathlib.Algebra.BigOperators.Group.Finset.Pi
|
|
5
|
+
|
|
6
|
+
open scoped BigOperators
|
|
7
|
+
open MeasureTheory ProbabilityTheory Filter Topology
|
|
8
|
+
noncomputable section
|
|
9
|
+
open Classical
|
|
10
|
+
namespace Obligations046.Bridge
|
|
11
|
+
|
|
12
|
+
def count {n : ℕ} (s : Finset (Fin n)) : Fin (n+1) :=
|
|
13
|
+
⟨s.card, Nat.lt_succ_of_le (by simpa using s.card_le_univ)⟩
|
|
14
|
+
def mass (p : ℝ) {n : ℕ} (s : Finset (Fin n)) : ℝ :=
|
|
15
|
+
p^s.card*(1-p)^(n-s.card)
|
|
16
|
+
def binMass (p : ℝ) (n : ℕ) (k : Fin (n+1)) : ℝ :=
|
|
17
|
+
(n.choose k : ℝ)*p^(k:ℕ)*(1-p)^(n-(k:ℕ))
|
|
18
|
+
|
|
19
|
+
theorem count_fiber_mass (p : ℝ) (n : ℕ) (k : Fin (n+1)) :
|
|
20
|
+
(∑ s : Finset (Fin n), if count s = k then mass p s else 0) = binMass p n k := by
|
|
21
|
+
have hfilter : Finset.univ.filter (fun s : Finset (Fin n) => count s = k) =
|
|
22
|
+
Finset.powersetCard (k:ℕ) (Finset.univ : Finset (Fin n)) := by
|
|
23
|
+
ext s
|
|
24
|
+
simp [count, Fin.ext_iff, Finset.mem_powersetCard]
|
|
25
|
+
rw [← Finset.sum_filter, hfilter]
|
|
26
|
+
calc
|
|
27
|
+
_ = ∑ _s ∈ Finset.powersetCard (k:ℕ) (Finset.univ : Finset (Fin n)),
|
|
28
|
+
p^(k:ℕ)*(1-p)^(n-(k:ℕ)) := by
|
|
29
|
+
apply Finset.sum_congr rfl
|
|
30
|
+
intro s hs
|
|
31
|
+
simp only [Finset.mem_powersetCard] at hs
|
|
32
|
+
simp [mass, hs.2]
|
|
33
|
+
_ = binMass p n k := by
|
|
34
|
+
simp [binMass, Finset.card_powersetCard, nsmul_eq_mul, mul_assoc]
|
|
35
|
+
|
|
36
|
+
/-- Finite product-law pushforward, before any choice of Bernoulli parameters. -/
|
|
37
|
+
theorem product_pushforward {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
38
|
+
{S T : ι → Type*} [∀ i, Fintype (S i)] [∀ i, Fintype (T i)]
|
|
39
|
+
[∀ i, DecidableEq (T i)] (m : ∀ i, S i → ℝ) (c : ∀ i, S i → T i)
|
|
40
|
+
(f : (∀ i, T i) → ℝ) :
|
|
41
|
+
(∑ x : ∀ i, S i, (∏ i, m i (x i))*f (fun i => c i (x i))) =
|
|
42
|
+
∑ k : ∀ i, T i, (∏ i, ∑ s : S i, if c i s = k i then m i s else 0)*f k := by
|
|
43
|
+
have gate (x : ∀ i, S i) (k : ∀ i, T i) :
|
|
44
|
+
(∏ i, if c i (x i) = k i then m i (x i) else 0) =
|
|
45
|
+
if (fun i => c i (x i)) = k then ∏ i, m i (x i) else 0 := by
|
|
46
|
+
by_cases h : (fun i => c i (x i)) = k
|
|
47
|
+
· subst k
|
|
48
|
+
simp
|
|
49
|
+
· rw [if_neg h]
|
|
50
|
+
have h' : ∃ i, c i (x i) ≠ k i := by
|
|
51
|
+
by_contra hn
|
|
52
|
+
push_neg at hn
|
|
53
|
+
exact h (funext hn)
|
|
54
|
+
obtain ⟨i, hi⟩ := h'
|
|
55
|
+
exact Finset.prod_eq_zero (Finset.mem_univ i) (by simp [hi])
|
|
56
|
+
symm
|
|
57
|
+
simp_rw [Fintype.prod_sum, Finset.sum_mul]
|
|
58
|
+
rw [Finset.sum_comm]
|
|
59
|
+
apply Finset.sum_congr rfl
