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Jaakkola_alpha_beta_unbounded_uniformly_W_alt
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bmtrager committed Dec 4, 2024
1 parent 4accfc9 commit 0ed73d6
Showing 1 changed file with 2 additions and 43 deletions.
45 changes: 2 additions & 43 deletions coq/QLearn/jaakkola_vector.v
Original file line number Diff line number Diff line change
Expand Up @@ -6940,18 +6940,6 @@ Proof.
now apply (RandomVariable_sa_sub (filt_sub (S k))).
Qed.

Instance rvXF_I
{F : nat -> SigmaAlgebra Ts}
(filt_sub : forall k, sa_sub (F k) dom)
(XF : nat -> Ts -> vector R (S N))
{rvXF : forall k, RandomVariable (F (S k)) (Rvector_borel_sa (S N)) (XF k)} :
forall k i pf, RandomVariable dom borel_sa (vecrvnth i pf (XF k)).
Proof.
intros.
apply (RandomVariable_sa_sub (filt_sub (S k))).
now apply vecrvnth_rv.
Qed.

Instance vec_isfe (XF : nat -> Ts -> vector R (S N))
{isl2 : forall k i pf, IsLp prts 2 (vecrvnth i pf (XF k))}
{vec_rvXF_I : forall k, RandomVariable dom (Rvector_borel_sa (S N)) (XF k)} :
Expand Down Expand Up @@ -7006,7 +6994,7 @@ Proof.
almost prts
(fun ω =>
(forall k i pf,
((FiniteConditionalVariance_new prts (filt_sub k) (vecrvnth i pf (XF k)) (rv := rvXF_I filt_sub XF k i pf)) ω)
((FiniteConditionalVariance_new prts (filt_sub k) (vecrvnth i pf (XF k)) (rv := vecrvnth_rv i pf (XF k) (rv := vec_rvXF_I filt_sub XF k))) ω)
<= (C * (1 + pos_scaled_Rvector_max_abs (X k ω) W)^2)))) ->
(forall k, rv_eq (X (S k))
(vecrvplus (vecrvminus (X k) (vecrvmult (α k) (X k))) (vecrvmult (β k) (XF k) ))) ->
Expand All @@ -7015,37 +7003,8 @@ Proof.
is_lim_seq (fun m => vector_nth i pf (X m ω)) 0).
Proof.
intros.
apply (Jaakkola_alpha_beta_unbounded_uniformly_W W γ X XF α β isfilt filt_sub)
now apply (Jaakkola_alpha_beta_unbounded_uniformly_W W γ X XF α β isfilt filt_sub)
with (isl2 := isl2) (vec_rvXF_I := vec_rvXF_I filt_sub XF) (vec_isfe := vec_isfe XF (vec_rvXF_I := vec_rvXF_I filt_sub XF)).
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- trivial.
- destruct H10 as [C [??]].
exists C.
split.
+ trivial.
+ revert H12.
apply almost_impl; apply all_almost; intros ??.
intros.
specialize (H12 k i pf).
eapply Rle_trans; cycle 1.
apply H12.
right.
f_equal.
apply proof_irrelevance.
- trivial.
Qed.

End jaakola_vector2.

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