Samplinglib
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Samplinglib mathematical lesson

Measurability of the selected log-ratio

AutoSamplingTheory.TechnicalLemmas.InformationTheory.RNLogRatio.measurable_logRatio · theorem · Teaching coverage

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Mathematical statement

For arbitrary measures μ and π on a measurable space α, the selected real log-ratio r is measurable. No positivity or entropy-integrability assumption is needed.

\[r=\operatorname{llr}(\mu,\pi):\alpha\to\mathbb R\quad\text{is measurable}.\]
Lean statement · measurable_logRatio

The measurable object is a real function despite the totalized zero-density convention. No regularity of its derivative is included.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem measurable_logRatio (mu pi : Measure α) :
    Measurable (logRatio mu pi)

Exact module and namespace context

Proof roadmap

  1. 1Reuse the library's log-ratio measurability

    Mathlib composes measurable RN selection, measurable real conversion, and the measurable totalized real logarithm.

  2. 2Replace the alias

    The ASTIS name denotes exactly that same function, so the imported assertion is the target.

Full assumptions and notation

All objects and hypotheses

  • α is any measurable space; no topology, standard-Borel, countability, or nonempty-space hypothesis is imposed.
  • μ and π are arbitrary measures on α unless further conditions are stated; no probability or finite-mass assumption is implicit.
  • Write a(x)=μ.rnDeriv π x∈[0,∞], ρ(x)=a(x).toReal, and r=RNLogRatio.logRatio μ π=MeasureTheory.llr μ π=Real.log ρ. All names refer to the same selected functions for the original pair (μ,π).

Mathematical proof

1. Reuse the library's log-ratio measurability

Mathlib composes measurable RN selection, measurable real conversion, and the measurable totalized real logarithm.

\[a\text{ measurable}\Longrightarrow\log(a.\mathrm{toReal})\text{ measurable}.\]
Corresponding Lean step

MeasureTheory.measurable_llr

2. Replace the alias

The ASTIS name denotes exactly that same function, so the imported assertion is the target.

\[r=\operatorname{llr}(\mu,\pi).\]
Corresponding Lean step

simp [RNLogRatio.logRatio]

Lean verification

The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.

Lean proof · measurable_logRatio

The proof applies the existing likelihood-ratio measurability theorem and unfolds only the ASTIS alias.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

Download module (.lean)
theorem measurable_logRatio (mu pi : Measure α) :
    Measurable (logRatio mu pi) := by
  simpa [logRatio] using MeasureTheory.measurable_llr mu pi

Exact module and namespace context

Scope and omitted-condition boundaries
  • Mathlib's RN derivative is a selected measurable extended-nonnegative function, and defaults to zero if no Lebesgue decomposition exists. ENNReal.toReal sends ∞ to 0; Real.log 0=0. Unconditional naming or measurability is not a reconstruction or positivity theorem.
  • An equality a.e. of function values does not by itself identify classical gradients. No pointwise choice on exceptional null sets or independence under arbitrary null-set changes is proved.
  • No continuity, differentiability, gradient measurability or integrability is deduced.
Sources, dependencies, and reuse

Source and reuse

Samplinglib parents called

Mathlib API called (external library)

  • MeasureTheory.measurable_llr

Mathematical sources

Samplinglib prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.