Posterior has Sum
Cslib.Probability.PMF.posterior_hasSum
Plain-language statement
Posterior probabilities joint(a, b) / marginal(b) sum to 1 when b is in the support of the marginal.
Exact Lean statement
theorem posterior_hasSum (p : PMF α) (f : α → PMF β) (b : β)
(hb : b ∈ (p.bind f).support) :
HasSum (fun a =>
(p.bind fun a' => (f a').bind fun b' => PMF.pure (a', b')) (a, b) /
(p.bind f) b) 1Formal artifact
Lean source
theorem posterior_hasSum (p : PMF α) (f : α → PMF β) (b : β) (hb : b ∈ (p.bind f).support) : HasSum (fun a => (p.bind fun a' => (f a').bind fun b' => PMF.pure (a', b')) (a, b) / (p.bind f) b) 1 := by have hne := (PMF.mem_support_iff _ _).mp hb have hne_top := ne_top_of_le_ne_top one_ne_top (PMF.coe_le_one (p.bind f) b) have : ∑' a, (p.bind fun a' => (f a').bind fun b' => PMF.pure (a', b')) (a, b) / (p.bind f) b = 1 := by simp only [div_eq_mul_inv] rw [ENNReal.tsum_mul_right, bind_pair_tsum_fst] exact ENNReal.mul_inv_cancel hne hne_top exact this ▸ ENNReal.summable.hasSum- Project
- Lean Computer Science Library
- License
- Apache-2.0
- Commit
- f36649cff2c9
- Source
- Cslib/Probability/PMF.lean:83-95
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