8.2. Generalized Fourier formulas
-
FABL.productMean[complete] -
FABL.productSecondMoment[complete] -
FABL.productVariance[complete] -
FABL.productCovariance[complete] -
FABL.FiniteFourierBasis.fourierCoeff_zeroMultiIndex[complete] -
FABL.FiniteFourierBasis.plancherel[complete] -
FABL.FiniteFourierBasis.parseval[complete] -
FABL.FiniteFourierBasis.variance_eq_sum_sq_fourierCoeff[complete] -
FABL.FiniteFourierBasis.covariance_eq_sum_fourierCoeff_mul[complete] -
FABL.productMean_uniformSign[complete] -
FABL.productSecondMoment_uniformSign[complete] -
FABL.productVariance_uniformSign[complete] -
FABL.productCovariance_uniformSign[complete] -
FABL.productInner_uniformSign[complete]
Proposition 8.16. For f,g\in L^2(\Omega^n,\pi^{\otimes n}) and any
fixed product Fourier basis,
\mathbb E[f]=\widehat f(0),
\qquad
\mathbb E[f^2]=\sum_\alpha\widehat f(\alpha)^2,
\qquad
\operatorname{Var}[f]=\sum_{\alpha\ne0}\widehat f(\alpha)^2,
\langle f,g\rangle
=\sum_\alpha\widehat f(\alpha)\widehat g(\alpha),
\qquad
\operatorname{Cov}[f,g]
=\sum_{\alpha\ne0}\widehat f(\alpha)\widehat g(\alpha).
Lean code for Theorem8.2.1●14 declarations
Associated Lean declarations
-
FABL.productMean[complete]
-
FABL.productSecondMoment[complete]
-
FABL.productVariance[complete]
-
FABL.productCovariance[complete]
-
FABL.FiniteFourierBasis.fourierCoeff_zeroMultiIndex[complete]
-
FABL.FiniteFourierBasis.plancherel[complete]
-
FABL.FiniteFourierBasis.parseval[complete]
-
FABL.FiniteFourierBasis.variance_eq_sum_sq_fourierCoeff[complete]
-
FABL.FiniteFourierBasis.covariance_eq_sum_fourierCoeff_mul[complete]
-
FABL.productMean_uniformSign[complete]
-
FABL.productSecondMoment_uniformSign[complete]
-
FABL.productVariance_uniformSign[complete]
-
FABL.productCovariance_uniformSign[complete]
-
FABL.productInner_uniformSign[complete]
-
FABL.productMean[complete] -
FABL.productSecondMoment[complete] -
FABL.productVariance[complete] -
FABL.productCovariance[complete] -
FABL.FiniteFourierBasis.fourierCoeff_zeroMultiIndex[complete] -
FABL.FiniteFourierBasis.plancherel[complete] -
FABL.FiniteFourierBasis.parseval[complete] -
FABL.FiniteFourierBasis.variance_eq_sum_sq_fourierCoeff[complete] -
FABL.FiniteFourierBasis.covariance_eq_sum_fourierCoeff_mul[complete] -
FABL.productMean_uniformSign[complete] -
FABL.productSecondMoment_uniformSign[complete] -
FABL.productVariance_uniformSign[complete] -
FABL.productCovariance_uniformSign[complete] -
FABL.productInner_uniformSign[complete]
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productMean.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
def FABL.productMean.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
Mean under a finite product law.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productSecondMoment.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
def FABL.productSecondMoment.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
Second moment under a finite product law.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productVariance.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
def FABL.productVariance.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
Variance under a finite product law.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productCovariance.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f g : FABL.ProductL2 Ω n) : ℝ
def FABL.productCovariance.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f g : FABL.ProductL2 Ω n) : ℝ
Covariance under a finite product law.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.fourierCoeff_zeroMultiIndex.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : B.fourierCoeff f (B.zeroMultiIndex n) = FABL.productMean π f
theorem FABL.FiniteFourierBasis.fourierCoeff_zeroMultiIndex.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : B.fourierCoeff f (B.zeroMultiIndex n) = FABL.productMean π f
The product Fourier coefficient at the zero multi-index is the mean.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.plancherel.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f g : FABL.ProductL2 Ω n) : FABL.productInner π n f g = ∑ a, B.fourierCoeff f a * B.fourierCoeff g a
theorem FABL.FiniteFourierBasis.plancherel.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f g : FABL.ProductL2 Ω n) : FABL.productInner π n f g = ∑ a, B.fourierCoeff f a * B.fourierCoeff g a
Proposition 8.16, Plancherel: the weighted product inner product is the dot product of Fourier coefficients.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.parseval.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productSecondMoment π f = ∑ a, B.fourierCoeff f a ^ 2
theorem FABL.FiniteFourierBasis.parseval.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productSecondMoment π f = ∑ a, B.fourierCoeff f a ^ 2
Proposition 8.16, Parseval.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.variance_eq_sum_sq_fourierCoeff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productVariance π f = ∑ a with a ≠ B.zeroMultiIndex n, B.fourierCoeff f a ^ 2
theorem FABL.FiniteFourierBasis.variance_eq_sum_sq_fourierCoeff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productVariance π f = ∑ a with a ≠ B.zeroMultiIndex n, B.fourierCoeff f a ^ 2
Proposition 8.16, variance formula.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.covariance_eq_sum_fourierCoeff_mul.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f g : FABL.ProductL2 Ω n) : FABL.productCovariance π f g = ∑ a with a ≠ B.zeroMultiIndex n, B.fourierCoeff f a * B.fourierCoeff g a
theorem FABL.FiniteFourierBasis.covariance_eq_sum_fourierCoeff_mul.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f g : FABL.ProductL2 Ω n) : FABL.productCovariance π f g = ∑ a with a ≠ B.zeroMultiIndex n, B.fourierCoeff f a * B.fourierCoeff g a
Proposition 8.16, covariance formula.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productMean_uniformSign {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productMean (FABL.uniformPMF FABL.Sign) f = FABL.mean f
theorem FABL.productMean_uniformSign {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productMean (FABL.uniformPMF FABL.Sign) f = FABL.mean f
Product mean under uniform signs is the existing canonical mean.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productSecondMoment_uniformSign {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productSecondMoment (FABL.uniformPMF FABL.Sign) f = Finset.univ.expect fun x => f x ^ 2
theorem FABL.productSecondMoment_uniformSign {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productSecondMoment (FABL.uniformPMF FABL.Sign) f = Finset.univ.expect fun x => f x ^ 2
Product second moment under uniform signs is the canonical normalized second moment.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productVariance_uniformSign {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productVariance (FABL.uniformPMF FABL.Sign) f = FABL.variance f
theorem FABL.productVariance_uniformSign {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productVariance (FABL.uniformPMF FABL.Sign) f = FABL.variance f
Product variance specializes to Chapter 1's canonical variance.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productCovariance_uniformSign {n : ℕ} (f g : FABL.SignCube n → ℝ) : FABL.productCovariance (FABL.uniformPMF FABL.Sign) f g = FABL.covariance f g
theorem FABL.productCovariance_uniformSign {n : ℕ} (f g : FABL.SignCube n → ℝ) : FABL.productCovariance (FABL.uniformPMF FABL.Sign) f g = FABL.covariance f g
Product covariance specializes to Chapter 1's canonical covariance.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productInner_uniformSign {n : ℕ} (f g : FABL.SignCube n → ℝ) : FABL.productInner (FABL.uniformPMF FABL.Sign) n f g = FABL.uniformInner f g
theorem FABL.productInner_uniformSign {n : ℕ} (f g : FABL.SignCube n → ℝ) : FABL.productInner (FABL.uniformPMF FABL.Sign) n f g = FABL.uniformInner f g
The product weighted inner product under uniform signs is FABL's canonical normalized inner product.
