OAI/Probability/InvariantIsing/Cavity/CavityStepPrecision.lean

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2 declarations, 0 contain sorry, 0 declared as axioms

Precision positivity for a finite-alphabet covariance step. The upper covariance is positive diagonal; the lower one is either positive diagonal or zero, as at the terminal endpoint of the cavity recursion.

  1. lemma OAI.InvariantIsing.cavity_diagonal_interpolation_isUnit line 15
  2. theorem OAI.InvariantIsing.cavity_step_precision_posDef line 41

    Source documentation

    Positivity of I-Bᵀ K_i B from the actual diagonal covariance ordering and the upper spectral gap. B Bᵀ = P-C may be singular.

    theorem cavity_step_precision_posDef {d : ℕ}
        (K B : Matrix (Fin d) (Fin d) ℝ) (hK : K.transpose = K)
        (p c : Fin d → ℝ) (hp : ∀ i, 0 < p i) (hc0 : ∀ i, 0 ≤ c i)
        (hcp : ∀ i, c i ≤ p i) (hc : (∀ i, c i = 0) ∨ (∀ i, 0 < c i))
        (hgap : (Matrix.diagonal (fun i => (p i)⁻¹) - K).PosDef)
        (hB : Matrix.diagonal p - Matrix.diagonal c = B * B.transpose) :
        (cavityFactorPrecision (cavityBackwardQuadratic K (Matrix.diagonal c)) B).PosDef := by
    …

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