|
|
60
|
+
intro x _
|
|
61
|
+
simp_rw [gate, ite_mul, zero_mul]
|
|
62
|
+
simp
|
|
63
|
+
|
|
64
|
+
/-- Raw individual Bernoulli outcomes are subsets of named member indices. -/
|
|
65
|
+
abbrev World {ι : Type*} (n : ι → ℕ) := ∀ i, Finset (Fin (n i))
|
|
66
|
+
instance worldMeasurableSpace {ι : Type*} (n : ι → ℕ) : MeasurableSpace (World n) := ⊤
|
|
67
|
+
instance worldDiscreteMeasurable {ι : Type*} (n : ι → ℕ) : DiscreteMeasurableSpace (World n) := ⟨fun _ => trivial⟩
|
|
68
|
+
|
|
69
|
+
def jointMass {ι : Type*} [Fintype ι] (n : ι → ℕ) (p : ι → ℝ)
|
|
70
|
+
(x : World n) : ℝ := ∏ i, mass (p i) (x i)
|
|
71
|
+
|
|
72
|
+
theorem joint_count_pushforward {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
73
|
+
(n : ι → ℕ) (p : ι → ℝ) (f : (∀ i, Fin (n i+1)) → ℝ) :
|
|
74
|
+
(∑ x : World n, jointMass n p x*f (fun i => count (x i))) =
|
|
75
|
+
∑ k : ∀ i, Fin (n i+1), (∏ i, binMass (p i) (n i) (k i))*f k := by
|
|
76
|
+
simpa [jointMass, count_fiber_mass] using
|
|
77
|
+
product_pushforward (fun i => mass (p i)) (fun _ => count) f
|
|
78
|
+
|
|
79
|
+
theorem mass_sum (p : ℝ) (n : ℕ) :
|
|
80
|
+
∑ s : Finset (Fin n), mass p s = 1 := by
|
|
81
|
+
have h := Finset.sum_powerset_apply_card (fun k => p^k*(1-p)^(n-k))
|
|
82
|
+
(x := (Finset.univ : Finset (Fin n)))
|
|
83
|
+
simp only [Finset.powerset_univ, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul] at h
|
|
84
|
+
change (∑ s : Finset (Fin n), p^s.card*(1-p)^(n-s.card)) = 1
|
|
85
|
+
rw [h]
|
|
86
|
+
calc
|
|
87
|
+
_ = (p+(1-p))^n := by
|
|
88
|
+
rw [add_pow]
|
|
89
|
+
apply Finset.sum_congr rfl
|
|
90
|
+
intro k _
|
|
91
|
+
ring
|
|
92
|
+
_ = 1 := by simp
|
|
93
|
+
|
|
94
|
+
theorem mass_nonneg (p : ℝ) (hp : 0 ≤ p) (hp1 : p ≤ 1)
|
|
95
|
+
{n : ℕ} (s : Finset (Fin n)) : 0 ≤ mass p s :=
|
|
96
|
+
mul_nonneg (pow_nonneg hp _) (pow_nonneg (sub_nonneg.mpr hp1) _)
|
|
97
|
+
|
|
98
|
+
theorem jointMass_sum {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
99
|
+
(n : ι → ℕ) (p : ι → ℝ) : ∑ x : World n, jointMass n p x = 1 := by
|
|
100
|
+
simp only [jointMass, ← Fintype.prod_sum, mass_sum, Finset.prod_const_one]
|
|
101
|
+
|
|
102
|
+
def memberLaw {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
103
|
+
(n : ι → ℕ) (p : ι → ℝ) (hp : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1) :
|
|
104
|
+
PMF (World n) :=
|
|
105
|
+
PMF.ofFintype (fun x => ENNReal.ofReal (jointMass n p x)) (by
|
|
106
|
+
rw [← ENNReal.ofReal_sum_of_nonneg]
|
|
107
|
+
· simp [jointMass_sum]
|
|
108
|
+
· intro x _
|
|
109
|
+
exact Finset.prod_nonneg (fun i _ => mass_nonneg (p i) (hp i) (hp1 i) (x i)))
|
|
110
|
+
|
|
