LeanMachineLearning exposition

1.10. ForMathlib.Probability.Independence.CondIndepFun🔗

Laws of stepsUntil and rewardByCount

Module LeanMachineLearning.ForMathlib.Probability.Independence.CondIndepFun contains 10 exposed declarations.

of_prod_right🔗

LemmaProbabilityTheory.Kernel.IndepFun.of_prod_right

No docstring.

🔗theorem
ProbabilityTheory.Kernel.IndepFun.of_prod_right.{u_1, u_2, u_3, u_7, u_8} {α : Type u_1} {β : Type u_2} {γ : Type u_3} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} { : MeasurableSpace Ω} { : MeasurableSpace ε} {μ : MeasureTheory.Measure Ω} {κ : Kernel Ω α} {X : α β} {Y : α γ} {T : α ε} (h : IndepFun X (fun ω => (Y ω, T ω)) κ μ) : IndepFun X Y κ μ
ProbabilityTheory.Kernel.IndepFun.of_prod_right.{u_1, u_2, u_3, u_7, u_8} {α : Type u_1} {β : Type u_2} {γ : Type u_3} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} { : MeasurableSpace Ω} { : MeasurableSpace ε} {μ : MeasureTheory.Measure Ω} {κ : Kernel Ω α} {X : α β} {Y : α γ} {T : α ε} (h : IndepFun X (fun ω => (Y ω, T ω)) κ μ) : IndepFun X Y κ μ

Code

lemma Kernel.IndepFun.of_prod_right {ε Ω : Type*} {mΩ : MeasurableSpace Ω} {mε : MeasurableSpace ε}
    {μ : Measure Ω} {κ : Kernel Ω α} {X : α → β} {Y : α → γ} {T : α → ε}
    (h : IndepFun X (fun ω ↦ (Y ω, T ω)) κ μ) :
    IndepFun X Y κ μ
Used by (2)

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Proof
by
  rw [Kernel.indepFun_iff_measure_inter_preimage_eq_mul] at h ⊢
  intro s t hs ht
  specialize h s (t ×ˢ .univ) hs (ht.prod .univ)
  simpa [Set.mk_preimage_prod] using h

of_prod_left🔗

LemmaProbabilityTheory.Kernel.IndepFun.of_prod_left

No docstring.

🔗theorem
ProbabilityTheory.Kernel.IndepFun.of_prod_left.{u_1, u_2, u_3, u_7, u_8} {α : Type u_1} {β : Type u_2} {γ : Type u_3} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} { : MeasurableSpace Ω} { : MeasurableSpace ε} {μ : MeasureTheory.Measure Ω} {κ : Kernel Ω α} {X : α β} {Y : α γ} {T : α ε} (h : IndepFun (fun ω => (X ω, T ω)) Y κ μ) : IndepFun X Y κ μ
ProbabilityTheory.Kernel.IndepFun.of_prod_left.{u_1, u_2, u_3, u_7, u_8} {α : Type u_1} {β : Type u_2} {γ : Type u_3} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} { : MeasurableSpace Ω} { : MeasurableSpace ε} {μ : MeasureTheory.Measure Ω} {κ : Kernel Ω α} {X : α β} {Y : α γ} {T : α ε} (h : IndepFun (fun ω => (X ω, T ω)) Y κ μ) : IndepFun X Y κ μ

Code

lemma Kernel.IndepFun.of_prod_left {ε Ω : Type*} {mΩ : MeasurableSpace Ω} {mε : MeasurableSpace ε}
    {μ : Measure Ω} {κ : Kernel Ω α} {X : α → β} {Y : α → γ} {T : α → ε}
    (h : IndepFun (fun ω ↦ (X ω, T ω)) Y κ μ) :
    IndepFun X Y κ μ
Body uses (1)
Used by (1)

Actions: Source · Open Issue

Proof
h.symm.of_prod_right.symm

of_prod_right🔗

LemmaProbabilityTheory.CondIndepFun.of_prod_right

No docstring.

