1.10. ForMathlib.Probability.Independence.CondIndepFun
Laws of stepsUntil and rewardByCount
Module LeanMachineLearning.ForMathlib.Probability.Independence.CondIndepFun contains 10 exposed declarations.
of_prod_right🔗
ProbabilityTheory.Kernel.IndepFun.of_prod_rightNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} {mΩ : MeasurableSpace Ω} {mε : 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 μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} {mΩ : MeasurableSpace Ω} {mε : 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 μUsed by (2)
Actions: Source · Open Issue
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🔗
ProbabilityTheory.Kernel.IndepFun.of_prod_leftNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} {mΩ : MeasurableSpace Ω} {mε : 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 μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {ε : Type u_7} {Ω : Type u_8} {mΩ : MeasurableSpace Ω} {mε : 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 μBody uses (1)
Used by (1)
Actions: Source · Open Issue
Proof
h.symm.of_prod_right.symm
of_prod_right🔗
ProbabilityTheory.CondIndepFun.of_prod_rightNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} {mε : 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 μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} {mε : 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] YBody uses (1)
Actions: Source · Open Issue
Proof
Kernel.IndepFun.of_prod_right h
of_prod_left🔗
ProbabilityTheory.CondIndepFun.of_prod_leftNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} {mε : 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 μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : MeasurableSpace δ} {μ : MeasureTheory.Measure α} {ε : Type u_7} {mε : 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] YBody uses (1)
Actions: Source · Open Issue
Proof
Kernel.IndepFun.of_prod_left h
of_measurable🔗
ProbabilityTheory.IndepFun.of_measurableNo docstring.
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} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {mδ : 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' μProbabilityTheory.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} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {mδ : 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'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🔗
ProbabilityTheory.IndepFun.of_measurable_leftNo docstring.
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} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {mδ : 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 μProbabilityTheory.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} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {mδ : 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] ZActions: 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🔗
ProbabilityTheory.IndepFun.of_measurable_rightNo docstring.
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} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {mδ : 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' μProbabilityTheory.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} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {mδ : 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'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🔗
ProbabilityTheory.CondIndepFun.of_measurableNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : 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' μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : 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🔗
ProbabilityTheory.CondIndepFun.of_measurable_leftNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : 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 μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : 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] ZActions: 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🔗
ProbabilityTheory.CondIndepFun.of_measurable_rightNo docstring.
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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : 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' μProbabilityTheory.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} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {mδ : 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
-
ProbabilityTheory.Kernel.IndepFun.of_prod_right -
ProbabilityTheory.Kernel.IndepFun.of_prod_left -
ProbabilityTheory.CondIndepFun.of_prod_right -
ProbabilityTheory.CondIndepFun.of_prod_left -
ProbabilityTheory.IndepFun.of_measurable -
ProbabilityTheory.IndepFun.of_measurable_left -
ProbabilityTheory.IndepFun.of_measurable_right -
ProbabilityTheory.CondIndepFun.of_measurable -
ProbabilityTheory.CondIndepFun.of_measurable_left -
ProbabilityTheory.CondIndepFun.of_measurable_right