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FABL.mergeOnCoordinates[complete] -
FABL.DependsOnlyOnCoordinates[complete] -
FABL.projectOnCoordinates[complete] -
FABL.projectOnCoordinates_dependsOnly[complete] -
FABL.projectOnCoordinates_eq_self_of_dependsOnly[complete]
Definition 8.17. Let J\subseteq[n] and
\bar J=[n]\setminus J. The projection of f onto coordinates J is
f^{\subseteq J}(x)
=\mathbb E_{x'\sim\pi^{\otimes\bar J}}[f(x_J,x')].
Equivalently, the coordinates outside J are independently rerandomized.
Write E_{\bar J}f=f^{\subseteq J} and E_i when the rerandomized set is
the singleton \{i\}.
Lean code for Definition8.2.2●5 declarations
Associated Lean declarations
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FABL.mergeOnCoordinates[complete]
-
FABL.DependsOnlyOnCoordinates[complete]
-
FABL.projectOnCoordinates[complete]
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FABL.projectOnCoordinates_dependsOnly[complete]
-
FABL.projectOnCoordinates_eq_self_of_dependsOnly[complete]
-
FABL.mergeOnCoordinates[complete] -
FABL.DependsOnlyOnCoordinates[complete] -
FABL.projectOnCoordinates[complete] -
FABL.projectOnCoordinates_dependsOnly[complete] -
FABL.projectOnCoordinates_eq_self_of_dependsOnly[complete]
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.mergeOnCoordinates.{u_1} {Ω : Type u_1} {n : ℕ} (J : Finset (Fin n)) (x y : Fin n → Ω) : Fin n → Ω
def FABL.mergeOnCoordinates.{u_1} {Ω : Type u_1} {n : ℕ} (J : Finset (Fin n)) (x y : Fin n → Ω) : Fin n → Ω
Combine the retained coordinates of `x` on `J` with fresh coordinates from `y` outside `J`.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.DependsOnlyOnCoordinates.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) (J : Finset (Fin n)) : Prop
def FABL.DependsOnlyOnCoordinates.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) (J : Finset (Fin n)) : Prop
A function depends only on coordinates in `J` when agreeing on `J` forces equal outputs.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.projectOnCoordinates.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
def FABL.projectOnCoordinates.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
O'Donnell, Definition 8.17: projection onto the coordinates `J`, obtained by rerandomizing all coordinates outside `J`.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.projectOnCoordinates_dependsOnly.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) : FABL.DependsOnlyOnCoordinates (FABL.projectOnCoordinates π J f) J
theorem FABL.projectOnCoordinates_dependsOnly.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) : FABL.DependsOnlyOnCoordinates (FABL.projectOnCoordinates π J f) J
The output of coordinate projection depends only on retained coordinates.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.projectOnCoordinates_eq_self_of_dependsOnly.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} {J : Finset (Fin n)} {f : FABL.ProductL2 Ω n} (hf : FABL.DependsOnlyOnCoordinates f J) : FABL.projectOnCoordinates π J f = f
theorem FABL.projectOnCoordinates_eq_self_of_dependsOnly.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} {J : Finset (Fin n)} {f : FABL.ProductL2 Ω n} (hf : FABL.DependsOnlyOnCoordinates f J) : FABL.projectOnCoordinates π J f = f
Projection fixes every function already depending only on the retained coordinates.
Remark 8.18. This E_i agrees with the coordinate-expectation operator
of Definition 2.23. More generally E_J is a linear, idempotent,
self-adjoint projection.
Lean code for Lemma8.2.3●3 theorems
Associated Lean declarations
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.projectOnCoordinates_idempotent.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) : FABL.projectOnCoordinates π J (FABL.projectOnCoordinates π J f) = FABL.projectOnCoordinates π J f
theorem FABL.projectOnCoordinates_idempotent.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) : FABL.projectOnCoordinates π J (FABL.projectOnCoordinates π J f) = FABL.projectOnCoordinates π J f
Exercise 8.7: coordinate projection is idempotent.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.projectOnCoordinates_selfAdjoint.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f g : FABL.ProductL2 Ω n) : FABL.productInner π n f (FABL.projectOnCoordinates π J g) = FABL.productInner π n (FABL.projectOnCoordinates π J f) g
theorem FABL.projectOnCoordinates_selfAdjoint.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f g : FABL.ProductL2 Ω n) : FABL.productInner π n f (FABL.projectOnCoordinates π J g) = FABL.productInner π n (FABL.projectOnCoordinates π J f) g
Exercise 8.7: coordinate projection is self-adjoint.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.coordinateProjection_uniformSign_eq_coordinateExpectation {n : ℕ} (i : Fin n) (f : FABL.SignCube n → ℝ) : FABL.coordinateProjection (FABL.uniformPMF FABL.Sign) i f = (FABL.coordinateExpectation i) f
theorem FABL.coordinateProjection_uniformSign_eq_coordinateExpectation {n : ℕ} (i : Fin n) (f : FABL.SignCube n → ℝ) : FABL.coordinateProjection (FABL.uniformPMF FABL.Sign) i f = (FABL.coordinateExpectation i) f
Remark 8.18: Chapter 8 coordinate projection is exactly Chapter 2's `coordinateExpectation`.