🔗theorem
ProbabilityTheory.CondIndepFun.of_prod_right.{u_1, u_2, u_3, u_4, u_7} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} { : MeasurableSpace ε} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] {X : α β} {Y : α γ} {Z : α δ} {T : α ε} (hZ : Measurable Z) (h : CondIndepFun (MeasurableSpace.comap Z inferInstance) X (fun ω => (Y ω, T ω)) μ) : CondIndepFun (MeasurableSpace.comap Z inferInstance) X Y μ
ProbabilityTheory.CondIndepFun.of_prod_right.{u_1, u_2, u_3, u_4, u_7} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} { : MeasurableSpace ε} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] {X : α β} {Y : α γ} {Z : α δ} {T : α ε} (hZ : Measurable Z) (h : CondIndepFun (MeasurableSpace.comap Z inferInstance) X (fun ω => (Y ω, T ω)) μ) : CondIndepFun (MeasurableSpace.comap Z inferInstance) X Y μ

Code

lemma CondIndepFun.of_prod_right {ε : Type*} {mε : MeasurableSpace ε}
    [StandardBorelSpace α] [IsFiniteMeasure μ]
    {X : α → β} {Y : α → γ} {Z : α → δ} {T : α → ε} (hZ : Measurable Z)
    (h : X ⟂ᵢ[Z, hZ; μ] (fun ω ↦ (Y ω, T ω))) :
    X ⟂ᵢ[Z, hZ; μ] Y
Body uses (1)

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Proof
Kernel.IndepFun.of_prod_right h

of_prod_left🔗

LemmaProbabilityTheory.CondIndepFun.of_prod_left

No docstring.

🔗theorem
ProbabilityTheory.CondIndepFun.of_prod_left.{u_1, u_2, u_3, u_4, u_7} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} { : MeasurableSpace ε} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] {X : α β} {Y : α γ} {Z : α δ} {T : α ε} (hZ : Measurable Z) (h : CondIndepFun (MeasurableSpace.comap Z inferInstance) (fun ω => (X ω, T ω)) Y μ) : CondIndepFun (MeasurableSpace.comap Z inferInstance) X Y μ
ProbabilityTheory.CondIndepFun.of_prod_left.{u_1, u_2, u_3, u_4, u_7} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} { : MeasurableSpace ε} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] {X : α β} {Y : α γ} {Z : α δ} {T : α ε} (hZ : Measurable Z) (h : CondIndepFun (MeasurableSpace.comap Z inferInstance) (fun ω => (X ω, T ω)) Y μ) : CondIndepFun (MeasurableSpace.comap Z inferInstance) X Y μ

Code

lemma CondIndepFun.of_prod_left {ε : Type*} {mε : MeasurableSpace ε}
    [StandardBorelSpace α] [IsFiniteMeasure μ]
    {X : α → β} {Y : α → γ} {Z : α → δ} {T : α → ε} (hZ : Measurable Z)
    (h : (fun ω ↦ (X ω, T ω)) ⟂ᵢ[Z, hZ; μ] Y) :
    X ⟂ᵢ[Z, hZ; μ] Y
Body uses (1)

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Proof
Kernel.IndepFun.of_prod_left h

of_measurable🔗

LemmaProbabilityTheory.IndepFun.of_measurable

No docstring.

🔗theorem
ProbabilityTheory.IndepFun.of_measurable.{u_1, u_3, u_4, u_5, u_6} {α : Type u_1} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {Y : α γ} {Z : α δ} {Y' : α γ'} {Z' : α δ'} (h_indep : IndepFun Y Z μ) (hY_meas : Measurable Y') (hZ_meas : Measurable Z') : IndepFun Y' Z' μ
ProbabilityTheory.IndepFun.of_measurable.{u_1, u_3, u_4, u_5, u_6} {α : Type u_1} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {Y : α γ} {Z : α δ} {Y' : α γ'} {Z' : α δ'} (h_indep : IndepFun Y Z μ) (hY_meas : Measurable Y') (hZ_meas : Measurable Z') : IndepFun Y' Z' μ

Code

lemma IndepFun.of_measurable (h_indep : Y ⟂ᵢ[μ] Z)
    (hY_meas : Measurable[mγ.comap Y] Y') (hZ_meas : Measurable[mδ.comap Z] Z') :
    Y' ⟂ᵢ[μ] Z'

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Proof
by
  obtain ⟨φ, hφ_meas, h_eqY⟩ : ∃ φ, Measurable φ ∧ Y' = φ ∘ Y := hY_meas.exists_eq_measurable_comp
  obtain ⟨ψ, hψ_meas, h_eqZ⟩ : ∃ ψ, Measurable ψ ∧ Z' = ψ ∘ Z := hZ_meas.exists_eq_measurable_comp
  rw [h_eqY, h_eqZ]
  exact h_indep.comp hφ_meas hψ_meas

of_measurable_left🔗

LemmaProbabilityTheory.IndepFun.of_measurable_left

No docstring.

