centered_sampling_log_moment_from_row_column_energy_2pN
Provedconcentrationkhintchinematrix-completion
_2pN variant of the Candes-Recht Section 6.1 noncommutative-Khintchine conversion. Given a universal energy constant and the row/column sampled-energy log-moment estimate at the RELAXED exponent window (instead of the strict ), there is a universal constant such that for all , dimensions, and sampling, the Bernoulli -th moment of the spectral norm of the centered sampling fluctuation is at most . The relaxed window is exactly the one supplied by the one-sample lower bound at ; the window hypothesis is dead weight in the Khintchine conversion itself.
Preamble
import Definitions.Def_matrix_completion_neumann import Definitions.Def_matrix_completion_rademacher open MatrixCompletion
Formal statement
theorem centered_sampling_log_moment_from_row_column_energy_2pN
(Cenergy : ℝ) :
0 < Cenergy →
∃ Cmoment : ℝ, 0 < Cmoment ∧
∀ (β : ℝ), 2 < β →
∀ (n₁ n₂ m : ℕ) (X : Matrix (Fin n₁) (Fin n₂) ℝ),
0 < n₁ → 0 < n₂ → m ≤ n₁ * n₂ →
(m : ℝ) ≥ β * (↑(max n₁ n₂)) *
Real.log (↑(max n₁ n₂)) →
(∃ q : ℕ, 1 ≤ q ∧
(q : ℝ) ≥ β * Real.log (↑(max n₁ n₂)) ∧
(q : ℝ) ≤ 2 * (β * Real.log (↑(max n₁ n₂))) ∧
(q : ℝ) ≤ 2 * (((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
(↑(max n₁ n₂))) ∧
bernoulliExpectation ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(fun Omega =>
(max (sampledRowEnergyMax Omega X)
(sampledColumnEnergyMax Omega X)) ^ q) ≤
(Cenergy * ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
(↑(max n₁ n₂)) * entrySupNorm X ^ 2) ^ q) →
∃ q : ℕ, 1 ≤ q ∧
(q : ℝ) ≥ β * Real.log (↑(max n₁ n₂)) ∧
bernoulliExpectation ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(fun Omega =>
spectralNorm
(centeredSamplingFluctuation Omega
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) X) ^ q) ≤
(Cmoment * Real.sqrt
((β * (↑(max n₁ n₂)) *
Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
entrySupNorm X) ^ q := by
sorrySource
Candes-Recht 2008 (arXiv:0805.4471) Section 6.1, eq (6.5)-(6.6), Lemma 6.1