Proposition 8.19. For every fixed product Fourier basis,
f^{\subseteq J}
=\sum_{\operatorname{supp}(\alpha)\subseteq J}
\widehat f(\alpha)\phi_\alpha.
Lean code for Theorem8.2.4●3 theorems
Associated Lean declarations
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.projectOnCoordinates_productFunction.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (a : FABL.MultiIndex n ι) : FABL.projectOnCoordinates π J (B.productFunction a) = if FABL.multiIndexSupport B.zeroIndex a ⊆ J then B.productFunction a else 0
theorem FABL.FiniteFourierBasis.projectOnCoordinates_productFunction.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (a : FABL.MultiIndex n ι) : FABL.projectOnCoordinates π J (B.productFunction a) = if FABL.multiIndexSupport B.zeroIndex a ⊆ J then B.productFunction a else 0
Proposition 8.19 on one basis vector: projection keeps precisely the product functions whose support lies in the retained coordinate set.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.projectOnCoordinates_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.projectOnCoordinates π J f x = ∑ a with FABL.multiIndexSupport B.zeroIndex a ⊆ J, B.fourierCoeff f a * B.productFunction a x
theorem FABL.FiniteFourierBasis.projectOnCoordinates_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.projectOnCoordinates π J f x = ∑ a with FABL.multiIndexSupport B.zeroIndex a ⊆ J, B.fourierCoeff f a * B.productFunction a x
Proposition 8.19: projection filters the Fourier expansion by support.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.fourierCoeff_projectOnCoordinates.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) (a : FABL.MultiIndex n ι) : B.fourierCoeff (FABL.projectOnCoordinates π J f) a = if FABL.multiIndexSupport B.zeroIndex a ⊆ J then B.fourierCoeff f a else 0
theorem FABL.FiniteFourierBasis.fourierCoeff_projectOnCoordinates.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (J : Finset (Fin n)) (f : FABL.ProductL2 Ω n) (a : FABL.MultiIndex n ι) : B.fourierCoeff (FABL.projectOnCoordinates π J f) a = if FABL.multiIndexSupport B.zeroIndex a ⊆ J then B.fourierCoeff f a else 0
The coefficient of a projection is retained exactly on supported multi-indices.
Corollary 8.20. If f depends only on the coordinates in
J\subseteq[n], then
\operatorname{supp}(\alpha)\nsubseteq J
\quad\Longrightarrow\quad
\widehat f(\alpha)=0.
Lean code for Theorem8.2.5●1 theorem
Associated Lean declarations
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.fourierCoeff_eq_zero_of_dependsOnly.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} {J : Finset (Fin n)} {f : FABL.ProductL2 Ω n} (hf : FABL.DependsOnlyOnCoordinates f J) {a : FABL.MultiIndex n ι} (ha : ¬FABL.multiIndexSupport B.zeroIndex a ⊆ J) : B.fourierCoeff f a = 0
theorem FABL.FiniteFourierBasis.fourierCoeff_eq_zero_of_dependsOnly.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} {J : Finset (Fin n)} {f : FABL.ProductL2 Ω n} (hf : FABL.DependsOnlyOnCoordinates f J) {a : FABL.MultiIndex n ι} (ha : ¬FABL.multiIndexSupport B.zeroIndex a ⊆ J) : B.fourierCoeff f a = 0
Corollary 8.20: a function depending only on `J` has no Fourier support outside `J`.
Corollary 8.21. For every coordinate i,
E_i f=\sum_{\alpha:\alpha_i=0}\widehat f(\alpha)\phi_\alpha.
Lean code for Theorem8.2.6●2 declarations
Associated Lean declarations
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.coordinateProjection.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
def FABL.coordinateProjection.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
O'Donnell's `Eᵢ`: rerandomize coordinate `i` and retain every other coordinate.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.coordinateProjection_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.coordinateProjection π i f x = ∑ a with a i = B.zeroIndex, B.fourierCoeff f a * B.productFunction a x
theorem FABL.FiniteFourierBasis.coordinateProjection_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.coordinateProjection π i f x = ∑ a with a i = B.zeroIndex, B.fourierCoeff f a * B.productFunction a x
Corollary 8.21: coordinate expectation retains precisely the coefficients with zero `i`th entry.
-
FABL.productCoordinateLaplacian[complete] -
FABL.productInfluence[complete] -
FABL.productTotalInfluence[complete] -
FABL.FiniteFourierBasis.productInner_laplacian_eq_influence[complete] -
FABL.productCoordinateLaplacian_uniformSign_eq_coordinateLaplacian[complete] -
FABL.productInfluence_uniformSign_eq_influence[complete] -
FABL.productTotalInfluence_uniformSign_eq_totalInfluence[complete]
Definition 8.22. The coordinate Laplacian is
L_i f=f-E_i f. Define
\operatorname{Inf}_i[f]
=\langle f,L_i f\rangle
=\langle L_i f,L_i f\rangle,
\qquad
\mathbf I[f]=\sum_{i=1}^n\operatorname{Inf}_i[f].
