OAI/Probability/InvariantIsing/Cavity/CavityRootInnovationLaw.lean

GitHub source file

2 declarations, 0 contain sorry, 0 declared as axioms

Independence of the common Gaussian root and retained innovation tree.

  1. lemma OAI.InvariantIsing.cavity_root_tree_independent line 14
  2. theorem OAI.InvariantIsing.cavity_quadratic_root_tree_law line 47

    Source documentation

    Root-dependent reweighting preserves the unchanged external root law. After the deterministic root rescaling, the innovation tree is independent of a centered Gaussian root with covariance J₀ S₀ J₀ᵀ.

    theorem cavity_quadratic_root_tree_law {d : ℕ} (n : ℕ)
        (K : Matrix (Fin d) (Fin d) ℝ)
        (H S : ℕ → Matrix (Fin d) (Fin d) ℝ) (b : ℕ → ℝ)
        (S₀ : Matrix (Fin d) (Fin d) ℝ) (hS₀ : S₀.PosSemidef)
        (hK : K.transpose = K) (hH : ∀ i, (H i).transpose = H i)
        (hS : ∀ i, (S i).PosSemidef) (hb : ∀ i, 0 < b i)
        (hdet : ∀ i, IsUnit (1 - H i * K).det)
        (hΔ : ∀ i, H i - H (i + 1) = b i • S i)
        (hQ : ∀ i, (cavityFactorPrecision
          (b i • cavityBackwardQuadratic K (H (i + 1))) (CFC.sqrt (S i))).PosDef) :
        let μ := cavityGaussianMarks S
    …

    Mentions: OAI.InvariantIsing.cavityFactorPrecision, OAI.InvariantIsing.cavityBackwardQuadratic, OAI.InvariantIsing.cavityGaussianMarks