111
|
+
theorem memberLaw_expectation {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
112
|
+
(n : ι → ℕ) (p : ι → ℝ) (hp : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1)
|
|
113
|
+
(f : World n → ℝ) :
|
|
114
|
+
(∫ x, f x ∂(memberLaw n p hp hp1).toMeasure) =
|
|
115
|
+
∑ x : World n, jointMass n p x*f x := by
|
|
116
|
+
rw [PMF.integral_eq_sum]
|
|
117
|
+
apply Finset.sum_congr rfl
|
|
118
|
+
intro x _
|
|
119
|
+
simp only [memberLaw, PMF.ofFintype_apply, smul_eq_mul]
|
|
120
|
+
have hm : 0 ≤ jointMass n p x := Finset.prod_nonneg
|
|
121
|
+
(fun i _ => mass_nonneg (p i) (hp i) (hp1 i) (x i))
|
|
122
|
+
rw [ENNReal.toReal_ofReal hm]
|
|
123
|
+
|
|
124
|
+
open Obligations045.M0
|
|
125
|
+
abbrev sizes (M : Domain) (N : ℕ) (i : Fin M.K) := allocation M.w N i
|
|
126
|
+
def modelLaw (M : Domain) (N : ℕ) (a : Fin M.K → Bool) : PMF (World (sizes M N)) :=
|
|
127
|
+
memberLaw (sizes M N) (fun i => q M (a i))
|
|
128
|
+
(fun i => (q_pos M (a i)).le) (fun i => (q_lt_one M (a i)).le)
|
|
129
|
+
def correctCount {ι : Type*} [Fintype ι] {n : ι → ℕ} (x : World n) : ℕ :=
|
|
130
|
+
∑ i, (x i).card
|
|
131
|
+
|
|
132
|
+
/-- Exact finite expectation of individual Bernoulli member outcomes, not an assumed count law. -/
|
|
133
|
+
theorem conditional_error_representation (M : Domain) (N : ℕ) (a : Fin M.K → Bool) :
|
|
134
|
+
(∫ x, fairLoss (correctCount x) N ∂(modelLaw M N a).toMeasure) =
|
|
135
|
+
conditionalError M N a := by
|
|
136
|
+
rw [modelLaw, memberLaw_expectation]
|
|
137
|
+
have h := joint_count_pushforward (sizes M N) (fun i => q M (a i))
|
|
138
|
+
(fun k => fairLoss (∑ i, (k i : ℕ)) N)
|
|
139
|
+
simpa [conditionalError, binMass, count, correctCount, sizes] using h
|
|
140
|
+
|
|
141
|
+
/-- N=0 has fairLoss=1/2; it is not the average bridge. -/
|
|
142
|
+
theorem conditional_error_zero (M : Domain) (a : Fin M.K → Bool) :
|
|
143
|
+
conditionalError M 0 a = 1/2 := by
|
|
144
|
+
rw [← conditional_error_representation]
|
|
145
|
+
have hz : ∀ x : World (sizes M 0), correctCount x = 0 := by
|
|
146
|
+
intro x
|
|
147
|
+
have h : ∀ i, x i = ∅ := by
|
|
148
|
+
intro i
|
|
149
|
+
apply Finset.eq_empty_iff_forall_not_mem.mpr
|
|
150
|
+
intro j _
|
|
151
|
+
have hj := j.isLt
|
|
152
|
+
simp [sizes, allocation] at hj
|
|
153
|
+
simp [correctCount, h]
|
|
154
|
+
simp [hz, fairLoss]
|
|
155
|
+
|
|
156
|
+
theorem fair_loss_average_bridge (total N : ℕ) (hN : 0 < N) :
|
|
157
|
+
fairLoss total N = limitingLoss ((total:ℝ)/(N:ℝ)) := by
|
|
158
|
+
have hn : (0:ℝ) < N := by exact_mod_cast hN
|
|
159
|
+
have hlt : (total:ℝ)/(N:ℝ) < (1:ℝ)/2 ↔ 2*total < N := by
|
|
160
|
+