Lean code for Definition8.2.7●7 declarations
Associated Lean declarations
-
FABL.productCoordinateLaplacian[complete]
-
FABL.productInfluence[complete]
-
FABL.productTotalInfluence[complete]
-
FABL.FiniteFourierBasis.productInner_laplacian_eq_influence[complete]
-
FABL.productCoordinateLaplacian_uniformSign_eq_coordinateLaplacian[complete]
-
FABL.productInfluence_uniformSign_eq_influence[complete]
-
FABL.productTotalInfluence_uniformSign_eq_totalInfluence[complete]
-
FABL.productCoordinateLaplacian[complete] -
FABL.productInfluence[complete] -
FABL.productTotalInfluence[complete] -
FABL.FiniteFourierBasis.productInner_laplacian_eq_influence[complete] -
FABL.productCoordinateLaplacian_uniformSign_eq_coordinateLaplacian[complete] -
FABL.productInfluence_uniformSign_eq_influence[complete] -
FABL.productTotalInfluence_uniformSign_eq_totalInfluence[complete]
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productCoordinateLaplacian.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
def FABL.productCoordinateLaplacian.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
O'Donnell, Definition 8.22: the coordinate Laplacian `Lᵢ = I - Eᵢ`.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
def FABL.productInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
O'Donnell, Definition 8.22: influence is the squared weighted norm of the coordinate Laplacian.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productTotalInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
def FABL.productTotalInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℝ
O'Donnell, Definition 8.22: total influence.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productInner_laplacian_eq_influence.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productInner π n f (FABL.productCoordinateLaplacian π i f) = FABL.productInfluence π f i
theorem FABL.FiniteFourierBasis.productInner_laplacian_eq_influence.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productInner π n f (FABL.productCoordinateLaplacian π i f) = FABL.productInfluence π f i
Definition 8.22's alternative formula `⟨f,Lᵢf⟩ = ‖Lᵢf‖₂²`.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productCoordinateLaplacian_uniformSign_eq_coordinateLaplacian {n : ℕ} (i : Fin n) (f : FABL.SignCube n → ℝ) : FABL.productCoordinateLaplacian (FABL.uniformPMF FABL.Sign) i f = (FABL.coordinateLaplacian i) f
theorem FABL.productCoordinateLaplacian_uniformSign_eq_coordinateLaplacian {n : ℕ} (i : Fin n) (f : FABL.SignCube n → ℝ) : FABL.productCoordinateLaplacian (FABL.uniformPMF FABL.Sign) i f = (FABL.coordinateLaplacian i) f
Chapter 8 coordinate Laplacian specializes to the existing Chapter 2 Laplacian.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productInfluence_uniformSign_eq_influence {n : ℕ} (f : FABL.SignCube n → ℝ) (i : Fin n) : FABL.productInfluence (FABL.uniformPMF FABL.Sign) f i = FABL.influence f i
theorem FABL.productInfluence_uniformSign_eq_influence {n : ℕ} (f : FABL.SignCube n → ℝ) (i : Fin n) : FABL.productInfluence (FABL.uniformPMF FABL.Sign) f i = FABL.influence f i
Chapter 8 influence specializes to the canonical Chapter 2 influence without changing the old API.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productTotalInfluence_uniformSign_eq_totalInfluence {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productTotalInfluence (FABL.uniformPMF FABL.Sign) f = FABL.totalInfluence f
theorem FABL.productTotalInfluence_uniformSign_eq_totalInfluence {n : ℕ} (f : FABL.SignCube n → ℝ) : FABL.productTotalInfluence (FABL.uniformPMF FABL.Sign) f = FABL.totalInfluence f
Total influence also specializes definitionally through the coordinate bridge.
-
FABL.FiniteFourierBasis.fourierCoeff_productCoordinateLaplacian[complete] -
FABL.FiniteFourierBasis.productCoordinateLaplacian_fourier_expansion[complete] -
FABL.FiniteFourierBasis.productInfluence_eq_sum_sq_fourierCoeff[complete] -
FABL.FiniteFourierBasis.productTotalInfluence_eq_sum_order_mul_sq_fourierCoeff[complete]
Proposition 8.23. For every fixed product Fourier basis,
L_i f=\sum_{\alpha:\alpha_i\ne0}\widehat f(\alpha)\phi_\alpha,
\operatorname{Inf}_i[f]
=\sum_{\alpha:\alpha_i\ne0}\widehat f(\alpha)^2,
\qquad
\mathbf I[f]
=\sum_\alpha\#\alpha\,\widehat f(\alpha)^2.
Lean code for Theorem8.2.8●4 theorems
Associated Lean declarations
-
FABL.FiniteFourierBasis.fourierCoeff_productCoordinateLaplacian[complete]
-
FABL.FiniteFourierBasis.productCoordinateLaplacian_fourier_expansion[complete]
-
FABL.FiniteFourierBasis.productInfluence_eq_sum_sq_fourierCoeff[complete]
-
FABL.FiniteFourierBasis.productTotalInfluence_eq_sum_order_mul_sq_fourierCoeff[complete]
-
FABL.FiniteFourierBasis.fourierCoeff_productCoordinateLaplacian[complete] -
FABL.FiniteFourierBasis.productCoordinateLaplacian_fourier_expansion[complete] -
FABL.FiniteFourierBasis.productInfluence_eq_sum_sq_fourierCoeff[complete] -
FABL.FiniteFourierBasis.productTotalInfluence_eq_sum_order_mul_sq_fourierCoeff[complete]
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.fourierCoeff_productCoordinateLaplacian.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) (a : FABL.MultiIndex n ι) : B.fourierCoeff (FABL.productCoordinateLaplacian π i f) a = if a i ≠ B.zeroIndex then B.fourierCoeff f a else 0
theorem FABL.FiniteFourierBasis.fourierCoeff_productCoordinateLaplacian.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) (a : FABL.MultiIndex n ι) : B.fourierCoeff (FABL.productCoordinateLaplacian π i f) a = if a i ≠ B.zeroIndex then B.fourierCoeff f a else 0
Proposition 8.23: the coordinate Laplacian retains a coefficient exactly when its `i`th index is nonzero.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productCoordinateLaplacian_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.productCoordinateLaplacian π i f x = ∑ a with a i ≠ B.zeroIndex, B.fourierCoeff f a * B.productFunction a x
theorem FABL.FiniteFourierBasis.productCoordinateLaplacian_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (i : Fin n) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.productCoordinateLaplacian π i f x = ∑ a with a i ≠ B.zeroIndex, B.fourierCoeff f a * B.productFunction a x
Proposition 8.23: Fourier expansion of the coordinate Laplacian.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productInfluence_eq_sum_sq_fourierCoeff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productInfluence π f i = ∑ a with a i ≠ B.zeroIndex, B.fourierCoeff f a ^ 2
theorem FABL.FiniteFourierBasis.productInfluence_eq_sum_sq_fourierCoeff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productInfluence π f i = ∑ a with a i ≠ B.zeroIndex, B.fourierCoeff f a ^ 2
Proposition 8.23: spectral formula for coordinate influence.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productTotalInfluence_eq_sum_order_mul_sq_fourierCoeff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productTotalInfluence π f = ∑ a, ↑(FABL.multiIndexOrder B.zeroIndex a) * B.fourierCoeff f a ^ 2
theorem FABL.FiniteFourierBasis.productTotalInfluence_eq_sum_order_mul_sq_fourierCoeff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productTotalInfluence π f = ∑ a, ↑(FABL.multiIndexOrder B.zeroIndex a) * B.fourierCoeff f a ^ 2
Proposition 8.23: total influence weights each Fourier coefficient by support size.