🔗theorem
ProbabilityTheory.IndepFun.of_measurable_left.{u_1, u_3, u_4, u_5} {α : Type u_1} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} { : MeasurableSpace α} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {Y : α γ} {Z : α δ} {Y' : α γ'} (h_indep : IndepFun Y Z μ) (hY_meas : Measurable Y') : IndepFun Y' Z μ
ProbabilityTheory.IndepFun.of_measurable_left.{u_1, u_3, u_4, u_5} {α : Type u_1} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} { : MeasurableSpace α} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {Y : α γ} {Z : α δ} {Y' : α γ'} (h_indep : IndepFun Y Z μ) (hY_meas : Measurable Y') : IndepFun Y' Z μ

Code

lemma IndepFun.of_measurable_left
    (h_indep : Y ⟂ᵢ[μ] Z) (hY_meas : Measurable[mγ.comap Y] Y') :
    Y' ⟂ᵢ[μ] Z

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Proof
by
  obtain ⟨φ, hφ_meas, h_eqY⟩ : ∃ φ, Measurable φ ∧ Y' = φ ∘ Y := hY_meas.exists_eq_measurable_comp
  rw [h_eqY]
  exact h_indep.comp hφ_meas measurable_id

of_measurable_right🔗

LemmaProbabilityTheory.IndepFun.of_measurable_right

No docstring.

🔗theorem
ProbabilityTheory.IndepFun.of_measurable_right.{u_1, u_3, u_4, u_6} {α : Type u_1} {γ : Type u_3} {δ : Type u_4} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace γ} { : MeasurableSpace δ} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] {μ : MeasureTheory.Measure α} {Y : α γ} {Z : α δ} {Z' : α δ'} (h_indep : IndepFun Y Z μ) (hZ_meas : Measurable Z') : IndepFun Y Z' μ
ProbabilityTheory.IndepFun.of_measurable_right.{u_1, u_3, u_4, u_6} {α : Type u_1} {γ : Type u_3} {δ : Type u_4} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace γ} { : MeasurableSpace δ} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] {μ : MeasureTheory.Measure α} {Y : α γ} {Z : α δ} {Z' : α δ'} (h_indep : IndepFun Y Z μ) (hZ_meas : Measurable Z') : IndepFun Y Z' μ

Code

lemma IndepFun.of_measurable_right
    (h_indep : Y ⟂ᵢ[μ] Z) (hZ_meas : Measurable[mδ.comap Z] Z') :
    Y ⟂ᵢ[μ] Z'
Used by (3)

Actions: Source · Open Issue

Proof
by
  obtain ⟨ψ, hψ_meas, h_eqZ⟩ : ∃ ψ, Measurable ψ ∧ Z' = ψ ∘ Z := hZ_meas.exists_eq_measurable_comp
  rw [h_eqZ]
  exact h_indep.comp measurable_id hψ_meas

of_measurable🔗

LemmaProbabilityTheory.CondIndepFun.of_measurable

No docstring.

🔗theorem
ProbabilityTheory.CondIndepFun.of_measurable.{u_1, u_2, u_3, u_4, u_5, u_6} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {X : α β} {hX : Measurable X} {Y : α γ} {Z : α δ} {Y' : α γ'} {Z' : α δ'} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] (h_indep : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z μ) (hY_meas : Measurable Y') (hZ_meas : Measurable Z') : CondIndepFun (MeasurableSpace.comap X inferInstance) Y' Z' μ
ProbabilityTheory.CondIndepFun.of_measurable.{u_1, u_2, u_3, u_4, u_5, u_6} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {X : α β} {hX : Measurable X} {Y : α γ} {Z : α δ} {Y' : α γ'} {Z' : α δ'} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] (h_indep : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z μ) (hY_meas : Measurable Y') (hZ_meas : Measurable Z') : CondIndepFun (MeasurableSpace.comap X inferInstance) Y' Z' μ

Code

lemma CondIndepFun.of_measurable (h_indep : Y ⟂ᵢ[X, hX; μ] Z)
    (hY_meas : Measurable[mγ.comap Y] Y') (hZ_meas : Measurable[mδ.comap Z] Z') :
    Y' ⟂ᵢ[X, hX; μ] Z'

Actions: Source · Open Issue

Proof
by
  obtain ⟨φ, hφ_meas, h_eqY⟩ : ∃ φ, Measurable φ ∧ Y' = φ ∘ Y := hY_meas.exists_eq_measurable_comp
  obtain ⟨ψ, hψ_meas, h_eqZ⟩ : ∃ ψ, Measurable ψ ∧ Z' = ψ ∘ Z := hZ_meas.exists_eq_measurable_comp
  rw [h_eqY, h_eqZ]
  exact h_indep.comp hφ_meas hψ_meas

of_measurable_left🔗

LemmaProbabilityTheory.CondIndepFun.of_measurable_left

No docstring.

