OAI/Combinatorics/EditApproximation/Geometry/PublishedInputs.lean

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1 declarations, 0 contain sorry, 0 declared as axioms

Finite scalar Bernstein concentration

The only concentration input needed by the coarse estimator and the shared group sampler is finite scalar Bernstein: Joel A. Tropp, ACM 217: Probability in High Dimensions, Caltech CMS Lecture Notes 2021-01, corrected March 2023, Theorem 4.16 (printed p. 36). https://tropp.caltech.edu/notes/Tro21-Probability-High-LN-corr.pdf

FiniteBernsteinInput states the bound for centered bounded finite sums with an upper bound on their summed variances. Independence identifies the variance of the sum with the sum of the variances. Positivity of the proxy avoids the zero-denominator case.

  1. def OAI.EditApproximation.FiniteBernsteinInput line 28

    Source documentation

    The finite centered-sum specialization of Tropp, Theorem 4.16. This is the exact Lean proposition to be passed explicitly to downstream concentration theorems.

    def FiniteBernsteinInput {Ω : Type*} [MeasurableSpace Ω]
        (μ : Measure Ω) [IsProbabilityMeasure μ] : Prop :=
    …