-
FABL.coordinateConditionalVariance[complete] -
FABL.HasSignRange[complete] -
FABL.FiniteFourierBasis.productInfluence_eq_expect_coordinateConditionalVariance[complete] -
FABL.productLaplacianL1[complete] -
FABL.FiniteFourierBasis.productLaplacianL1_eq_influence_of_hasSignRange[complete] -
FABL.coordinateResamplingDisagreementProbability[complete] -
FABL.FiniteFourierBasis.productInfluence_eq_two_mul_resamplingDisagreement[complete]
Proposition 8.24. Coordinate influence is the expected conditional
variance
\operatorname{Inf}_i[f]
=\mathbb E_{x\sim\pi^{\otimes n}}
\left[
\operatorname{Var}_{x_i'\sim\pi}
f(x_1,\ldots,x_{i-1},x_i',x_{i+1},\ldots,x_n)
\right].
If f takes values in \{-1,1\}, then
\operatorname{Inf}_i[f]
=\mathbb E[|L_i f|]
=2\Pr_{x,x_i'}
[f(x)\ne f(x_1,\ldots,x_i',\ldots,x_n)].
Lean code for Theorem8.2.9●7 declarations
Associated Lean declarations
-
FABL.coordinateConditionalVariance[complete]
-
FABL.HasSignRange[complete]
-
FABL.FiniteFourierBasis.productInfluence_eq_expect_coordinateConditionalVariance[complete]
-
FABL.productLaplacianL1[complete]
-
FABL.FiniteFourierBasis.productLaplacianL1_eq_influence_of_hasSignRange[complete]
-
FABL.coordinateResamplingDisagreementProbability[complete]
-
FABL.FiniteFourierBasis.productInfluence_eq_two_mul_resamplingDisagreement[complete]
-
FABL.coordinateConditionalVariance[complete] -
FABL.HasSignRange[complete] -
FABL.FiniteFourierBasis.productInfluence_eq_expect_coordinateConditionalVariance[complete] -
FABL.productLaplacianL1[complete] -
FABL.FiniteFourierBasis.productLaplacianL1_eq_influence_of_hasSignRange[complete] -
FABL.coordinateResamplingDisagreementProbability[complete] -
FABL.FiniteFourierBasis.productInfluence_eq_two_mul_resamplingDisagreement[complete]
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.coordinateConditionalVariance.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) (x : Fin n → Ω) : ℝ
def FABL.coordinateConditionalVariance.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) (x : Fin n → Ω) : ℝ
Conditional variance in coordinate `i`, with the other coordinates fixed by `x`.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.HasSignRange.{u_1} {Ω : Type u_1} (f : Ω → ℝ) : Prop
def FABL.HasSignRange.{u_1} {Ω : Type u_1} (f : Ω → ℝ) : Prop
A real function has sign range when every value is `-1` or `1`.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productInfluence_eq_expect_coordinateConditionalVariance.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productInfluence π f i = FABL.productMean π (FABL.coordinateConditionalVariance π f i)
theorem FABL.FiniteFourierBasis.productInfluence_eq_expect_coordinateConditionalVariance.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productInfluence π f i = FABL.productMean π (FABL.coordinateConditionalVariance π f i)
Proposition 8.24: influence is the expectation of the conditional coordinate variance.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productLaplacianL1.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
def FABL.productLaplacianL1.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
The global weighted `L¹` norm of a coordinate Laplacian.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productLaplacianL1_eq_influence_of_hasSignRange.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hf : FABL.HasSignRange f) (i : Fin n) : FABL.productLaplacianL1 π f i = FABL.productInfluence π f i
theorem FABL.FiniteFourierBasis.productLaplacianL1_eq_influence_of_hasSignRange.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hf : FABL.HasSignRange f) (i : Fin n) : FABL.productLaplacianL1 π f i = FABL.productInfluence π f i
Proposition 8.24, Boolean-valued case: influence is also the `L¹` norm of the coordinate Laplacian.
-
defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.coordinateResamplingDisagreementProbability.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
def FABL.coordinateResamplingDisagreementProbability.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
Probability that `f(x)` changes after independently resampling coordinate `i`.
-
theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productInfluence_eq_two_mul_resamplingDisagreement.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hf : FABL.HasSignRange f) (i : Fin n) : FABL.productInfluence π f i = 2 * FABL.coordinateResamplingDisagreementProbability π f i
theorem FABL.FiniteFourierBasis.productInfluence_eq_two_mul_resamplingDisagreement.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hf : FABL.HasSignRange f) (i : Fin n) : FABL.productInfluence π f i = 2 * FABL.coordinateResamplingDisagreementProbability π f i
Proposition 8.24, Boolean-valued case: influence is twice the coordinate-resampling disagreement probability.
Example 8.25. For the point indicator from Example 8.15,
\operatorname{Inf}_1[f]=\frac{2}{27}.
This value is obtained both from conditional variance and from the six
nonzero Fourier coefficients whose first multi-index coordinate is nonzero.
Lean code for Lemma8.2.10●1 theorem
Associated Lean declarations
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productInfluence_threePointBothCIndicator : FABL.productInfluence (FABL.uniformPMF FABL.ThreePoint) FABL.threePointBothCIndicator 0 = 2 / 27
theorem FABL.productInfluence_threePointBothCIndicator : FABL.productInfluence (FABL.uniformPMF FABL.ThreePoint) FABL.threePointBothCIndicator 0 = 2 / 27
Example 8.25: either the conditional-variance formula or the six nonconstant first-coordinate Fourier coefficients give influence `2 / 27` for the two-site point indicator.