rw [div_lt_iff₀ hn]
|
|
161
|
+
constructor
|
|
162
|
+
· intro h
|
|
163
|
+
exact_mod_cast (show (2:ℝ)*total < N by linarith)
|
|
164
|
+
· intro h
|
|
165
|
+
have h' : (2:ℝ)*total < N := by exact_mod_cast h
|
|
166
|
+
linarith
|
|
167
|
+
have heq : (total:ℝ)/(N:ℝ) = (1:ℝ)/2 ↔ 2*total = N := by
|
|
168
|
+
rw [div_eq_iff hn.ne']
|
|
169
|
+
constructor
|
|
170
|
+
· intro h
|
|
171
|
+
exact_mod_cast (show (2:ℝ)*total = N by linarith)
|
|
172
|
+
· intro h
|
|
173
|
+
have h' : (2:ℝ)*total = N := by exact_mod_cast h
|
|
174
|
+
linarith
|
|
175
|
+
unfold fairLoss limitingLoss
|
|
176
|
+
simp only [hlt, heq]
|
|
177
|
+
|
|
178
|
+
/-- Probability of every joint count event, derived from raw member product probabilities. -/
|
|
179
|
+
theorem lineage_count_binomial_law {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
180
|
+
(n : ι → ℕ) (p : ι → ℝ) (hp : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1)
|
|
181
|
+
(k : ∀ i, Fin (n i+1)) :
|
|
182
|
+
(∫ x, if (fun i => count (x i)) = k then (1:ℝ) else 0
|
|
183
|
+
∂(memberLaw n p hp hp1).toMeasure) = ∏ i, binMass (p i) (n i) (k i) := by
|
|
184
|
+
rw [memberLaw_expectation]
|
|
185
|
+
simpa using joint_count_pushforward n p (fun z => if z = k then (1:ℝ) else 0)
|
|
186
|
+
|
|
187
|
+
/-- The snapshot retains individual named Bernoulli outcomes; it is not a count-law certificate. -/
|
|
188
|
+
def snapshot {Ω : Type*} (M : Domain) (N : ℕ)
|
|
189
|
+
(X : Fin M.K → ℕ → Ω → Bool) (ω : Ω) : World (sizes M N) :=
|
|
190
|
+
fun i => Finset.univ.filter (fun j : Fin (sizes M N i) => X i j ω)
|
|
191
|
+
def indicator {Ω : Type*} {K : ℕ} (X : Fin K → ℕ → Ω → Bool) : Fin K → ℕ → Ω → ℝ :=
|
|
192
|
+
fun i j ω => if X i j ω then 1 else 0
|
|
193
|
+
|
|
194
|
+
theorem snapshot_card {Ω : Type*} (M : Domain) (N : ℕ)
|
|
195
|
+
(X : Fin M.K → ℕ → Ω → Bool) (ω : Ω) (i : Fin M.K) :
|
|
196
|
+
(((snapshot M N X ω) i).card : ℝ) =
|
|
197
|
+
∑ j ∈ Finset.range (allocation M.w N i), indicator X i j ω := by
|
|
198
|
+
simp only [snapshot, Finset.card_filter, Nat.cast_sum, Nat.cast_ite,
|
|
199
|
+
Nat.cast_one, Nat.cast_zero, indicator]
|
|
200
|
+
exact Fin.sum_univ_eq_sum_range (fun j => if X i j ω then (1:ℝ) else 0) _
|
|
201
|
+
|
|
202
|
+
theorem snapshot_average {Ω : Type*} (M : Domain) (N : ℕ)
|
|
203
|
+
(X : Fin M.K → ℕ → Ω → Bool) (ω : Ω) :
|
|
204
|
+
memberAverage M (indicator X) N ω = (correctCount (snapshot M N X ω):ℝ)/(N:ℝ) := by
|
|
205
|
+
simp only [memberAverage, correctCount, Nat.cast_sum, snapshot_card, Finset.sum_div]
|
|
206
|
+
|
|
207
|
+
/-- Transfer from a declared joint Bernoulli MEMBER law on an ambient probability space.
