OAI/Probability/InvariantIsing/Cavity/CavityRetainedWeight.lean

GitHub source file

2 declarations, 0 contain sorry, 0 declared as axioms

Normalized fractional weights for the quadratic retained marks.

  1. lemma OAI.InvariantIsing.cavity_retained_weight_density line 13
  2. theorem OAI.InvariantIsing.cavity_retained_gaussian_innovation_law line 28

    Source 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