Plain-language statement
cexp can be decomposed as a expectation over cexp's w.r.t. a function
Exact Lean statement
lemma cexp_eq_cexp_cexp (g : α → β) (h : ∀ x y, f.prob x ≠ 0 → g x = g y → (q x ↔ q y)) :
f.cexp u q = (g <$> f).cexp (fun k ↦ f.cexp u (fun y ↦ g y = k))
(fun k ↦ ∃ x, g x = k ∧ q x)Formal artifact
Lean source
lemma cexp_eq_cexp_cexp (g : α → β) (h : ∀ x y, f.prob x ≠ 0 → g x = g y → (q x ↔ q y)) : f.cexp u q = (g <$> f).cexp (fun k ↦ f.cexp u (fun y ↦ g y = k)) (fun k ↦ ∃ x, g x = k ∧ q x) := by rw [cexp, cexp] refine congr_arg₂ _ ?_ ?_ · rw [exp_eq_exp_cexp g] refine exp_congr fun k _ ↦ ?_ by_cases qk : ∃ z, g z = k ∧ q z · simp only [qk, ite_true] rcases qk with ⟨z,zk,qz⟩ refine cexp_congr fun w m e ↦ ?_ simp only [(h w z m (e.trans zk.symm)).mpr qz, ite_true] · simp only [qk, ite_false] refine cexp_eq_zero fun _ _ e ↦ ?_ simp only [not_exists, not_and] at qk simp only [qk _ e, ite_false] · simp only [pr_map] refine pr_congr fun x m ↦ ⟨?_,?_⟩ · intro _; use x · intro ⟨y,gyx,qy⟩; rwa [h x y m gyx.symm]- Project
- debate
- License
- Apache-2.0
- Commit
- de3a6e500ae1
- Source
- Prob/Cond.lean:135-154
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