OAI/Combinatorics/KServer/Ranks.lean

GitHub source file

42 declarations, 0 contain sorry, 0 declared as axioms

Construction of the rank martingales from the actual finite hidden law. No filtering identity is postulated in the construction below.

  1. def OAI.KServer.RankTracking.avg line 12
  2. lemma OAI.KServer.RankTracking.avg_add line 14
  3. lemma OAI.KServer.RankTracking.avg_sub line 16
  4. lemma OAI.KServer.RankTracking.avg_mul line 18
  5. lemma OAI.KServer.RankTracking.avg_sum line 20
  6. lemma OAI.KServer.RankTracking.avg_mono line 23
  7. lemma OAI.KServer.RankTracking.avg_const line 25
  8. def OAI.KServer.RankTracking.Adapted line 29

    Source documentation

    Functions known from the observed finite history label.

    def Adapted (H : Ω → ℕ) (f : Ω → ℝ) : Prop := ∀ ω ω', H ω=H ω' → f ω=f ω'
  9. structure OAI.KServer.RankTracking.FilteredRanks line 33

    Source documentation

    Increasing history information, adapted ranks, and the literal finite conditional tower relation for old counts under the new observation.

    structure FilteredRanks (w : Ω → ℝ) where
    …
  10. lemma OAI.KServer.RankTracking.fiber_weighted_zero line 44
  11. lemma OAI.KServer.RankTracking.filtering_affine line 68
  12. def OAI.KServer.PosteriorRanks.fiber line 84
  13. def OAI.KServer.PosteriorRanks.mass line 85
  14. def OAI.KServer.PosteriorRanks.numerator line 86
  15. def OAI.KServer.PosteriorRanks.posterior line 89
  16. lemma OAI.KServer.PosteriorRanks.mass_nonneg line 92
  17. lemma OAI.KServer.PosteriorRanks.numerator_zero line 95
  18. lemma OAI.KServer.PosteriorRanks.posterior_adapted line 101
  19. lemma OAI.KServer.PosteriorRanks.posterior_range line 106
  20. lemma OAI.KServer.PosteriorRanks.fiber_posterior line 121
  21. lemma OAI.KServer.PosteriorRanks.fiber_difference line 137
  22. lemma OAI.KServer.PosteriorRanks.weighted_posterior line 142
  23. lemma OAI.KServer.PosteriorRanks.posterior_avg line 150
  24. lemma OAI.KServer.PosteriorRanks.filtered_fiber line 154
  25. def OAI.KServer.PosteriorRanks.rank line 171

    Source documentation

    The true post-filtering, post-drift ranks and the filtered old ranks on an arbitrary finite experiment with increasing observations.

    def rank (N : Ω → ℕ) (a : ℕ) (ω : Ω) : ℝ := if N ω ≤ a then 1 else 0
    …
  26. lemma OAI.KServer.PosteriorRanks.rank_range line 173
  27. def OAI.KServer.PosteriorRanks.rankProcess line 176
  28. lemma OAI.KServer.PosteriorRanks.posterior_sub line 191
  29. lemma OAI.KServer.PosteriorRanks.abs_posterior_le line 195
  30. theorem OAI.KServer.PosteriorRanks.posterior_drift line 208

    Source documentation

    Conditional averaging cannot increase the drift, even at zero-mass histories, where the quotient convention simply chooses zero.

    theorem posterior_drift {w : Ω → ℝ} (hw : ∀ ω, 0 ≤ w ω)
        (H : Ω → ℕ) (f g : Ω → ℝ) :
        avg w (fun ω => |posterior w H f ω-posterior w H g ω|) ≤
          avg w (fun ω => |f ω-g ω|) := by
    …

    Mentions: OAI.KServer.PosteriorRanks.posterior

  31. lemma OAI.KServer.PosteriorRanks.sum_below line 217
  32. lemma OAI.KServer.PosteriorRanks.sum_above line 227
  33. lemma OAI.KServer.PosteriorRanks.indicator_count_distance line 239
  34. theorem OAI.KServer.PosteriorRanks.rank_drift_count line 257

    Source documentation

    The exact §03 all-rank drift budget, derived from the finite hidden count process rather than assumed as an interface.

    theorem rank_drift_count {w : Ω → ℝ} (hw : ∀ ω, 0 ≤ w ω)
        (H : Ω → ℕ) {k : ℕ} (N M : Ω → ℕ) (hN : ∀ ω, N ω ≤ k) (hM : ∀ ω, M ω ≤ k) :
        (∑ a : Fin k, avg w (fun ω => |posterior w H (rank N a.val) ω-
          posterior w H (rank M a.val) ω|)) ≤ avg w (fun ω => |(N ω:ℝ)-M ω|) := by
    …

    Mentions: OAI.KServer.PosteriorRanks.posterior, OAI.KServer.PosteriorRanks.rank

  35. theorem OAI.KServer.PosteriorRanks.rankProcess_drift line 272

    Source documentation

    The instantiated process defined above obeys the source estimate with actual one-step hidden-count motion on its right-hand side.

    theorem rankProcess_drift {w : Ω → ℝ} (hw : ∀ ω, 0 ≤ w ω)
        (H : ℕ → Ω → ℕ) (hr : ∀ t ω z, H (t+1) ω=H (t+1) z → H t ω=H t z)
        {k : ℕ} (N : ℕ → Ω → ℕ) (hN : ∀ t ω, N t ω ≤ k) (t : ℕ) :
        (∑ a : Fin k, avg w (fun ω => |(rankProcess hw H hr N a.val).p (t+1) ω-
          (rankProcess hw H hr N a.val).before (t+1) ω|)) ≤
          avg w (fun ω => |(N (t+1) ω:ℝ)-N t ω|) := by
    …

    Mentions: OAI.KServer.PosteriorRanks.rankProcess

  36. lemma OAI.KServer.PosteriorRanks.mass_pos_of_weight line 292
  37. lemma OAI.KServer.PosteriorRanks.posterior_nonneg line 297
  38. lemma OAI.KServer.PosteriorRanks.posterior_sum line 301
  39. lemma OAI.KServer.PosteriorRanks.posterior_fiber_const line 307
  40. lemma OAI.KServer.PosteriorRanks.posterior_mono_fiber line 318
  41. lemma OAI.KServer.PosteriorRanks.posterior_add line 326
  42. lemma OAI.KServer.PosteriorRanks.posterior_mul line 330