|
|
208
|
+
hproduct names all raw bits, not counts, their expectation, or a tail/convergence law. -/
|
|
209
|
+
theorem ambient_conditional_error_representation {Ω : Type*} [MeasurableSpace Ω]
|
|
210
|
+
(M : Domain) (N : ℕ) (a : Fin M.K → Bool) (μ : Measure Ω)
|
|
211
|
+
(X : Fin M.K → ℕ → Ω → Bool) (hN : 0 < N)
|
|
212
|
+
(hmeas : AEMeasurable (snapshot M N X) μ)
|
|
213
|
+
(hproduct : Measure.map (snapshot M N X) μ = (modelLaw M N a).toMeasure) :
|
|
214
|
+
(∫ ω, limitingLoss (memberAverage M (indicator X) N ω) ∂μ) =
|
|
215
|
+
conditionalError M N a := by
|
|
216
|
+
have hpoint : (fun ω => limitingLoss (memberAverage M (indicator X) N ω)) =
|
|
217
|
+
(fun ω => fairLoss (correctCount (snapshot M N X ω)) N) := by
|
|
218
|
+
funext ω
|
|
219
|
+
rw [snapshot_average, fair_loss_average_bridge _ _ hN]
|
|
220
|
+
rw [hpoint]
|
|
221
|
+
have hf : AEStronglyMeasurable (fun x : World (sizes M N) => fairLoss (correctCount x) N)
|
|
222
|
+
(Measure.map (snapshot M N X) μ) := Measurable.of_discrete.stronglyMeasurable.aestronglyMeasurable
|
|
223
|
+
rw [← integral_map hmeas hf, hproduct, conditional_error_representation]
|
|
224
|
+
|
|
225
|
+
theorem mixture_error_representation {Ω : Type*} [MeasurableSpace Ω]
|
|
226
|
+
(M : Domain) (N : ℕ) (μ : Measure Ω)
|
|
227
|
+
(X : (Fin M.K → Bool) → Fin M.K → ℕ → Ω → Bool) (hN : 0 < N)
|
|
228
|
+
(hmeas : ∀ a, AEMeasurable (snapshot M N (X a)) μ)
|
|
229
|
+
(hproduct : ∀ a, Measure.map (snapshot M N (X a)) μ = (modelLaw M N a).toMeasure) :
|
|
230
|
+
error M N = ∑ a : Fin M.K → Bool, latentMass M a *
|
|
231
|
+
∫ ω, limitingLoss (memberAverage M (indicator (X a)) N ω) ∂μ := by
|
|
232
|
+
unfold error
|
|
233
|
+
apply Finset.sum_congr rfl
|
|
234
|
+
intro a _
|
|
235
|
+
rw [ambient_conditional_error_representation M N a μ (X a) hN (hmeas a) (hproduct a)]
|
|
236
|
+
|
|
237
|
+
/-- The implementation limit follows from the old model theorem and the new representation bridge.
|
|
238
|
+
No CLT, diagonal theorem, count-law certificate, or convergence premise is assumed. -/
|
|
239
|
+
theorem computational_offdiag_limit {Ω : Type*} [MeasurableSpace Ω]
|
|
240
|
+
(M : Domain) (μ : Measure Ω) [IsProbabilityMeasure μ]
|
|
241
|
+
(X : (Fin M.K → Bool) → Fin M.K → ℕ → Ω → Bool)
|
|
242
|
+
(hsnapshot : ∀ a N, AEMeasurable (snapshot M N (X a)) μ)
|
|
243
|
+
(hproduct : ∀ a N, Measure.map (snapshot M N (X a)) μ = (modelLaw M N a).toMeasure)
|
|
244
|
+
(hint : ∀ a i, Integrable (indicator (X a) i 0) μ)
|
|
245
|
+
(hindep : ∀ a i, Pairwise (fun j k : ℕ => IndepFun (indicator (X a) i j) (indicator (X a) i k) μ))
|
|
246
|
+
(hident : ∀ a i j, IdentDistrib (indicator (X a) i j) (indicator (X a) i 0) μ μ)
|
|
247
|
+
(hmean : ∀ a i, ∫ ω, indicator (X a) i 0 ω ∂μ = q M (a i))
|
|
248
|
+
(hmeas : ∀ a N, AEStronglyMeasurable
|
|
249
|
+