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FABL.productNoiseKeepPMF[complete] -
FABL.productCoordinateNoisePMF[complete] -
FABL.productNoiseKernel[complete]
Definition 8.26. For \rho\in[0,1] and x\in\Omega^n, draw
y\sim N_\rho(x) independently by retaining x_i with probability
\rho and otherwise resampling y_i from \pi. If
x\sim\pi^{\otimes n}, the pair (x,y) is a \rho-correlated pair
under \pi^{\otimes n}.
Lean code for Definition8.2.11●3 definitions
Associated Lean declarations
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FABL.productNoiseKeepPMF[complete]
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FABL.productCoordinateNoisePMF[complete]
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FABL.productNoiseKernel[complete]
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FABL.productNoiseKeepPMF[complete] -
FABL.productCoordinateNoisePMF[complete] -
FABL.productNoiseKernel[complete]
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productNoiseKeepPMF (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) : PMF Bool
def FABL.productNoiseKeepPMF (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) : PMF Bool
Bernoulli law used to decide whether a coordinate is retained or resampled.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productCoordinateNoisePMF.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : Ω) : PMF Ω
def FABL.productCoordinateNoisePMF.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : Ω) : PMF Ω
Definition 8.26, one coordinate: retain `x` with probability `ρ`, otherwise draw afresh from `π`.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productNoiseKernel.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : Fin n → Ω) : PMF (Fin n → Ω)
def FABL.productNoiseKernel.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : Fin n → Ω) : PMF (Fin n → Ω)
Definition 8.26: independent coordinatewise product noise `Nρ(x)`.
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FABL.productNoiseOperator[complete] -
FABL.productNoiseStability[complete] -
FABL.productNoiseKernel_uniformSign[complete] -
FABL.productNoiseOperator_uniformSign_eq_noiseOperator[complete] -
FABL.productNoiseStability_uniformSign_eq_noiseStability[complete]
Definition 8.27. The noise operator and noise stability are
T_\rho f(x)=\mathbb E_{y\sim N_\rho(x)}[f(y)],
\operatorname{Stab}_\rho[f]
=\langle f,T_\rho f\rangle
=\mathbb E_{(x,y)\ \rho\text{-correlated}}[f(x)f(y)].
Lean code for Definition8.2.12●5 declarations
Associated Lean declarations
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FABL.productNoiseOperator[complete]
-
FABL.productNoiseStability[complete]
-
FABL.productNoiseKernel_uniformSign[complete]
-
FABL.productNoiseOperator_uniformSign_eq_noiseOperator[complete]
-
FABL.productNoiseStability_uniformSign_eq_noiseStability[complete]
-
FABL.productNoiseOperator[complete] -
FABL.productNoiseStability[complete] -
FABL.productNoiseKernel_uniformSign[complete] -
FABL.productNoiseOperator_uniformSign_eq_noiseOperator[complete] -
FABL.productNoiseStability_uniformSign_eq_noiseStability[complete]
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productNoiseOperator.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
def FABL.productNoiseOperator.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
Definition 8.27: the product-space noise operator as conditional expectation.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productNoiseStability.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : ℝ
def FABL.productNoiseStability.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : ℝ
Definition 8.27: noise stability.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productNoiseKernel_uniformSign {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : FABL.SignCube n) : FABL.productNoiseKernel (FABL.uniformPMF FABL.Sign) ρ hρ x = FABL.resamplingNoiseKernel ρ hρ x
theorem FABL.productNoiseKernel_uniformSign {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : FABL.SignCube n) : FABL.productNoiseKernel (FABL.uniformPMF FABL.Sign) ρ hρ x = FABL.resamplingNoiseKernel ρ hρ x
The generic product noise kernel specializes to Chapter 2's resampling kernel.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productNoiseOperator_uniformSign_eq_noiseOperator {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.SignCube n → ℝ) : FABL.productNoiseOperator (FABL.uniformPMF FABL.Sign) ρ hρ f = (FABL.noiseOperator ρ) f
theorem FABL.productNoiseOperator_uniformSign_eq_noiseOperator {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.SignCube n → ℝ) : FABL.productNoiseOperator (FABL.uniformPMF FABL.Sign) ρ hρ f = (FABL.noiseOperator ρ) f
The generic product noise operator is exactly Chapter 2's canonical Fourier multiplier on the uniform sign cube.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productNoiseStability_uniformSign_eq_noiseStability {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.SignCube n → ℝ) : FABL.productNoiseStability (FABL.uniformPMF FABL.Sign) ρ hρ f = FABL.noiseStability ρ ⋯ f
theorem FABL.productNoiseStability_uniformSign_eq_noiseStability {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.SignCube n → ℝ) : FABL.productNoiseStability (FABL.uniformPMF FABL.Sign) ρ hρ f = FABL.noiseStability ρ ⋯ f
Product noise stability specializes to Chapter 2's canonical stability.
Proposition 8.28. Relative to any fixed product Fourier basis,
T_\rho f
=\sum_\alpha\rho^{\#\alpha}\widehat f(\alpha)\phi_\alpha,
\qquad
\operatorname{Stab}_\rho[f]
=\sum_\alpha\rho^{\#\alpha}\widehat f(\alpha)^2.