🔗theorem
ProbabilityTheory.CondIndepFun.of_measurable_left.{u_1, u_2, u_3, u_4, u_5} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {X : α β} {hX : Measurable X} {Y : α γ} {Z : α δ} {Y' : α γ'} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] (h_indep : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z μ) (hY_meas : Measurable Y') : CondIndepFun (MeasurableSpace.comap X inferInstance) Y' Z μ
ProbabilityTheory.CondIndepFun.of_measurable_left.{u_1, u_2, u_3, u_4, u_5} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} {γ' : Type u_5} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {mγ' : MeasurableSpace γ'} [StandardBorelSpace γ'] [Nonempty γ'] {μ : MeasureTheory.Measure α} {X : α β} {hX : Measurable X} {Y : α γ} {Z : α δ} {Y' : α γ'} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] (h_indep : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z μ) (hY_meas : Measurable Y') : CondIndepFun (MeasurableSpace.comap X inferInstance) Y' Z μ

Code

lemma CondIndepFun.of_measurable_left
    (h_indep : Y ⟂ᵢ[X, hX; μ] Z) (hY_meas : Measurable[mγ.comap Y] Y') :
    Y' ⟂ᵢ[X, hX; μ] Z

Actions: Source · Open Issue

Proof
by
  obtain ⟨φ, hφ_meas, h_eqY⟩ : ∃ φ, Measurable φ ∧ Y' = φ ∘ Y := hY_meas.exists_eq_measurable_comp
  rw [h_eqY]
  exact h_indep.comp hφ_meas measurable_id

of_measurable_right🔗

LemmaProbabilityTheory.CondIndepFun.of_measurable_right

No docstring.

🔗theorem
ProbabilityTheory.CondIndepFun.of_measurable_right.{u_1, u_2, u_3, u_4, u_6} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] {μ : MeasureTheory.Measure α} {X : α β} {hX : Measurable X} {Y : α γ} {Z : α δ} {Z' : α δ'} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] (h_indep : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z μ) (hZ_meas : Measurable Z') : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z' μ
ProbabilityTheory.CondIndepFun.of_measurable_right.{u_1, u_2, u_3, u_4, u_6} {α : Type u_1} {β : Type u_2} {γ : Type u_3} {δ : Type u_4} {δ' : Type u_6} { : MeasurableSpace α} { : MeasurableSpace β} { : MeasurableSpace γ} { : MeasurableSpace δ} {mδ' : MeasurableSpace δ'} [StandardBorelSpace δ'] [Nonempty δ'] {μ : MeasureTheory.Measure α} {X : α β} {hX : Measurable X} {Y : α γ} {Z : α δ} {Z' : α δ'} [StandardBorelSpace α] [MeasureTheory.IsFiniteMeasure μ] (h_indep : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z μ) (hZ_meas : Measurable Z') : CondIndepFun (MeasurableSpace.comap X inferInstance) Y Z' μ

Code

lemma CondIndepFun.of_measurable_right
    (h_indep : Y ⟂ᵢ[X, hX; μ] Z) (hZ_meas : Measurable[mδ.comap Z] Z') :
    Y ⟂ᵢ[X, hX; μ] Z'
Used by (1)

Actions: Source · Open Issue

Proof
by
  obtain ⟨ψ, hψ_meas, h_eqZ⟩ : ∃ ψ, Measurable ψ ∧ Z' = ψ ∘ Z := hZ_meas.exists_eq_measurable_comp
  rw [h_eqZ]
  exact h_indep.comp measurable_id hψ_meas
  1. ProbabilityTheory.Kernel.IndepFun.of_prod_right
  2. ProbabilityTheory.Kernel.IndepFun.of_prod_left
  3. ProbabilityTheory.CondIndepFun.of_prod_right
  4. ProbabilityTheory.CondIndepFun.of_prod_left
  5. ProbabilityTheory.IndepFun.of_measurable
  6. ProbabilityTheory.IndepFun.of_measurable_left
  7. ProbabilityTheory.IndepFun.of_measurable_right
  8. ProbabilityTheory.CondIndepFun.of_measurable
  9. ProbabilityTheory.CondIndepFun.of_measurable_left
  10. ProbabilityTheory.CondIndepFun.of_measurable_right