OAI/Probability/InvariantIsing/Cavity/CavityDeterminantDerivative.lean
5 declarations, 0 contain sorry, 0 declared as axioms
The finite real-matrix Jacobi formula needed for the logarithmic quadratic normalizer in the cavity calculation.
- lemma
OAI.InvariantIsing.cavity_determinant_derivative_identityline 13 - theorem
OAI.InvariantIsing.hasDerivAt_cavityDeterminantline 48 - theorem
OAI.InvariantIsing.hasDerivAt_cavityLogDeterminantline 68 - lemma
OAI.InvariantIsing.cavity_matrix_entry_derivativeline 77 - theorem
OAI.InvariantIsing.hasDerivAt_cavityQuadraticLogDetline 89Source documentation
The exact root-trace derivative for the normalizer, without a commutation assumption on the covariance derivative and coefficient.
theorem hasDerivAt_cavityQuadraticLogDet {d : ℕ} (K : Matrix (Fin d) (Fin d) ℝ) (H : ℝ → Matrix (Fin d) (Fin d) ℝ) (H' : Matrix (Fin d) (Fin d) ℝ) (x : ℝ) (hH : HasDerivAt H H' x) (hdet : IsUnit (1 - H x * K).det) : HasDerivAt (fun t => Real.log (1 - H t * K).det) (-Matrix.trace (H' * cavityBackwardQuadratic K (H x))) x := by …