(fun ω => limitingLoss (memberAverage M (indicator (X a)) N ω)) μ)
|
|
250
|
+
(hoff : ∀ a, score M a ≠ (1:ℝ)/2) :
|
|
251
|
+
Tendsto (error M) atTop (𝓝 (floor M)) := by
|
|
252
|
+
have h := floor_limit_offdiag_mixture M μ (fun a => indicator (X a))
|
|
253
|
+
hint hindep hident hmean hmeas hoff
|
|
254
|
+
have heq : (fun N => error M N) =ᶠ[atTop]
|
|
255
|
+
(fun N => ∑ a : Fin M.K → Bool, latentMass M a *
|
|
256
|
+
∫ ω, limitingLoss (memberAverage M (indicator (X a)) N ω) ∂μ) := by
|
|
257
|
+
filter_upwards [eventually_ge_atTop 1] with N hN
|
|
258
|
+
exact mixture_error_representation M N μ X (lt_of_lt_of_le Nat.zero_lt_one hN)
|
|
259
|
+
(fun a => hsnapshot a N) (fun a => hproduct a N)
|
|
260
|
+
exact h.congr' heq.symm
|
|
261
|
+
|
|
262
|
+
/-- The starting probability is the product over NAMED INDIVIDUAL bits, with no binomial factor. -/
|
|
263
|
+
theorem mass_eq_individual_product (p : ℝ) {n : ℕ} (s : Finset (Fin n)) :
|
|
264
|
+
mass p s = ∏ j : Fin n, if j ∈ s then p else 1-p := by
|
|
265
|
+
have hc : (Finset.univ.filter (fun j : Fin n => j ∉ s)) = sᶜ := by
|
|
266
|
+
ext j
|
|
267
|
+
simp
|
|
268
|
+
rw [Finset.prod_ite]
|
|
269
|
+
simp [mass, Finset.filter_mem_eq_inter, hc, Finset.card_compl]
|
|
270
|
+
|
|
271
|
+
theorem memberLaw_individual_probability {ι : Type*} [Fintype ι] [DecidableEq ι]
|
|
272
|
+
(n : ι → ℕ) (p : ι → ℝ) (hp : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1)
|
|
273
|
+
(x : World n) :
|
|
274
|
+
((memberLaw n p hp hp1) x).toReal =
|
|
275
|
+
∏ i, ∏ j : Fin (n i), if j ∈ x i then p i else 1-p i := by
|
|
276
|
+
simp only [memberLaw, PMF.ofFintype_apply]
|
|
277
|
+
have hm : 0 ≤ jointMass n p x := Finset.prod_nonneg
|
|
278
|
+
(fun i _ => mass_nonneg (p i) (hp i) (hp1 i) (x i))
|
|
279
|
+
rw [ENNReal.toReal_ofReal hm]
|
|
280
|
+
simp only [jointMass, mass_eq_individual_product]
|
|
281
|
+
|
|
282
|
+
theorem zero_average_counterexample : fairLoss 0 0 ≠ limitingLoss ((0:ℝ)/0) := by
|
|
283
|
+
norm_num [fairLoss, limitingLoss]
|
|
284
|
+
|
|
285
|
+
theorem latentMass_sum (M : Domain) : ∑ a : Fin M.K → Bool, latentMass M a = 1 := by
|
|
286
|
+
have h := (Fintype.prod_sum (fun (_i : Fin M.K) (b : Bool) =>
|
|
287
|
+
if b then M.p else 1-M.p)).symm
|
|
288
|
+
simpa [latentMass] using h
|
|
289
|
+
|
|
290
|
+
/-- The finite mixture itself equals the existing implementation for EVERY N,
|
|
291
|
+
including zero. Its product-Bernoulli latent weights sum to one. -/
|
|
292
|
+
theorem model_mixture_error_representation (M : Domain) (N : ℕ) :
|
|
293
|
+
(∑ a : Fin M.K → Bool, latentMass M a *
|
|
294
|
+
∫ x, fairLoss (correctCount x) N ∂(modelLaw M N a).toMeasure) = error M N := by
|
|
295
|
+
unfold error
|
|
296
|
+
apply Finset.sum_congr rfl
|
|
297
|
+
intro a _
|
|
298
|
+
rw [conditional_error_representation]
|
|
299
|
+
|
|
300
|
+
end Obligations046.Bridge
|