Probability of compactly supported quadratic posteriors
DefinitionKLSModular_FunctionalInequalities_Probability_Posterior_CompactQuadraticfunctional-inequalitiesklskls-conjecturekls-modularlog-concavemodule-context
For a probability measure on a finite-dimensional real inner-product space with compact topological support, isProbabilityMeasure_tilted_quadraticExponent_of_compact states that the tilt by quadraticExponent c Q is a probability measure for every and continuous linear map . The assertion includes arbitrary finite parameters, with no positivity or symmetry assumption on .
Original module imports
import FunctionalInequalities.Probability.Posterior.CompactPrior
import FunctionalInequalities.Probability.Posterior.Coercive
Original declaration excerpt
Shown in the original module context.
theorem isProbabilityMeasure_tilted_quadraticExponent_of_compact (μ : ProbabilityMeasure E)
(hc : IsCompact (μ : Measure E).support) (c : E) (Q : E →L[ℝ] E) :
IsProbabilityMeasure ((μ : Measure E).tilted (quadraticExponent c Q)) := by
apply isProbabilityMeasure_tilted_of_compact μ hc
unfold quadraticExponent
fun_prop
Module navigation
Direct project imports: Probability/Posterior/CompactPrior, Probability/Posterior/Coercive.
Theorems in source order:
Project result: The KLS conjecture.
Original module · FunctionalInequalities.Probability.Posterior.CompactQuadratic · Frozen source 408915f.
Definition code
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Posterior_CompactPrior
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Posterior_Coercive
noncomputable section
open MeasureTheory Filter Topology ProbabilityTheory
open scoped RealInnerProductSpace
namespace FunctionalInequalities
namespace Probability
namespace Posterior
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E]
/-- Every posterior of a compactly supported prior is a probability law. -/
theorem isProbabilityMeasure_tilted_quadraticExponent_of_compact (μ : ProbabilityMeasure E)
(hc : IsCompact (μ : Measure E).support) (c : E) (Q : E →L[ℝ] E) :
IsProbabilityMeasure ((μ : Measure E).tilted (quadraticExponent c Q)) := by
apply isProbabilityMeasure_tilted_of_compact μ hc
unfold quadraticExponent
fun_prop
end Posterior
end Probability
end FunctionalInequalities
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/Probability/Posterior/CompactQuadratic.lean#L41-L47 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.Probability.Posterior.CompactQuadratic`, definition bundle `KLSModular_FunctionalInequalities_Probability_Posterior_CompactQuadratic`; the repository is private at upload time).