import OAI.Probability.MatroidProphet.Main namespace OAI /-! # Source-exact accounting contracts The conditioning in `lem:all-orders` fixes every test bit outside the focal listed group. Averaging only the remaining group's bits is stronger than merely averaging all test bits. We make that finite conditional expectation explicit below, without conditioning on any arrival order. -/ namespace MatroidProphet.AccountingIndependent open Set Finset Pivots variable {α : Type*} [Fintype α] [DecidableEq α] /-- The manuscript's test-thinning inequality for each fixed outside-mask realization. `A` is exactly the fixed positive test set outside `G h`; only `B ⊆ G h` is averaged. In particular, no selected arrival order is conditioned on, and the competition set may depend on all outside bits. -/ theorem thinning_finalRankStatistic_conditioned (M : Matroid α) (hE : M.E = Set.univ) (κ : ℕ) (D C : ℕ → Set α) (G : ℕ → Finset α) (hG : Pairwise (fun i j => Disjoint (G i) (G j))) (h final : ℕ) (O : Set α) (ε : Fin 2) (t : ℝ) (ht0 : 0 ≤ t) (ht1 : t ≤ 1) (A : Finset α) (hA : Disjoint A (G h)) : t * (finalRankStatistic M hE κ D C (fun j => (A : Set α) ∩ (G j : Set α)) h final (G h) O Set.univ ε : ℝ) ≤ bitsExpectation (fun _ : α => t) (G h) (fun B => (finalRankStatistic M hE κ D C (fun j => ((A ∪ B : Finset α) : Set α) ∩ (G j : Set α)) h final (G h) O ((A ∪ B : Finset α) : Set α) ε : ℝ)) := by classical simp only [finalRankStatistic, Set.inter_univ, Nat.cast_sum, bitsExpectation_sum, Finset.mul_sum] apply Finset.sum_le_sum intro b hb let S := nominalLayerSet M hE κ D C h (G h) ε b \ O have hS : S ⊆ (G h : Set α) := fun e he => nominalLayerSet_subset M hE κ D C h (G h) ε b he.1 have hdis : S ∩ (A : Set α) = ∅ := by apply Set.eq_empty_iff_forall_notMem.mpr rintro e ⟨heS, heA⟩ exact Finset.disjoint_left.mp hA heA (hS heS) have ht := independent_thinning_rank M hE (G h) S.toFinset (fun e he => hS (by simpa only [Set.mem_toFinset] using he)) (guardedPath M hE κ D C final (b.val.val - 2) ∪ lowerCompetition M hE κ D C (fun j => (A : Set α) ∩ (G j : Set α)) b.val.val h) t ht0 ht1 calc _ ≤ bitsExpectation (fun _ : α => t) (G h) (fun B => (conditionalRank M (S ∩ (B : Set α)) (guardedPath M hE κ D C final (b.val.val - 2) ∪ lowerCompetition M hE κ D C (fun j => (A : Set α) ∩ (G j : Set α)) b.val.val h) : ℝ)) := by simpa only [Finset.coe_inter, Set.coe_toFinset] using ht _ = _ := by apply bitsExpectation_congr intro B hB rw [lowerCompetition_ignore_focal M hE κ D C G hG b.val.val h A B hB] have heq : S ∩ ((A ∪ B : Finset α) : Set α) = S ∩ (B : Set α) := by rw [Finset.coe_union, Set.inter_union_distrib_left, hdis, Set.empty_union] change (conditionalRank M (S ∩ (B : Set α)) _ : ℝ) = (conditionalRank M (S ∩ ((A ∪ B : Finset α) : Set α)) _ : ℝ) rw [heq] /-- The unscaled real-valued form of `lem:rank-cost`. There is a single sum of later-group costs for the entire parity timeline, not one cost per layer. The density contribution is real division, never truncated division. -/ theorem rank_cost_real (M : Matroid α) (hE : M.E = Set.univ) (κ : ℕ) (hκ : 0 < κ) (D C T : ℕ → Set α) (h later : ℕ) (U O : Set α) (ε : Fin 2) : (nominalRankStatistic M hE κ D C T h U O ε : ℝ) - ((C h).ncard + ∑ j ∈ Finset.range later, ((C (h+1+j)).ncard + (D (h+1+j)).ncard / (κ : ℝ))) ≤ (finalRankStatistic M hE κ D C T h (h+1+later) U O Set.univ ε : ℝ) := by have hn := testRankStatistic_le_final_cost M hE κ hκ D C T h later U O Set.univ ε have heq : testRankStatistic M hE κ D C T h U O Set.univ ε = nominalRankStatistic M hE κ D