Proof of Theorem 2.1, p. 10: x ≤ 2 log(1+x) for 0 ≤ x ≤ 1
ProvedGenEllipPot.Potential.scalar_log_boundelliptical-potentiallogarithmp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1
For every real ,
This scalar comparison converts a bounded posterior quadratic form into a logarithmic increment in the proof of the elliptical potential bound.
Preamble
import Mathlib
Formal statement
namespace GenEllipPot.Potential
/-- Scalar inequality used in the proof of Theorem 2.1, p. 10. -/
theorem scalar_log_bound (x : ℝ) (hx : x ∈ Set.Icc (0 : ℝ) 1) :
x ≤ 2 * Real.log (1 + x) := by sorry
end GenEllipPot.Potential
Source
Hamidi & Bayati, The Elliptical Potential Lemma for General Distributions with an Application to Linear Thompson Sampling, arXiv:2102.07987v3, p. 10, proof of Theorem 2.1, before (A.2)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.