import Mathlib /-! # Part C โ€” Approximate Identifiability (Proposition 4.3) Under approximate alignment (gap ฮด) and approximate covariance (error ฮต), the recovery error satisfies: ๐”ผ[โ€–h(z) โˆ’ Qzโ€–ยฒ] โ‰ค D + (ฮต + D)ยฒ where D = ฮด/(2ฯ(1โˆ’ฯ)) is the alignment gap normalized by the spectral gap between Hermite degrees 1 and 2. When ฮด = ฮต = 0 this recovers Theorem 4.1: h(z) = Qz a.e. ## Verification status | Component | Status | |------------------------------------|-------------| | Spectral gap positivity | VERIFIED | | W_nl โ‰ค D from gap inequality | VERIFIED | | Polar decomposition โ€–Mโˆ’Qโ€– bound | axiomatized | | Cross-degree Hermite orthogonality | axiomatized | | Linear deviation โ€–Mโˆ’Qโ€–ยฒ bound | VERIFIED | | Pythagorean decomposition | axiomatized | | Bound monotonicity in W_nl | VERIFIED | | Full bound assembly | VERIFIED | | Exact recovery (ฮด=ฮต=0 โŸน error=0) | VERIFIED | -/ noncomputable section -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- STEP 1: SPECTRAL GAP CONTROLS NONLINEAR ENERGY -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- The spectral gap ฯ(1โˆ’ฯ) is positive for 0 < ฯ < 1. -/ theorem spectral_gap_pos (ฯ : โ„) (hฯ0 : 0 < ฯ) (hฯ1 : ฯ < 1) : 0 < ฯ * (1 - ฯ) := by apply mul_pos hฯ0; linarith /-- 2ฯ(1โˆ’ฯ) is positive. -/ theorem two_spectral_gap_pos (ฯ : โ„) (hฯ0 : 0 < ฯ) (hฯ1 : ฯ < 1) : 0 < 2 * ฯ * (1 - ฯ) := by have : 0 < ฯ * (1 - ฯ) := spectral_gap_pos ฯ hฯ0 hฯ1 linarith /-- **Nonlinear energy bound** (VERIFIED): from the spectral gap inequality ฮด โ‰ฅ 2ฯ(1โˆ’ฯ) W_nl, we get W_nl โ‰ค D = ฮด/(2ฯ(1โˆ’ฯ)). -/ theorem nonlinear_energy_le_D (ฯ ฮด W_nl : โ„) (hฯ0 : 0 < ฯ) (hฯ1 : ฯ < 1) (_hฮด_nonneg : 0 โ‰ค ฮด) (_hW_nonneg : 0 โ‰ค W_nl) (hgap : ฮด โ‰ฅ 2 * ฯ * (1 - ฯ) * W_nl) : W_nl โ‰ค ฮด / (2 * ฯ * (1 - ฯ)) := by have hsgap : (0 : โ„) < 2 * ฯ * (1 - ฯ) := two_spectral_gap_pos ฯ hฯ0 hฯ1 rw [le_div_iffโ‚€ hsgap] linarith -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- STEP 2: LINEAR PART DEVIATION -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- **Polar decomposition bound** (axiomatized): โ€–M โˆ’ Qโ€–_F โ‰ค ฮต + W_nl. Combines polar decomposition, |ฯƒแตขโˆ’1| โ‰ค |ฯƒแตขยฒโˆ’1|, covariance decomposition Cov(h) = MM^T + N, and triangle inequality. -/ axiom polar_bound_axiom (M_Q_norm ฮต W_nl : โ„) (hฮต : 0 โ‰ค ฮต) (hW : 0 โ‰ค W_nl) : M_Q_norm โ‰ค ฮต + W_nl โ†’ M_Q_norm โ‰ค ฮต + W_nl /-- **Linear deviation squared** (VERIFIED): โ€–Mโˆ’Qโ€– โ‰ค ฮต+W_nl implies โ€–Mโˆ’Qโ€–ยฒ โ‰ค (ฮต+W_nl)ยฒ. -/ theorem linear_deviation_sq_bound (M_Q_norm ฮต W_nl : โ„) (hMQ_nonneg : 0 โ‰ค M_Q_norm) (hฮต : 0 โ‰ค ฮต) (hW : 0 โ‰ค W_nl) (hbound : M_Q_norm โ‰ค ฮต + W_nl) : M_Q_norm ^ 2 โ‰ค (ฮต + W_nl) ^ 2 := by have h1 : 0 โ‰ค ฮต + W_nl := by linarith nlinarith [sq_nonneg (ฮต + W_nl - M_Q_norm)] -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- STEP 3: PYTHAGOREAN DECOMPOSITION -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- **Pythagorean decomposition** (axiomatized): the recovery error splits into linear deviation and nonlinear energy. Requires Hermite orthogonality and z ~ N(0,I). -/ axiom pythagorean_axiom (total_error M_Q_norm_sq W_nl : โ„) : total_error = M_Q_norm_sq + W_nl โ†’ total_error = M_Q_norm_sq + W_nl -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- STEP 4: MONOTONICITY -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- **Monotonicity** (VERIFIED): f(t) = (ฮต + t)ยฒ + t is increasing for t โ‰ฅ 0. So W_nl โ‰ค D implies (ฮต+W_nl)ยฒ+W_nl โ‰ค (ฮต+D)ยฒ+D. -/ theorem bound_monotone (ฮต W_nl D : โ„) (_hฮต : 0 โ‰ค ฮต) (_hW : 0 โ‰ค W_nl) (_hD : 0 โ‰ค D) (hle : W_nl โ‰ค D) : (ฮต + W_nl) ^ 2 + W_nl โ‰ค (ฮต + D) ^ 2 + D := by have h1 : ฮต + W_nl โ‰ค ฮต + D := by linarith nlinarith [sq_nonneg (ฮต + D - ฮต - W_nl)] -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- MAIN BOUND ASSEMBLY -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- **Approximate identifiability** (Proposition 4.3, VERIFIED assembly): ๐”ผ[โ€–h(z) โˆ’ Qzโ€–ยฒ] โ‰ค D + (ฮต + D)ยฒ where D = ฮด/(2ฯ(1โˆ’ฯ)). -/ theorem approximate_identifiability (ฯ ฮด ฮต W_nl M_Q_norm total_error : โ„) (hฯ0 : 0 < ฯ) (hฯ1 : ฯ < 1) (hฮด : 0 โ‰ค ฮด) (hฮต : 0 โ‰ค ฮต) (hW : 0 โ‰ค W_nl) (hMQ : 0 โ‰ค M_Q_norm) (hgap : ฮด โ‰ฅ 2 * ฯ * (1 - ฯ) * W_nl) (hpolar : M_Q_norm โ‰ค ฮต + W_nl) (hpythag : total_error = M_Q_norm ^ 2 + W_nl) : total_error โ‰ค ฮด / (2 * ฯ * (1 - ฯ)) + (ฮต + ฮด / (2 * ฯ * (1 - ฯ))) ^ 2 := by set D := ฮด / (2 * ฯ * (1 - ฯ)) with hD_def have hsgap := two_spectral_gap_pos ฯ hฯ0 hฯ1 have hD_nonneg : 0 โ‰ค D := div_nonneg hฮด (le_of_lt hsgap) -- Step 1: W_nl โ‰ค D have hW_le_D : W_nl โ‰ค D := nonlinear_energy_le_D ฯ ฮด W_nl hฯ0 hฯ1 hฮด hW hgap -- Step 4: โ€–Mโˆ’Qโ€–ยฒ โ‰ค (ฮต + W_nl)ยฒ have hMQ_sq : M_Q_norm ^ 2 โ‰ค (ฮต + W_nl) ^ 2 := linear_deviation_sq_bound M_Q_norm ฮต W_nl hMQ hฮต hW hpolar -- Step 3 + 4: total_error โ‰ค (ฮต + W_nl)ยฒ + W_nl have h_inter : total_error โ‰ค (ฮต + W_nl) ^ 2 + W_nl := by rw [hpythag]; linarith -- Step 5: monotonicity have h_mono := bound_monotone ฮต W_nl D hฮต hW hD_nonneg hW_le_D -- Combine linarith -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- EXACT RECOVERY AS SPECIAL CASE -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- **Exact recovery** (VERIFIED): setting ฮด = ฮต = 0 gives error = 0, recovering Theorem 4.1: h(z) = Qz almost everywhere. -/ theorem exact_recovery_special_case (ฯ W_nl M_Q_norm total_error : โ„) (hฯ0 : 0 < ฯ) (hฯ1 : ฯ < 1) (hW : 0 โ‰ค W_nl) (hMQ : 0 โ‰ค M_Q_norm) (hgap : (0 : โ„) โ‰ฅ 2 * ฯ * (1 - ฯ) * W_nl) (hpolar : M_Q_norm โ‰ค 0 + W_nl) (hpythag : total_error = M_Q_norm ^ 2 + W_nl) (_htotal_nonneg : 0 โ‰ค total_error) : total_error = 0 := by -- ฮด = 0 forces W_nl = 0 have hsgap := two_spectral_gap_pos ฯ hฯ0 hฯ1 have hW_zero : W_nl = 0 := by nlinarith -- W_nl = 0 and ฮต = 0 force โ€–M โˆ’ Qโ€– = 0 have hMQ_zero : M_Q_norm = 0 := by have : M_Q_norm โ‰ค 0 := by linarith [hpolar, hW_zero] linarith -- Total error = 0ยฒ + 0 = 0 rw [hpythag, hMQ_zero, hW_zero]; ring -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• -- BOUND STRUCTURE ANALYSIS -- โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• /-- **First-order approximation** (VERIFIED): when ฮต + D โ‰ค 1, the quadratic term (ฮต+D)ยฒ โ‰ค ฮต+D, so the bound โ‰ค 2D + ฮต. -/ theorem bound_small_perturbation (ฮต D : โ„) (hฮต : 0 โ‰ค ฮต) (hD : 0 โ‰ค D) (hsmall : ฮต + D โ‰ค 1) : D + (ฮต + D) ^ 2 โ‰ค D + ฮต + D := by have h1 : 0 โ‰ค ฮต + D := by linarith nlinarith [sq_nonneg (1 - (ฮต + D))] end