tangent_sampling_dense_sample_bound_from_general_sample_bound
ProvedSource: Candès--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 6, Section 1.2, Theorem 1.3, equation (1.9), and PDF p. 18, Section 4.2, Theorem 4.1, equation (4.5).
Mathematical statement: let , let , let be positive natural numbers, and let . In the downstream Bernoulli model, and is the Bernoulli sampling set, although this arithmetic bridge only uses the sample-size lower bound. If for a universal constant and
then
Notation: , in the Bernoulli probability model, is the downstream Bernoulli sample set, and are the Candès--Recht incoherence parameters, and is the rank parameter.
Formalization note: this is a formal bridge, not a theorem stated verbatim in Candès--Recht. It bridges the source-backed general sample bound from Theorem 1.3, equation (1.9), to the dense lower-bound hypothesis used by the source-backed tangent sampling concentration child corresponding to Theorem 4.1, equation (4.5). The Lean proof only performs monotonicity and constant-absorption arithmetic; it does not prove a new concentration estimate.
import Mathlib.Analysis.SpecialFunctions.Pow.Real import Mathlib.Tactic
theorem tangent_sampling_dense_sample_bound_from_general_sample_bound :
∃ C : ℝ, 0 < C ∧
∀ C' : ℝ, C ≤ C' →
∀ (β : ℝ), 2 < β →
∀ (n₁ n₂ r m : ℕ) (μ₀ μ₁ : ℝ),
0 < n₁ → 0 < n₂ → 0 < r → m ≤ n₁ * n₂ →
1 ≤ μ₀ → 1 ≤ μ₁ →
(m : ℝ) ≥
C' * max (max (μ₁ ^ 2) (Real.sqrt μ₀ * μ₁))
(μ₀ * Real.rpow (↑(max n₁ n₂)) ((1 : ℝ) / 4))
* (↑(max n₁ n₂)) * (r : ℝ) * (β * Real.log (↑(max n₁ n₂))) →
(m : ℝ) ≥ β * μ₀ * (↑(max n₁ n₂)) * (r : ℝ) *
Real.log (↑(max n₁ n₂)) := by
sorry