Generator Cancellation for Posterior Exponential Expectations
ProvedFunctionalInequalities.KLS.BKL.Localization.generator_posteriorExpectation_exp_inner_readableThis formalizes the generator cancellation for exponential posterior expectations.
Let be a compactly supported isotropic probability measure on , let , and let be a localization parameter. For the function
one has
This is the joint-parameter form of the posterior cancellation identity used in the generator calculation for the log-Laplace transform.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS.BKL.Localization. Shown in its original module context. Proof omitted.
theorem generator_posteriorExpectation_exp_inner (hiso : KLS.Isotropic μ)
(z : EuclideanSpace ℝ (Fin n)) (p : Param n) :
generator μ hc
(fun q : Param n => posteriorExpectation μ q.1 q.2 (fun x => Real.exp ⟪z, x⟫)) p = 0
Module navigation
Module: KLS/BKL/Localization/LogLaplaceGenerator.
Definition modules: KLS/BKL/Localization/Coefficients, Probability/Posterior/Generator, KLS/Isotropic.
Selected supporting theorems: inner_self_pos_of_comp_eq_id, inner_self_pos_of_isPositive_of_isUnit, Covariance.inner_operator_self_pos_of_affineSupport_eq_top, fderiv_fderiv_fst_dir, sum_bilin_inverseSqrt_eq.
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Source excerpt, lines 220–223 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_BKL_Localization_LogLaplaceGenerator
open scoped RealInnerProductSpace
open FunctionalInequalities.Probability.Posterior FunctionalInequalities.Analysis
FunctionalInequalities.Probability.Diffusion
variable {n : ℕ} (μ : MeasureTheory.ProbabilityMeasure (EuclideanSpace ℝ (Fin n)))
(hc : IsCompact (μ : MeasureTheory.Measure (EuclideanSpace ℝ (Fin n))).support)
theorem FunctionalInequalities.KLS.BKL.Localization.generator_posteriorExpectation_exp_inner_readable (hiso : KLS.Isotropic μ)
(z : EuclideanSpace ℝ (Fin n)) (p : Param n) :
generator μ hc
(fun q : Param n => posteriorExpectation μ q.1 q.2 (fun x => Real.exp ⟪z, x⟫)) p = 0 := by sorry