C T h U O ε := by simp only [testRankStatistic, nominalRankStatistic, Set.inter_univ] rw [heq] at hn have hr : (κ : ℝ) * (nominalRankStatistic M hE κ D C T h U O ε : ℝ) ≤ (κ : ℝ) * (finalRankStatistic M hE κ D C T h (h+1+later) U O Set.univ ε : ℝ) + (κ : ℝ) * (C h).ncard + ∑ j ∈ Finset.range later, ((κ : ℝ) * (C (h+1+j)).ncard + (D (h+1+j)).ncard) := by exact_mod_cast hn have hkpos : (0 : ℝ) < κ := Nat.cast_pos.mpr hκ have hcost : (κ : ℝ) * ((C h).ncard + ∑ j ∈ Finset.range later, ((C (h+1+j)).ncard + (D (h+1+j)).ncard / (κ : ℝ))) = (κ : ℝ) * (C h).ncard + ∑ j ∈ Finset.range later, ((κ : ℝ) * (C (h+1+j)).ncard + (D (h+1+j)).ncard) := by rw [mul_add, Finset.mul_sum] congr 1 apply Finset.sum_congr rfl intro j hj rw [mul_add, mul_div_cancel₀ _ (ne_of_gt hkpos)] nlinarith open MainAlgorithm /-- Both assertions of source `lem:all-orders`, instantiated to the actual listed groups. The second assertion is the finite conditional law obtained by fixing all of `H,D,C`, parity, and every test bit outside the listed group. -/ theorem all_orders {n : ℕ} (M : Matroid (Fin n)) (hE : M.E = Set.univ) (d : MainMasks n) (w : Fin n → Option ℤ) (h : ℕ) : (∀ π : ArrivalOrder n, listedLambda M hE d w h ≤ ((selection M hE d w π).filter (fun e => ∃ i, w e = some i ∧ h ≤ (groups M d w).idxOf i)).card) ∧ (∀ A : Finset (Fin n), Disjoint A (pathGroups M d w h) → thinningRate * (finalRankStatistic M hE (2^100) (groupMask M d w d.D) (groupMask M d w d.C) (fun j => (A : Set (Fin n)) ∩ (pathGroups M d w j : Set (Fin n))) h (groups M d w).length (pathGroups M d w h) ((d.H ∪ d.D ∪ d.C : Finset (Fin n)) : Set (Fin n)) Set.univ (boolParity d.odd) : ℝ) ≤ bitsExpectation (fun _ : Fin n => thinningRate) (pathGroups M d w h) (fun B => (listedLambda M hE {d with T := A ∪ B} w h : ℝ))) := by constructor · intro π exact listedLambda_le_count M hE d w π h · intro A hA have ht := thinning_finalRankStatistic_conditioned M hE (2^100) (groupMask M d w d.D) (groupMask M d w d.C) (pathGroups M d w) (pathGroups_disjoint M d w) h (groups M d w).length ((d.H ∪ d.D ∪ d.C : Finset (Fin n)) : Set (Fin n)) (boolParity d.odd) thinningRate constants_positive.2.2.1.le (by norm_num [thinningRate]) A hA simpa only [listedLambda_update_T] using ht /-- Source `lem:rank-cost` for the concrete listed group and final guarded path, with the displayed real-valued cost and without any probabilistic or independence assumption on its common generators. -/ theorem listed_rank_cost {n : ℕ} (M : Matroid (Fin n)) (hE : M.E = Set.univ) (d : MainMasks n) (w : Fin n → Option ℤ) (h : ℕ) (hh : h < (groups M d w).length) : (listedZ M hE d w h : ℝ) - ((groupMask M d w d.C h).ncard + ∑ j ∈ Finset.range ((groups M d w).length - (h+1)), ((groupMask M d w d.C (h+1+j)).ncard + (groupMask M d w d.D (h+1+j)).ncard / densityThreshold)) ≤ (finalRankStatistic M hE (2^100) (groupMask M d w d.D) (groupMask M d w d.C) (groupMask M d w d.T) h (groups M d w).length (groupMask M d w Finset.univ h) ((d.H ∪ d.D ∪ d.C : Finset (Fin n)) : Set (Fin n)) Set.univ (boolParity d.odd) : ℝ) := by have hc := rank_cost_real M hE (2^100) (by positivity) (groupMask M d w d.D) (groupMask M d w d.C) (groupMask M d w d.T) h ((groups M d w).length - (h+1)) (groupMask M d w Finset.univ h) ((d.H ∪ d.D ∪ d.C : Finset (Fin n)) : Set (Fin n)) (boolParity d.odd) have hlen : h+1+((groups M d w).length - (h+1)) = (groups M d w).length := by omega rw [hlen] at hc simpa only [listedZ, densityThreshold, Nat.cast_pow, Nat.cast_ofNat] using hc end MatroidProphet.AccountingIndependent end OAI