Generator of the Squared Linear Parameter Norm
ProvedFunctionalInequalities.KLS.BKL.Localization.generator_norm_sq_fst_readableThis statement computes the localization generator applied to the squared norm of the linear parameter.
Let be a compactly supported isotropic probability law on and let be a localization parameter. Then
where is the posterior mean, cov is the posterior covariance operator, and stdTrace is the standard trace of the inverse covariance. This is an exact Lyapunov-generator identity.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS.BKL.Localization. Shown in its original module context. Proof omitted.
theorem generator_norm_sq_fst (hiso : KLS.Isotropic μ) (p : Param n) :
generator μ hc (fun q : Param n => ‖q.1‖ ^ 2) p =
2 * ⟪p.1, Ring.inverse (cov μ hc p) (posteriorMean μ p.1 p.2)⟫ + stdTrace (Ring.inverse (cov μ hc p))
Module navigation
Module: KLS/BKL/Localization/Lyapunov/Basic.
Definition modules: Probability/Posterior/Generator, Analysis/Operator/HilbertSchmidt, KLS/BKL/Localization/Coefficients, KLS/Isotropic.
Supporting theorems: 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 255–257 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_BKL_Localization_Lyapunov_Basic
open scoped RealInnerProductSpace ContDiff
open FunctionalInequalities.Probability.Posterior FunctionalInequalities.Analysis
FunctionalInequalities.Analysis.BakryEmery FunctionalInequalities.Probability.Diffusion
variable {n : ℕ} (μ : MeasureTheory.ProbabilityMeasure (EuclideanSpace ℝ (Fin n)))
(hc : IsCompact (μ : MeasureTheory.Measure (EuclideanSpace ℝ (Fin n))).support)
set_option maxHeartbeats 1000000
theorem FunctionalInequalities.KLS.BKL.Localization.generator_norm_sq_fst_readable (hiso : KLS.Isotropic μ) (p : Param n) :
generator μ hc (fun q : Param n => ‖q.1‖ ^ 2) p =
2 * ⟪p.1, Ring.inverse (cov μ hc p) (posteriorMean μ p.1 p.2)⟫ + stdTrace (Ring.inverse (cov μ hc p)) := by sorry