noncomputable def
Verification.checkerboardEstimator
{n : ℕ}
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯))
:
Equations
- One or more equations did not get rendered due to their size.
Instances For
theorem
Verification.checkerboardEstimator_eq_average
{n : ℕ}
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯))
:
theorem
Verification.checkerboardEstimator_mem
{n : ℕ}
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯))
:
theorem
Verification.checkerboardEstimator_correction
{n : ℕ}
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯))
:
checkerboardEstimator A - A.checkerboard.chatterjeeXi = ((Matrix.of A.mass).transpose * Matrix.of A.mass).trace / 2
theorem
Verification.checkerboardEstimator_correction_bounds
{n : ℕ}
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (n + 1) ⋯))
:
0 ≤ checkerboardEstimator A - A.checkerboard.chatterjeeXi ∧ checkerboardEstimator A - A.checkerboard.chatterjeeXi ≤ 1 / (↑n + 1) / 2
theorem
Verification.checkerboardEstimator_correction_tendsto
(N : ℕ → ℕ)
(hN : Filter.Tendsto N Filter.atTop Filter.atTop)
(A :
(k : ℕ) →
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (N k + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (N k + 1) ⋯))
:
Filter.Tendsto (fun (k : ℕ) => checkerboardEstimator (A k) - (A k).checkerboard.chatterjeeXi) Filter.atTop (nhds 0)
The finite-sample correction vanishes for every refining sequence of square matrices.
theorem
Verification.checkerboardEstimator_tendsto_iff
(N : ℕ → ℕ)
(hN : Filter.Tendsto N Filter.atTop Filter.atTop)
(A :
(k : ℕ) →
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform (N k + 1) ⋯)
(ProbabilityTheory.Copula.IntervalPartition.uniform (N k + 1) ⋯))
(l : ℝ)
:
Filter.Tendsto (fun (k : ℕ) => checkerboardEstimator (A k)) Filter.atTop (nhds l) ↔ Filter.Tendsto (fun (k : ℕ) => (A k).checkerboard.chatterjeeXi) Filter.atTop (nhds l)
Conditional transfer lemma; the statistical consistency hypothesis remains explicit.