OAI/Probability/InvariantIsing/Cavity/CavityRetainedWeight.lean
2 declarations, 0 contain sorry, 0 declared as axioms
Normalized fractional weights for the quadratic retained marks.
- lemma
OAI.InvariantIsing.cavity_retained_weight_densityline 13 - theorem
OAI.InvariantIsing.cavity_retained_gaussian_innovation_lawline 28Source documentation
The fractional density used in the retained tree is exactly the normalized quadratic tilt, with no ordinary terminal exponential moment required.
theorem cavity_retained_gaussian_innovation_law {d : ℕ} (K P C S : Matrix (Fin d) (Fin d) ℝ) (hK : K.transpose = K) (hC : C.transpose = C) (hS : S.PosSemidef) (ζ : ℝ) (hζ : ζ ≠ 0) (hPdet : IsUnit (1 - P * K).det) (hCdet : IsUnit (1 - C * K).det) (hΔ : P - C = ζ • S) (hQ : (cavityFactorPrecision (ζ • cavityBackwardQuadratic K C) (CFC.sqrt S)).PosDef) (u : EuclideanSpace ℝ (Fin d)) : let f := fun z : EuclideanSpace ℝ (Fin d) => …Mentions: OAI.InvariantIsing.cavityFactorPrecision, OAI.InvariantIsing.cavityBackwardQuadratic