§5.5 (proof of Theorem 21) — parameter facts: , bounds on and , disjoint
ProvedQuerySampleRev.parameter_factskl-divergencelower-boundp2o-gran-per-chapterp2o-plan-paperp2o-v1pricing-queriesrevenue-maximizationsample-complexity
Let and , and set , , , , and . Then
- ;
- ;
- ;
- the intervals , , are pairwise disjoint;
- each , , lies in .
These are the parameter facts the lower-bound construction of Theorem 21 relies on: keeps the hard densities positive and quasi-MHR, and the bounds on convert the per-interval bound into the rate.
Differences from the source:
- encoding: and →
max 2 ⌊ε ^ (-c) / 64⌋₊with the real power, andFinset.Icc 1 K; reason: same values; so the natural floor is the floor
Preamble
import Mathlib import Definitions.Def_QuerySampleRev_priceInterval
Formal statement
namespace QuerySampleRev
/-- **Parameter facts of the construction.** Jin, Tang, Wang, Zhang, *Query-Sample Tradeoffs for Revenue
Maximization* (manuscript, sha256 c31ea3d3…), §5.5, proof of Theorem 21, p.36 (PDF 38): "These choices
satisfy `ρw = 2ε` and `2^{−7}ε^{−c} ≤ K ≤ 2ε^{−c}`. They also satisfy `ρ ≤ max{32ε, ε^{1−c}/4} ≤ 1/4`,
where the last inequality uses `ε ≤ 1/128` and `c ≤ 1`. … The intervals `P⁽ⁱ⁾` are pairwise disjoint
and lie in `[5/4, 3/2]`."
For `c ∈ [0, 1]` and `0 < ε ≤ 1/128`, with `K = max{2, ⌊ε^{−c}/64⌋}`, `w = 1/(8K)`, `ρ = 16Kε` and
`P⁽ⁱ⁾ = (3/2 − 2iw, 3/2 − 2iw + 2w]`. -/
theorem parameter_facts {c ε : ℝ} (hc0 : 0 ≤ c) (hc1 : c ≤ 1) (hε0 : 0 < ε) (hε : ε ≤ 1 / 128) :
rho ε c * halfWidth ε c = 2 * ε ∧
ε ^ (-c) / 2 ^ 7 ≤ (numHard ε c : ℝ) ∧ (numHard ε c : ℝ) ≤ 2 * ε ^ (-c) ∧
rho ε c ≤ max (32 * ε) (ε ^ (1 - c) / 4) ∧ max (32 * ε) (ε ^ (1 - c) / 4) ≤ 1 / 4 ∧
(∀ i ∈ Finset.Icc 1 (numHard ε c), ∀ j ∈ Finset.Icc 1 (numHard ε c), i ≠ j →
Disjoint (priceInterval ε c i) (priceInterval ε c j)) ∧
(∀ i ∈ Finset.Icc 1 (numHard ε c), priceInterval ε c i ⊆ Set.Icc (5 / 4) (3 / 2)) := by sorry
end QuerySampleRev
Source
Jin, Tang, Wang, Zhang, Query-Sample Tradeoffs for Revenue Maximization (manuscript, sha256 c31ea3d3…), §5.5, proof of Theorem 21, p.36 (PDF p.38)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.