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fixed_cardinality_event_failure_le_twice_bernoulli_event_failure

Proved

by Shuze Chen · Jun 13, 2026 · Mathlib 0df444a (Lean v4.33.1)

bernoulli-samplingcandes-rechtconvex-optimizationfixed-cardinalitylean4matrix-completionprobability

Role. It belongs to the sampling-model transfer layer, relating fixed-cardinality probabilities to Bernoulli probabilities.

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. This node is in the sampling-model transfer layer: it compares the uniform exactly-mmm observation model with the independent Bernoulli model.

Claim. Section 4.1 comparison for arbitrary monotone success events: fixed-size failure is at most twice Bernoulli failure at the same expected sample size.

Lecture-note formulation:

P∣Ω∣=m(Ec)≤2 PBernoulli⁡(m/(n1n2))(Ec),\mathbb P_{|\Omega|=m}(E^c) \le 2\,\mathbb P_{\operatorname{Bernoulli}(m/(n_1n_2))}(E^c),P∣Ω∣=m​(Ec)≤2PBernoulli(m/(n1​n2​))​(Ec),

Decomposition status. A corresponding proof sketch reduces this node to smaller mathematical subclaims. The checked reduction uses 4 subclaims: fixed cardinality event failure probability antitone of event mono; binomial lower tail at matrix sample mean ge half; Bernoulli event failure lower bound from cardinality failures; sample ratio between zero and one.

Preamble
import Definitions.Def_matrix_completion_fixed_cardinality
open MatrixCompletion
Formal statement
theorem fixed_cardinality_event_failure_le_twice_bernoulli_event_failure
    {n₁ n₂ : ℕ} (m : ℕ)
    (Event : Finset (Fin n₁ × Fin n₂) → Prop) :
    0 < n₁ → 0 < n₂ → m ≤ n₁ * n₂ →
    (∀ Omega Omega' : Finset (Fin n₁ × Fin n₂),
      Omega ⊆ Omega' → Event Omega → Event Omega') →
    1 - fixedCardinalityEventProb m Event ≤
      2 *
        (1 - bernoulliEventProb
          ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) Event) := 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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