Lean code for Theorem8.2.13●4 theorems
Associated Lean declarations
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.pmfExpectation_productNoiseKernel_productFunction.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : Fin n → Ω) (a : FABL.MultiIndex n ι) : FABL.pmfExpectation (FABL.productNoiseKernel π ρ hρ x) (B.productFunction a) = ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.productFunction a x
theorem FABL.FiniteFourierBasis.pmfExpectation_productNoiseKernel_productFunction.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (x : Fin n → Ω) (a : FABL.MultiIndex n ι) : FABL.pmfExpectation (FABL.productNoiseKernel π ρ hρ x) (B.productFunction a) = ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.productFunction a x
Proposition 8.28 on a basis vector: product Fourier functions are eigenfunctions of product noise, with eigenvalue `ρ ^ #α`.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productNoiseOperator_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.productNoiseOperator π ρ hρ f x = ∑ a, ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.fourierCoeff f a * B.productFunction a x
theorem FABL.FiniteFourierBasis.productNoiseOperator_fourier_expansion.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) (x : Fin n → Ω) : FABL.productNoiseOperator π ρ hρ f x = ∑ a, ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.fourierCoeff f a * B.productFunction a x
Proposition 8.28: pointwise spectral expansion of the product noise operator.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.fourierCoeff_productNoiseOperator.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) (a : FABL.MultiIndex n ι) : B.fourierCoeff (FABL.productNoiseOperator π ρ hρ f) a = ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.fourierCoeff f a
theorem FABL.FiniteFourierBasis.fourierCoeff_productNoiseOperator.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) (a : FABL.MultiIndex n ι) : B.fourierCoeff (FABL.productNoiseOperator π ρ hρ f) a = ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.fourierCoeff f a
The Fourier coefficient of product noise is multiplied by `ρ ^ #α`.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productNoiseStability_eq_sum.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : FABL.productNoiseStability π ρ hρ f = ∑ a, ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.fourierCoeff f a ^ 2
theorem FABL.FiniteFourierBasis.productNoiseStability_eq_sum.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : FABL.productNoiseStability π ρ hρ f = ∑ a, ρ ^ FABL.multiIndexOrder B.zeroIndex a * B.fourierCoeff f a ^ 2
Proposition 8.28: spectral formula for product-space noise stability.
Remark 8.29. The Fourier-multiplier formula in Proposition 8.28 extends
the definition of T_\rho to real parameters outside [0,1], even when
there is no associated resampling kernel.
Lean code for Lemma8.2.14●2 declarations
Associated Lean declarations
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.spectralProductNoiseOperator.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
def FABL.spectralProductNoiseOperator.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (f : FABL.ProductL2 Ω n) : FABL.ProductL2 Ω n
The all-real spectral noise multiplier. It is introduced before the coordinatewise operators because Exercise 8.11 identifies constant anisotropic parameters with this operator.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.spectralProductNoiseOperator_eq_productNoiseOperator.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : FABL.spectralProductNoiseOperator B ρ f = FABL.productNoiseOperator π ρ hρ f
theorem FABL.spectralProductNoiseOperator_eq_productNoiseOperator.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Icc 0 1) (f : FABL.ProductL2 Ω n) : FABL.spectralProductNoiseOperator B ρ f = FABL.productNoiseOperator π ρ hρ f
On `[0,1]`, the spectral extension agrees with the probabilistic product noise operator.
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FABL.productStableInfluence[complete] -
FABL.productTotalStableInfluence[complete] -
FABL.stableInfluencePolynomial[complete] -
FABL.FiniteFourierBasis.productStableInfluence_eq_polynomial[complete] -
FABL.FiniteFourierBasis.productTotalStableInfluence_eq_sum[complete]
Definition 8.30. For \rho\in(0,1], define
\operatorname{Inf}_i^{(\rho)}[f]
=\rho^{-1}\operatorname{Stab}_\rho[L_i f]
=\sum_{\alpha:\alpha_i\ne0}
\rho^{\#\alpha-1}\widehat f(\alpha)^2,
and \mathbf I^{(\rho)}[f]=\sum_i\operatorname{Inf}_i^{(\rho)}[f].
Lean code for Definition8.2.15●5 declarations
Associated Lean declarations
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FABL.productStableInfluence[complete]
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FABL.productTotalStableInfluence[complete]
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FABL.stableInfluencePolynomial[complete]
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FABL.FiniteFourierBasis.productStableInfluence_eq_polynomial[complete]
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FABL.FiniteFourierBasis.productTotalStableInfluence_eq_sum[complete]
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FABL.productStableInfluence[complete] -
FABL.productTotalStableInfluence[complete] -
FABL.stableInfluencePolynomial[complete] -
FABL.FiniteFourierBasis.productStableInfluence_eq_polynomial[complete] -
FABL.FiniteFourierBasis.productTotalStableInfluence_eq_sum[complete]
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productStableInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
def FABL.productStableInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
Definition 8.30, basis-free form: `ρ⁻¹ Stabρ[Lᵢf]` for `ρ ∈ (0,1]`.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productTotalStableInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) : ℝ
def FABL.productTotalStableInfluence.{u_1} {Ω : Type u_1} [Fintype Ω] (π : PMF Ω) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) : ℝ
Total stable influence.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.stableInfluencePolynomial.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
def FABL.stableInfluencePolynomial.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (f : FABL.ProductL2 Ω n) (i : Fin n) : ℝ
The spectral stable-influence polynomial, defined for every real `ρ`. On `(0,1]` this is the basis-free stable influence; at `ρ = 0` it gives Exercise 8.13's continuous extension.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productStableInfluence_eq_polynomial.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productStableInfluence π ρ hρ f i = FABL.stableInfluencePolynomial B ρ f i
theorem FABL.FiniteFourierBasis.productStableInfluence_eq_polynomial.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) (i : Fin n) : FABL.productStableInfluence π ρ hρ f i = FABL.stableInfluencePolynomial B ρ f i
Definition 8.30: the basis-free stable influence has the expected spectral formula.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productTotalStableInfluence_eq_sum.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) : FABL.productTotalStableInfluence π ρ hρ f = ∑ a, ↑(FABL.multiIndexOrder B.zeroIndex a) * ρ ^ (FABL.multiIndexOrder B.zeroIndex a - 1) * B.fourierCoeff f a ^ 2
theorem FABL.FiniteFourierBasis.productTotalStableInfluence_eq_sum.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (ρ : ℝ) (hρ : ρ ∈ Set.Ioc 0 1) (f : FABL.ProductL2 Ω n) : FABL.productTotalStableInfluence π ρ hρ f = ∑ a, ↑(FABL.multiIndexOrder B.zeroIndex a) * ρ ^ (FABL.multiIndexOrder B.zeroIndex a - 1) * B.fourierCoeff f a ^ 2
Total stable influence is the support-order weighted Fourier sum.
Proposition 8.31. Suppose \operatorname{Var}[f]\le1, let
0<\delta<1, 0<\epsilon\le1, and set
J=\{i:\operatorname{Inf}_i^{(1-\delta)}[f]\ge\epsilon\}.
Then
|J|\le\frac1{\delta\epsilon}.
