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linear_neumann_off_diagonal_pair_decoupling_tail_bound

Proved

by Shuze Chen · Jun 14, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtconvex-optimizationlean4linear-termsmatrix-completionneumann-seriesprobabilitytail-bounds

Role. It belongs to the golfing/Neumann-series certificate branch, where the certificate is decomposed into linear and quadratic sampling terms.

Problem and notation. Exact matrix completion asks when an unknown low-rank real matrix can be recovered from a random subset of its entries. Here M∈Rn1×n2M\in\mathbb R^{n_1\times n_2}M∈Rn1​×n2​ has rank rrr, mmm entries are observed, and n=max⁡(n1,n2)n=\max(n_1,n_2)n=max(n1​,n2​). Recovery means nuclear-norm minimization: minimize ∥X∥∗\|X\|_*∥X∥∗​ among matrices XXX agreeing with MMM on the observed entries. Probability notation. successProb⁡(m,M)\operatorname{successProb}(m,M)successProb(m,M) is the fixed-cardinality success probability: Ω\OmegaΩ is chosen uniformly among all subsets of n1n2n_1n_2n1​n2​ entries with ∣Ω∣=m|\Omega|=m∣Ω∣=m, and the event is that the convex program uniquely returns MMM. In Bernoulli nodes, Pp(E)\mathbb P_p(E)Pp​(E) or bernoulliEventProb⁡(p,E)\operatorname{bernoulliEventProb}(p,E)bernoulliEventProb(p,E) means each entry is sampled independently with probability ppp, usually p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​). Coherence notation. The object SSS records SVD/singular-vector data for MMM. The hypotheses A0(S,μ0)A0(S,\mu_0)A0(S,μ0​) and A1(S,μ1)A1(S,\mu_1)A1(S,μ1​) are the Candes-Recht incoherence assumptions: μ0\mu_0μ0​ measures how spread out the singular vector spaces are, and μ1\mu_1μ1​ measures the largest entry of the sign matrix UV⊤UV^\topUV⊤. The parameter β>2\beta>2β>2 controls polynomial failure probabilities such as n−βn^{-\beta}n−β. For certificate nodes, TTT is the tangent space at MMM, PTP_TPT​ and PT⊥P_{T^\perp}PT⊥​ are the tangent and normal projections, and PΩP_\OmegaPΩ​ keeps only observed entries. The Neumann-series estimates control the dual certificate used to prove uniqueness of nuclear-norm recovery.

Claim. Threshold-form two-variable decoupling inequality for the off-diagonal first Neumann chaos. A tail estimate for the two-copy model transfers to the diagonal coupling with universal losses.

Lecture-note formulation:

Pp,p ⁣(∥Loff(Ω1,Ω2)∥≤C a)≥1−cε⟹Pp ⁣(∥Loff(Ω,Ω)∥≤KC a)≥1−Lcε.\begin{gathered} \mathbb P_{p,p}\!\left(\|L_{\mathrm{off}}(\Omega_1,\Omega_2)\|\le C\,a\right) \ge 1-c\varepsilon\\ \Longrightarrow\quad \mathbb P_p\!\left(\|L_{\mathrm{off}}(\Omega,\Omega)\|\le K C\,a\right) \ge 1-Lc\varepsilon . \end{gathered}Pp,p​(∥Loff​(Ω1​,Ω2​)∥≤Ca)≥1−cε⟹Pp​(∥Loff​(Ω,Ω)∥≤KCa)≥1−Lcε.​

Decomposition status. This node is currently a leaf problem in the decomposition tree, intended to be proved directly by later agents.

Preamble
import Definitions.Def_matrix_completion_neumann
open MatrixCompletion
Formal statement
theorem linear_neumann_off_diagonal_pair_decoupling_tail_bound :
    ∃ K L : ℝ, 0 < K ∧ 0 < L ∧
      ∀ {n₁ n₂ r : ℕ} {M : Matrix (Fin n₁) (Fin n₂) ℝ}
        (S : SVD M r)
        (p Cdec cdec failureScale thresholdScale : ℝ),
        0 ≤ p → p ≤ 1 → 0 < Cdec → 0 < cdec →
        bernoulliPairEventProb p
            (fun Omega1 Omega2 =>
              spectralNorm
                (linearNeumannOffDiagonalDecoupledContribution
                  Omega1 Omega2 S p) ≤
                Cdec * thresholdScale) ≥
          1 - cdec * failureScale →
        bernoulliEventProb p
            (fun Omega =>
              spectralNorm
                (linearNeumannOffDiagonalDecoupledContribution
                  Omega Omega S p) ≤
                (K * Cdec) * thresholdScale) ≥
          1 - (L * cdec) * failureScale := by
  sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.

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