Threshold equivalence, p.ec3 (corrected: case)
ProvedFamilyGenTest.threshold_equivalencegenetic-testingmarkov-decision-processoptimal-stoppingp2o-correctedp2o-gran-per-chapterp2o-plan-paperp2o-strengthenedp2o-v1
For real , , : if the thresholds of exist, the lower one is at most the upper one; and for every ,
if and only if the thresholds exist and lies between them. In particular, under the two weak inequalities of Assumption 4, for every state and person : if the thresholds exist then , and for every ,
The thresholds are thus a property of the quadratic and not of the single value .
Differences from the source:
- correction: the thresholds divide by , and Assumption 4 allows → the printed formulas for , and for the solution of the linear inequality ; reason: counterexample satisfying every assumption of the source: , , , , , , , has and the printed formulas are undefined, while testing yields against for stopping
- reading: a set of genes in the model of §2; Assumption 4, Assumption 5 and Theorem 1's proof are single-gene → one gene: ; reason: Theorem 1 compares with two real thresholds, which needs a scalar; its proof, Assumption 4 and §4.3 are single-gene (pp.15, ec2), and no multi-gene threshold statement is printed
- generalization: the Mendelian prior (5) → an arbitrary mass function on ; reason: the argument does not use the pedigree and p.11 says priors incorporate all prior information; (5) is the special case given by the theorem eq_5_mendelian_prior
- generalization: Assumption 4 in full, with Assumptions 1, 2, 3 and stationary, positive, bounded rewards → only and ; reason: the dropped conditions are not used, and every instance of the source satisfies the two kept inequalities
- generalization: "inequality (EC.6) is equivalent to", a statement at the value → the equivalence for every ; reason: it specializes to , and without it "between the thresholds" says nothing beyond (EC.3)
- encoding: a state as a partition of the tested individuals, state space →
State I := I → Option (Fin 3), withFeasiblemeaning ; reason: same objects when is the support of the prior; the family is aFintype, possibly empty - encoding: is a ratio with denominator → when the denominator is ; reason: the page leaves this case undefined; every use of is then multiplied by
- encoding: as the maximum of (3), an expectation over sample paths with absorbing state and action , undefined at infeasible states →
Vstar: the maximum over the finite typePolicy Iof the posterior average of a rolled-out return, with no and no ; at infeasible states; reason: given and the rule the path is determined, so the two expectations agree; in and the infeasible children enter only with coefficient , and in the thresholds the value at fills a value the page leaves undefined
Preamble
import Mathlib import Definitions.Def_FamilyGenTest_Pmax
Formal statement
namespace FamilyGenTest
variable {I : Type*} [Fintype I] [DecidableEq I]
/-- The threshold equivalence (Adelman & Wang, Optimal Genetic Testing of Families, SSRN 4624694
(Jan 24 2023), p.ec3, "inequality (EC.6) is equivalent to"), corrected at `rᵢ^δ = 0`. For real
`A ≥ 0`, `B`, `C`: if the thresholds exist they are ordered, and for every `p ∈ [0,1]`,
`−Ap² + Bp − C ≥ 0` iff they exist and `p` lies between them. The second part instantiates this for
the model, for every state. -/
theorem threshold_equivalence :
(∀ A B C : ℝ, 0 ≤ A →
(QuadExists A B C → quadMin A B C ≤ quadMax A B C) ∧
∀ p : ℝ, 0 ≤ p → p ≤ 1 →
(0 ≤ -A * p ^ 2 + B * p - C ↔
QuadExists A B C ∧ quadMin A B C ≤ p ∧ p ≤ quadMax A B C)) ∧
∀ (R : Rewards I) (μ : Prior I) (s : State I) (i : I), CensoredOrder R →
(ThresholdsExist R μ s i → Pmin R μ s i ≤ Pmax R μ s i) ∧
∀ p : ℝ, 0 ≤ p → p ≤ 1 →
(0 ≤ gap R μ s i p ↔
ThresholdsExist R μ s i ∧ Pmin R μ s i ≤ p ∧ p ≤ Pmax R μ s i) := by sorry
end FamilyGenTest
Source
Adelman & Wang, Optimal Genetic Testing of Families, SSRN 4624694 (Jan 24 2023), Proof of Theorem 1, p.ec3, "inequality (EC.6) is equivalent to"
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.