Lean code for Theorem8.2.16●2 theorems
Associated Lean declarations
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productTotalStableInfluence_one_sub_le_inv.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hvar : FABL.productVariance π f ≤ 1) (δ : ℝ) (hδ : δ ∈ Set.Ioo 0 1) : FABL.productTotalStableInfluence π (1 - δ) ⋯ f ≤ 1 / δ
theorem FABL.FiniteFourierBasis.productTotalStableInfluence_one_sub_le_inv.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hvar : FABL.productVariance π f ≤ 1) (δ : ℝ) (hδ : δ ∈ Set.Ioo 0 1) : FABL.productTotalStableInfluence π (1 - δ) ⋯ f ≤ 1 / δ
The total `(1-δ)`-stable influence is at most `1/δ` when variance is at most one. The arithmetic kernel is reused from Chapter 2's `card_mul_one_sub_pow_le_inv`.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.card_stableInfluencePolynomial_ge_le.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hvar : FABL.productVariance π f ≤ 1) (δ ε : ℝ) (hδ : δ ∈ Set.Ioo 0 1) (hε : ε ∈ Set.Ioc 0 1) : ↑{i | ε ≤ FABL.stableInfluencePolynomial B (1 - δ) f i}.card ≤ 1 / (δ * ε)
theorem FABL.FiniteFourierBasis.card_stableInfluencePolynomial_ge_le.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (hvar : FABL.productVariance π f ≤ 1) (δ ε : ℝ) (hδ : δ ∈ Set.Ioo 0 1) (hε : ε ∈ Set.Ioc 0 1) : ↑{i | ε ≤ FABL.stableInfluencePolynomial B (1 - δ) f i}.card ≤ 1 / (δ * ε)
Proposition 8.31: at most `1/(δ ε)` coordinates have stable influence at least `ε`.
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FABL.IsSumOfJuntasAtMost[complete] -
FABL.productDegree[complete] -
FABL.isSumOfJuntasAtMost_productDegree[complete] -
FABL.productDegree_le_of_isSumOfJuntasAtMost[complete]
Definition 8.32. For nonzero f\in L^2(\Omega^n,\pi^{\otimes n}), the
degree \deg(f) is the least k\in\mathbb N for which f is a finite
sum of functions depending on at most k coordinates.
Lean code for Definition8.2.17●4 declarations
Associated Lean declarations
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FABL.IsSumOfJuntasAtMost[complete]
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FABL.productDegree[complete]
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FABL.isSumOfJuntasAtMost_productDegree[complete]
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FABL.productDegree_le_of_isSumOfJuntasAtMost[complete]
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FABL.IsSumOfJuntasAtMost[complete] -
FABL.productDegree[complete] -
FABL.isSumOfJuntasAtMost_productDegree[complete] -
FABL.productDegree_le_of_isSumOfJuntasAtMost[complete]
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.IsSumOfJuntasAtMost.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) (k : ℕ) : Prop
def FABL.IsSumOfJuntasAtMost.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) (k : ℕ) : Prop
A function is a sum of `k`-juntas when it is the sum of one term for each coordinate set, with the `J` term depending only on `J` and vanishing when `|J| > k`. This is a finite, basis-free formulation of Definition 8.32.
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.productDegree.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) : ℕ
def FABL.productDegree.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) : ℕ
O'Donnell, Definition 8.32: the least junta size whose junta sums contain `f`.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.isSumOfJuntasAtMost_productDegree.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.IsSumOfJuntasAtMost f (FABL.productDegree f)
theorem FABL.isSumOfJuntasAtMost_productDegree.{u_1} {Ω : Type u_1} {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.IsSumOfJuntasAtMost f (FABL.productDegree f)
The defining witness for basis-free degree.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.productDegree_le_of_isSumOfJuntasAtMost.{u_1} {Ω : Type u_1} {n : ℕ} {f : FABL.ProductL2 Ω n} {k : ℕ} (hf : FABL.IsSumOfJuntasAtMost f k) : FABL.productDegree f ≤ k
theorem FABL.productDegree_le_of_isSumOfJuntasAtMost.{u_1} {Ω : Type u_1} {n : ℕ} {f : FABL.ProductL2 Ω n} {k : ℕ} (hf : FABL.IsSumOfJuntasAtMost f k) : FABL.productDegree f ≤ k
Basis-free degree is minimal among all junta-sum bounds.
Proposition 8.33. For every fixed product Fourier basis and every nonzero
f,
\deg(f)=\max\{\#\alpha:\widehat f(\alpha)\ne0\}.
Lean code for Theorem8.2.18●3 declarations
Associated Lean declarations
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defdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
def FABL.FiniteFourierBasis.spectralDegree.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℕ
def FABL.FiniteFourierBasis.spectralDegree.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : ℕ
Spectral degree: maximum support order of a nonzero Fourier coefficient.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.spectralDegree_le_iff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (k : ℕ) : B.spectralDegree f ≤ k ↔ ∀ (a : FABL.MultiIndex n ι), k < FABL.multiIndexOrder B.zeroIndex a → B.fourierCoeff f a = 0
theorem FABL.FiniteFourierBasis.spectralDegree_le_iff.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) (k : ℕ) : B.spectralDegree f ≤ k ↔ ∀ (a : FABL.MultiIndex n ι), k < FABL.multiIndexOrder B.zeroIndex a → B.fourierCoeff f a = 0
Spectral degree is at most `k` exactly when all coefficients above order `k` vanish.
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theoremdefined in FABL/Chapter08/GeneralizedFourierFormulas.leancomplete
theorem FABL.FiniteFourierBasis.productDegree_eq_spectralDegree.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productDegree f = B.spectralDegree f
theorem FABL.FiniteFourierBasis.productDegree_eq_spectralDegree.{u_1, u_2} {Ω : Type u_1} [Fintype Ω] [Nonempty Ω] {π : PMF Ω} {ι : Type u_2} [Fintype ι] [Nonempty ι] [DecidableEq ι] (B : FABL.FiniteFourierBasis Ω π ι) {n : ℕ} (f : FABL.ProductL2 Ω n) : FABL.productDegree f = B.spectralDegree f
Proposition 8.33: basis-free junta-sum degree equals maximum Fourier support order for every product Fourier basis.