OAI/Combinatorics/EditApproximation/Probability/FiniteResampling.lean
4 declarations, 0 contain sorry, 0 declared as axioms
Exact coordinate-refresh identities for finite product probability laws.
- theorem
OAI.EditApproximation.finite_pi_update_mapline 20Source documentation
Refreshing one coordinate with its own independent law preserves the complete finite product law.
theorem finite_pi_update_map (i : ι) : ((Measure.pi μ).prod (μ i)).map (fun pair : (∀ j, X j) × X i => Function.update pair.1 i pair.2) = Measure.pi μ := by … - theorem
OAI.EditApproximation.finite_pi_integral_updateline 55Source documentation
Integrating a fresh coordinate, then the complete original array, is exactly integration in the original product law.
theorem finite_pi_integral_update (i : ι) (payoff : (∀ j, X j) → ℝ) : (∫ original, ∫ fresh, payoff (Function.update original i fresh) ∂μ i ∂Measure.pi μ) = ∫ original, payoff original ∂Measure.pi μ := by … - theorem
OAI.EditApproximation.finite_pi_integral_update_pairline 70Source documentation
Two independent refreshed coordinates provide the local parent law. The original arrays may still contain their previous values at those keys.
theorem finite_pi_integral_update_pair (i j : ι) (payoff : (∀ k, X k) → ℝ) : (∫ original, ∫ fresh : X i × X j, payoff (Function.update (Function.update original i fresh.1) j fresh.2) ∂(μ i).prod (μ j) ∂Measure.pi μ) = ∫ original, payoff original ∂Measure.pi μ := by … - theorem
OAI.EditApproximation.finite_pi_integral_bound_of_update_pairline 86Source documentation
A pointwise bound after exact coordinate refresh integrates to the unconditional bound in the original global product.
theorem finite_pi_integral_bound_of_update_pair (i j : ι) (payoff budget : (∀ k, X k) → ℝ) (hbound : ∀ original, (∫ fresh : X i × X j, payoff (Function.update (Function.update original i fresh.1) j fresh.2) ∂(μ i).prod (μ j)) ≤ budget original) : (∫ original, payoff original ∂Measure.pi μ) ≤ ∫ original, budget original ∂Measure.pi μ := by …